Over 2018 to 2025 (8 years of data), 9433JPJPY has tended to move short between 25.07 and 06.08, closing higher in 100.0% of those years for an average +4.48% move and an annualized Sharpe of 10.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 06.08 | Short | 100.0% | +4.48% | 10.79 | 7 |
| 25.07 → 04.08 | Short | 100.0% | +4.24% | 11.06 | 7 |
| 26.07 → 06.08 | Short | 100.0% | +4.21% | 11.70 | 7 |
| 25.07 → 03.08 | Short | 100.0% | +4.12% | 11.38 | 7 |
| 27.07 → 06.08 | Short | 100.0% | +3.99% | 12.06 | 7 |
| 26.07 → 04.08 | Short | 100.0% | +3.97% | 13.59 | 7 |
| 24.07 → 04.08 | Short | 100.0% | +3.94% | 10.81 | 7 |
| 26.07 → 03.08 | Short | 100.0% | +3.85% | 13.35 | 7 |