Over 2018 to 2025 (8 years of data), 7201JPJPY has tended to move short between 13.08 and 09.10, closing higher in 87.5% of those years for an average +3.66% move and an annualized Sharpe of 1.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.08 → 09.10 | Short | 87.5% | +3.66% | 1.17 | 8 |
| 13.08 → 08.10 | Short | 87.5% | +3.58% | 0.99 | 8 |
| 14.08 → 09.10 | Short | 87.5% | +3.53% | 1.06 | 8 |
| 14.08 → 08.10 | Short | 87.5% | +3.47% | 0.95 | 8 |
| 12.08 → 09.10 | Short | 87.5% | +3.29% | 0.96 | 8 |
| 12.08 → 08.10 | Short | 87.5% | +3.21% | 0.82 | 8 |
| 14.08 → 06.10 | Short | 87.5% | +3.14% | 0.91 | 8 |
| 14.08 → 04.10 | Short | 87.5% | +3.00% | 1.01 | 8 |