Over 2018 to 2025 (8 years of data), 6503JPJPY has tended to move long between 09.07 and 23.07, closing higher in 85.7% of those years for an average +2.27% move and an annualized Sharpe of 3.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 23.07 | Long | 85.7% | +2.27% | 3.43 | 7 |
| 09.07 → 24.07 | Long | 85.7% | +2.11% | 3.28 | 7 |
| 09.07 → 22.07 | Long | 85.7% | +1.84% | 4.76 | 7 |
| 10.07 → 24.07 | Long | 85.7% | +1.80% | 2.74 | 7 |
| 10.07 → 22.07 | Long | 85.7% | +1.53% | 3.50 | 7 |
| 09.07 → 21.07 | Long | 85.7% | +1.49% | 4.41 | 7 |
| 09.07 → 25.07 | Long | 85.7% | +1.35% | 1.24 | 7 |
| 12.07 → 25.07 | Long | 85.7% | +1.20% | 1.07 | 7 |