Over 2018 to 2025 (8 years of data), 7261JPJPY has tended to move short between 07.07 and 10.07, closing higher in 85.7% of those years for an average +2.40% move and an annualized Sharpe of 7.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 10.07 | Short | 85.7% | +2.40% | 7.45 | 7 |
| 07.07 → 12.07 | Short | 85.7% | +2.17% | 4.77 | 7 |
| 11.07 → 17.07 | Short | 85.7% | +0.54% | 0.64 | 7 |
| 11.07 → 15.07 | Short | 85.7% | -0.09% | -0.15 | 7 |
| 11.07 → 16.07 | Short | 85.7% | -0.39% | -0.41 | 7 |
| 09.07 → 23.07 | Long | 71.4% | +3.56% | 1.95 | 7 |
| 10.07 → 23.07 | Long | 71.4% | +3.56% | 2.01 | 7 |
| 09.07 → 22.07 | Long | 71.4% | +3.12% | 1.84 | 7 |