Over 2018 to 2025 (8 years of data), 6752JPJPY has tended to move short between 24.07 and 04.08, closing higher in 100.0% of those years for an average +7.76% move and an annualized Sharpe of 5.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 04.08 | Short | 100.0% | +7.76% | 5.71 | 7 |
| 24.07 → 03.08 | Short | 100.0% | +7.74% | 5.66 | 7 |
| 25.07 → 04.08 | Short | 100.0% | +6.75% | 5.94 | 7 |
| 25.07 → 03.08 | Short | 100.0% | +6.73% | 5.94 | 7 |
| 26.07 → 04.08 | Short | 100.0% | +6.52% | 6.14 | 7 |
| 26.07 → 03.08 | Short | 100.0% | +6.50% | 6.15 | 7 |
| 24.07 → 14.08 | Short | 100.0% | +6.23% | 4.29 | 7 |
| 24.07 → 02.08 | Short | 100.0% | +5.55% | 7.02 | 7 |