Over 2018 to 2025 (8 years of data), 7270JPJPY has tended to move short between 07.07 and 10.07, closing higher in 85.7% of those years for an average +1.75% move and an annualized Sharpe of 4.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 10.07 | Short | 85.7% | +1.75% | 4.71 | 7 |
| 11.07 → 17.07 | Short | 85.7% | +1.52% | 2.30 | 7 |
| 13.07 → 11.08 | Long | 85.7% | +1.17% | 0.26 | 7 |
| 10.07 → 11.08 | Long | 85.7% | +1.01% | 0.21 | 7 |
| 12.07 → 11.08 | Long | 85.7% | +0.85% | 0.19 | 7 |
| 11.07 → 15.07 | Short | 85.7% | +0.76% | 1.80 | 7 |
| 11.07 → 16.07 | Short | 85.7% | +0.73% | 1.14 | 7 |
| 10.07 → 13.08 | Long | 85.7% | +0.69% | 0.15 | 7 |