Over 2018 to 2025 (8 years of data), 7201JPJPY has tended to move short between 11.07 and 17.07, closing higher in 85.7% of those years for an average -1.09% move and an annualized Sharpe of -1.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 17.07 | Short | 85.7% | -1.09% | -1.05 | 7 |
| 07.07 → 29.07 | Short | 71.4% | +3.41% | 1.60 | 7 |
| 07.07 → 30.07 | Short | 71.4% | +3.15% | 1.46 | 7 |
| 10.07 → 23.07 | Long | 71.4% | +3.09% | 2.56 | 7 |
| 12.07 → 23.07 | Long | 71.4% | +3.05% | 2.44 | 7 |
| 13.07 → 23.07 | Long | 71.4% | +3.02% | 2.68 | 7 |
| 07.07 → 10.07 | Short | 71.4% | +2.81% | 6.94 | 7 |
| 10.07 → 22.07 | Long | 71.4% | +2.67% | 2.31 | 7 |