Over 2018 to 2025 (8 years of data), 9433JPJPY has tended to move long between 08.07 and 26.07, closing higher in 100.0% of those years for an average +2.23% move and an annualized Sharpe of 7.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 26.07 | Long | 100.0% | +2.23% | 7.24 | 7 |
| 07.07 → 26.07 | Long | 100.0% | +2.13% | 5.33 | 7 |
| 09.07 → 26.07 | Long | 100.0% | +1.41% | 5.61 | 7 |
| 11.07 → 06.08 | Short | 85.7% | +3.33% | 2.87 | 7 |
| 12.07 → 06.08 | Short | 85.7% | +3.16% | 2.97 | 7 |
| 11.07 → 05.08 | Short | 85.7% | +3.08% | 3.00 | 7 |
| 13.07 → 06.08 | Short | 85.7% | +3.02% | 2.82 | 7 |
| 11.07 → 03.08 | Short | 85.7% | +2.94% | 3.80 | 7 |