Over 2018 to 2025 (8 years of data), 6752JPJPY has tended to move short between 07.07 and 03.08, closing higher in 85.7% of those years for an average +4.91% move and an annualized Sharpe of 2.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 03.08 | Short | 85.7% | +4.91% | 2.93 | 7 |
| 08.07 → 03.08 | Short | 85.7% | +4.78% | 2.92 | 7 |
| 08.07 → 25.08 | Short | 85.7% | +4.12% | 1.69 | 7 |
| 07.07 → 28.08 | Short | 85.7% | +4.08% | 1.62 | 7 |
| 08.07 → 02.08 | Short | 85.7% | +4.08% | 2.43 | 7 |
| 10.07 → 03.08 | Short | 85.7% | +4.07% | 2.80 | 7 |
| 07.07 → 24.08 | Short | 85.7% | +3.96% | 1.64 | 7 |
| 09.07 → 03.08 | Short | 85.7% | +3.94% | 2.55 | 7 |