Over 2018 to 2025 (8 years of data), 7267JPJPY has tended to move short between 26.07 and 03.08, closing higher in 85.7% of those years for an average +5.29% move and an annualized Sharpe of 4.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 03.08 | Short | 85.7% | +5.29% | 4.13 | 7 |
| 25.07 → 07.08 | Short | 85.7% | +4.39% | 3.56 | 7 |
| 26.07 → 07.08 | Short | 85.7% | +4.33% | 4.00 | 7 |
| 27.07 → 07.08 | Short | 85.7% | +4.07% | 3.71 | 7 |
| 25.07 → 09.08 | Short | 85.7% | +3.73% | 2.92 | 7 |
| 26.07 → 09.08 | Short | 85.7% | +3.67% | 3.26 | 7 |
| 25.07 → 06.08 | Short | 85.7% | +3.41% | 3.05 | 7 |
| 27.07 → 09.08 | Short | 85.7% | +3.41% | 2.98 | 7 |