Japan
Over 2018 to 2025 (8 years of data), 2914JPJPY has tended to move long between 19.09 and 18.10, closing higher in 100.0% of those years for an average +3.34% move and an annualized Sharpe of 6.94.
Best window
19.09 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+3.34%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 18.10 | Long | 100.0% | +3.34% | 6.94 | 8 |
| 16.09 → 18.10 | Long | 100.0% | +3.22% | 5.70 | 8 |
| 18.09 → 18.10 | Long | 100.0% |
| +3.20% |
| 6.78 |
| 8 |
| 15.09 → 18.10 | Long | 100.0% | +3.14% | 5.56 | 8 |
| 17.09 → 18.10 | Long | 100.0% | +3.12% | 6.42 | 8 |
| 20.09 → 18.10 | Long | 100.0% | +2.86% | 5.98 | 8 |
| 21.09 → 18.10 | Long | 100.0% | +2.78% | 4.41 | 8 |
| 19.09 → 20.10 | Long | 100.0% | +2.74% | 3.90 | 8 |