Over 1986 to 2025 (40 years of data), JPNIDXJPY has tended to move short between 17.08 and 20.08, closing higher in 66.7% of those years for an average +0.80% move and an annualized Sharpe of 4.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 20.08 | Short | 66.7% | +0.80% | 4.11 | 39 |
| 22.08 → 30.08 | Long | 64.1% | +0.35% | 0.67 | 39 |
| 17.08 → 08.09 | Short | 62.5% | +0.31% | 0.19 | 40 |
| 17.08 → 10.09 | Short | 62.5% | +0.29% | 0.15 | 40 |
| 16.08 → 09.09 | Short | 62.5% | +0.22% | 0.12 | 40 |
| 16.08 → 10.09 | Short | 62.5% | +0.14% | 0.07 | 40 |
| 22.08 → 24.09 | Short | 62.5% | -0.04% | -0.02 | 40 |
| 16.08 → 19.08 | Short | 61.5% | +0.68% | 2.88 | 39 |