Over 2018 to 2025 (8 years of data), 9501JPJPY has tended to move short between 07.07 and 11.07, closing higher in 85.7% of those years for an average +1.13% move and an annualized Sharpe of 4.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.07 | Short | 85.7% | +1.13% | 4.56 | 7 |
| 08.07 → 05.08 | Short | 71.4% | +7.35% | 1.47 | 7 |
| 09.07 → 05.08 | Short | 71.4% | +7.34% | 1.51 | 7 |
| 08.07 → 03.08 | Short | 71.4% | +7.29% | 2.06 | 7 |
| 09.07 → 03.08 | Short | 71.4% | +7.26% | 2.11 | 7 |
| 07.07 → 03.08 | Short | 71.4% | +6.85% | 1.64 | 7 |
| 07.07 → 05.08 | Short | 71.4% | +6.83% | 1.19 | 7 |
| 08.07 → 06.08 | Short | 71.4% | +6.70% | 1.36 | 7 |