Over 2018 to 2025 (8 years of data), 9983JPJPY has tended to move short between 10.07 and 05.08, closing higher in 85.7% of those years for an average +2.76% move and an annualized Sharpe of 0.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 05.08 | Short | 85.7% | +2.76% | 0.83 | 7 |
| 07.07 → 05.08 | Short | 85.7% | +2.69% | 0.78 | 7 |
| 09.07 → 05.08 | Short | 85.7% | +2.41% | 0.68 | 7 |
| 10.07 → 06.08 | Short | 85.7% | +2.19% | 0.70 | 7 |
| 07.07 → 06.08 | Short | 85.7% | +2.10% | 0.64 | 7 |
| 08.07 → 05.08 | Short | 85.7% | +2.06% | 0.59 | 7 |
| 09.07 → 06.08 | Short | 85.7% | +1.82% | 0.54 | 7 |
| 08.07 → 06.08 | Short | 85.7% | +1.47% | 0.44 | 7 |