Japan
Over 2018 to 2026 (9 years of data), 2502JPJPY has tended to move short between 06.10 and 29.10, closing higher in 100.0% of those years for an average +4.52% move and an annualized Sharpe of 3.52.
Best window
06.10 - 29.10
Direction
Short
Win rate
100.0%
Avg return
+4.52%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 29.10 | Short | 100.0% | +4.52% | 3.52 | 8 |
| 07.10 → 29.10 | Short | 100.0% | +4.52% | 4.21 | 8 |
| 07.10 → 28.10 | Short | 100.0% |
| +4.42% |
| 3.78 |
| 8 |
| 06.10 → 28.10 | Short | 100.0% | +4.41% | 3.23 | 8 |
| 10.10 → 29.10 | Short | 100.0% | +4.35% | 3.96 | 8 |
| 07.10 → 22.10 | Short | 100.0% | +4.25% | 5.89 | 8 |
| 10.10 → 28.10 | Short | 100.0% | +4.25% | 3.70 | 8 |
| 06.10 → 27.10 | Short | 100.0% | +4.12% | 3.45 | 8 |