Japan
Over 2018 to 2025 (8 years of data), 3436JPJPY has tended to move long between 21.09 and 08.11, closing higher in 87.5% of those years for an average +5.71% move and an annualized Sharpe of 1.74.
Best window
21.09 - 08.11
Direction
Long
Win rate
87.5%
Avg return
+5.71%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 08.11 | Long | 87.5% | +5.71% | 1.74 | 8 |
| 21.09 → 06.11 | Long | 75.0% | +6.50% | 1.42 | 8 |
| 21.09 → 05.11 | Long | 75.0% |
| +6.27% |
| 1.46 |
| 8 |
| 20.09 → 06.11 | Long | 75.0% | +5.82% | 1.22 | 8 |
| 21.09 → 11.11 | Long | 75.0% | +5.79% | 1.48 | 8 |
| 17.09 → 06.11 | Long | 75.0% | +5.74% | 1.33 | 8 |
| 18.09 → 06.11 | Long | 75.0% | +5.62% | 1.50 | 8 |
| 21.09 → 07.11 | Long | 75.0% | +5.61% | 1.46 | 8 |