Over 2018 to 2025 (8 years of data), 9020JPJPY has tended to move short between 11.07 and 21.07, closing higher in 85.7% of those years for an average +2.44% move and an annualized Sharpe of 4.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 21.07 | Short | 85.7% | +2.44% | 4.28 | 7 |
| 11.07 → 22.07 | Short | 85.7% | +2.29% | 3.22 | 7 |
| 11.07 → 23.07 | Short | 85.7% | +2.22% | 2.82 | 7 |
| 12.07 → 21.07 | Short | 85.7% | +2.15% | 4.16 | 7 |
| 11.07 → 16.07 | Short | 85.7% | +1.00% | 2.87 | 7 |
| 07.07 → 10.07 | Long | 85.7% | +0.22% | 1.26 | 7 |
| 11.07 → 03.08 | Short | 71.4% | +4.36% | 1.96 | 7 |
| 11.07 → 05.08 | Short | 71.4% | +4.08% | 1.67 | 7 |