Over 2018 to 2025 (8 years of data), 6954JPJPY has tended to move short between 10.07 and 31.08, closing higher in 85.7% of those years for an average +3.70% move and an annualized Sharpe of 1.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 31.08 | Short | 85.7% | +3.70% | 1.34 | 7 |
| 10.07 → 01.09 | Short | 85.7% | +3.70% | 1.40 | 7 |
| 10.07 → 02.09 | Short | 85.7% | +3.18% | 1.14 | 7 |
| 10.07 → 03.09 | Short | 85.7% | +3.09% | 1.11 | 7 |
| 11.07 → 14.07 | Short | 85.7% | +1.29% | 6.11 | 7 |
| 10.07 → 19.07 | Short | 85.7% | +1.25% | 2.89 | 7 |
| 11.07 → 17.07 | Short | 85.7% | +1.11% | 3.12 | 7 |
| 11.07 → 15.07 | Short | 85.7% | +0.88% | 2.14 | 7 |