Japan
Over 2018 to 2026 (9 years of data), 2914JPJPY has tended to move long between 09.10 and 18.10, closing higher in 87.5% of those years for an average +1.84% move and an annualized Sharpe of 4.92.
Best window
09.10 - 18.10
Direction
Long
Win rate
87.5%
Avg return
+1.84%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 18.10 | Long | 87.5% | +1.84% | 4.92 | 8 |
| 05.10 → 18.10 | Long | 87.5% | +1.82% | 3.28 | 8 |
| 08.10 → 18.10 | Long | 87.5% |
| +1.81% |
| 5.04 |
| 8 |
| 10.10 → 18.10 | Long | 87.5% | +1.77% | 4.89 | 8 |
| 06.10 → 18.10 | Long | 87.5% | +1.71% | 3.31 | 8 |
| 07.10 → 18.10 | Long | 87.5% | +1.69% | 4.22 | 8 |
| 11.10 → 18.10 | Long | 87.5% | +1.44% | 4.48 | 8 |
| 05.10 → 20.10 | Long | 87.5% | +1.24% | 1.64 | 8 |