Japan
Over 2018 to 2026 (9 years of data), 4004JPJPY has tended to move long between 06.10 and 14.11, closing higher in 87.5% of those years for an average +3.08% move and an annualized Sharpe of 0.81.
Best window
06.10 - 14.11
Direction
Long
Win rate
87.5%
Avg return
+3.08%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 14.11 | Long | 87.5% | +3.08% | 0.81 | 8 |
| 06.10 → 26.11 | Long | 87.5% | +1.64% | 0.34 | 8 |
| 06.10 → 12.11 | Long | 75.0% |
| +3.45% |
| 0.92 |
| 8 |
| 06.10 → 15.11 | Long | 75.0% | +3.30% | 0.82 | 8 |
| 11.10 → 12.11 | Long | 75.0% | +3.09% | 1.16 | 8 |
| 06.10 → 11.11 | Long | 75.0% | +3.05% | 0.87 | 8 |
| 06.10 → 25.11 | Long | 75.0% | +2.91% | 0.57 | 8 |
| 11.10 → 15.11 | Long | 75.0% | +2.91% | 1.02 | 8 |