Japan
Over 2018 to 2026 (9 years of data), 3382JPJPY has tended to move long between 12.10 and 11.12, closing higher in 87.5% of those years for an average +3.53% move and an annualized Sharpe of 1.34.
Best window
12.10 - 11.12
Direction
Long
Win rate
87.5%
Avg return
+3.53%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.12 | Long | 87.5% | +3.53% | 1.34 | 8 |
| 10.10 → 04.11 | Short | 87.5% | +2.73% | 2.17 | 8 |
| 06.10 → 29.10 | Short | 87.5% |
| +2.52% |
| 2.63 |
| 8 |
| 06.10 → 03.11 | Short | 87.5% | +2.50% | 3.52 | 8 |
| 06.10 → 04.11 | Short | 87.5% | +2.33% | 2.95 | 8 |
| 06.10 → 02.11 | Short | 87.5% | +2.30% | 3.69 | 8 |
| 06.10 → 01.11 | Short | 87.5% | +2.18% | 3.74 | 8 |
| 08.10 → 04.11 | Short | 87.5% | +2.02% | 2.99 | 8 |