Over 2018 to 2025 (8 years of data), 7974JPJPY has tended to move short between 11.07 and 02.08, closing higher in 100.0% of those years for an average +5.37% move and an annualized Sharpe of 4.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 02.08 | Short | 100.0% | +5.37% | 4.11 | 7 |
| 11.07 → 01.08 | Short | 100.0% | +4.68% | 4.13 | 7 |
| 10.07 → 05.08 | Short | 85.7% | +6.75% | 2.08 | 7 |
| 07.07 → 02.08 | Short | 85.7% | +5.64% | 3.52 | 7 |
| 07.07 → 03.08 | Short | 85.7% | +5.44% | 2.90 | 7 |
| 13.07 → 02.08 | Short | 85.7% | +5.42% | 4.77 | 7 |
| 13.07 → 03.08 | Short | 85.7% | +5.19% | 3.28 | 7 |
| 11.07 → 03.08 | Short | 85.7% | +5.15% | 3.07 | 7 |