Over 2018 to 2025 (8 years of data), 9984JPJPY has tended to move short between 16.08 and 06.09, closing higher in 100.0% of those years for an average +5.53% move and an annualized Sharpe of 8.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 06.09 | Short | 100.0% | +5.53% | 8.26 | 7 |
| 16.08 → 05.09 | Short | 100.0% | +5.24% | 7.50 | 7 |
| 17.08 → 06.09 | Short | 100.0% | +4.46% | 6.89 | 7 |
| 15.08 → 05.09 | Short | 100.0% | +3.17% | 7.59 | 7 |
| 16.08 → 07.09 | Short | 85.7% | +4.69% | 3.31 | 7 |
| 16.08 → 04.09 | Short | 85.7% | +4.58% | 4.64 | 7 |
| 17.08 → 05.09 | Short | 85.7% | +4.15% | 5.91 | 7 |
| 18.08 → 06.09 | Short | 85.7% | +4.03% | 4.93 | 7 |