Japan
Over 2018 to 2026 (9 years of data), 2503JPJPY has tended to move short between 08.10 and 29.10, closing higher in 87.5% of those years for an average +2.13% move and an annualized Sharpe of 2.31.
Best window
08.10 - 29.10
Direction
Short
Win rate
87.5%
Avg return
+2.13%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 29.10 | Short | 87.5% | +2.13% | 2.31 | 8 |
| 08.10 → 21.10 | Short | 87.5% | +2.06% | 4.55 | 8 |
| 06.10 → 22.10 | Short | 87.5% |
| +1.98% |
| 2.99 |
| 8 |
| 08.10 → 20.10 | Short | 87.5% | +1.97% | 4.74 | 8 |
| 06.10 → 21.10 | Short | 87.5% | +1.83% | 3.27 | 8 |
| 06.10 → 20.10 | Short | 87.5% | +1.74% | 3.57 | 8 |
| 07.10 → 22.10 | Short | 87.5% | +1.66% | 2.57 | 8 |
| 06.10 → 18.10 | Short | 87.5% | +1.61% | 3.40 | 8 |