Over 2018 to 2025 (8 years of data), 8035JPJPY has tended to move short between 08.07 and 12.07, closing higher in 85.7% of those years for an average +0.94% move and an annualized Sharpe of 3.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 12.07 | Short | 85.7% | +0.94% | 3.75 | 7 |
| 07.07 → 28.08 | Short | 71.4% | +6.60% | 1.08 | 7 |
| 07.07 → 17.07 | Short | 71.4% | +1.93% | 2.85 | 7 |
| 07.07 → 12.07 | Short | 71.4% | +1.19% | 7.00 | 7 |
| 09.07 → 12.07 | Short | 71.4% | +1.03% | 6.11 | 7 |
| 07.07 → 16.07 | Short | 71.4% | +0.99% | 2.25 | 7 |
| 07.07 → 13.07 | Short | 71.4% | +0.66% | 6.21 | 7 |
| 08.07 → 14.07 | Short | 71.4% | +0.62% | 2.43 | 7 |