Japan
Over 2018 to 2026 (9 years of data), 3436JPJPY has tended to move long between 11.10 and 15.10, closing higher in 100.0% of those years for an average +5.05% move and an annualized Sharpe of 8.92.
Best window
11.10 - 15.10
Direction
Long
Win rate
100.0%
Avg return
+5.05%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.10 | Long | 100.0% | +5.05% | 8.92 | 8 |
| 11.10 → 18.10 | Long | 87.5% | +5.55% | 5.40 | 8 |
| 11.10 → 22.10 | Long | 87.5% |
| +5.36% |
| 3.52 |
| 8 |
| 11.10 → 20.10 | Long | 87.5% | +5.32% | 4.01 | 8 |
| 11.10 → 21.10 | Long | 87.5% | +5.17% | 3.68 | 8 |
| 10.10 → 18.10 | Long | 87.5% | +5.14% | 3.54 | 8 |
| 11.10 → 19.10 | Long | 87.5% | +5.06% | 4.26 | 8 |
| 10.10 → 22.10 | Long | 87.5% | +4.93% | 2.57 | 8 |