Over 2018 to 2025 (8 years of data), 9432JPJPY has tended to move short between 11.07 and 05.08, closing higher in 100.0% of those years for an average +3.61% move and an annualized Sharpe of 4.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 05.08 | Short | 100.0% | +3.61% | 4.10 | 7 |
| 12.07 → 05.08 | Short | 100.0% | +3.45% | 4.39 | 7 |
| 08.07 → 02.08 | Short | 100.0% | +1.96% | 5.34 | 7 |
| 09.07 → 03.08 | Short | 100.0% | +1.66% | 3.46 | 7 |
| 11.07 → 06.08 | Short | 85.7% | +3.23% | 3.01 | 7 |
| 12.07 → 06.08 | Short | 85.7% | +3.07% | 3.16 | 7 |
| 11.07 → 02.08 | Short | 85.7% | +2.92% | 4.49 | 7 |
| 11.07 → 03.08 | Short | 85.7% | +2.89% | 4.80 | 7 |