Over 2018 to 2025 (8 years of data), 6506JPJPY has tended to move short between 07.07 and 14.07, closing higher in 100.0% of those years for an average +3.88% move and an annualized Sharpe of 8.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 14.07 | Short | 100.0% | +3.88% | 8.67 | 7 |
| 07.07 → 31.08 | Short | 85.7% | +5.06% | 1.68 | 7 |
| 07.07 → 20.07 | Short | 85.7% | +3.27% | 4.90 | 7 |
| 07.07 → 16.07 | Short | 85.7% | +3.25% | 6.27 | 7 |
| 08.07 → 14.07 | Short | 85.7% | +3.15% | 6.18 | 7 |
| 07.07 → 19.07 | Short | 85.7% | +3.14% | 4.40 | 7 |
| 10.07 → 14.07 | Short | 85.7% | +2.63% | 8.67 | 7 |
| 08.07 → 20.07 | Short | 85.7% | +2.57% | 5.00 | 7 |