Japan
Over 2018 to 2025 (8 years of data), 4004JPJPY has tended to move long between 15.09 and 12.11, closing higher in 75.0% of those years for an average +6.08% move and an annualized Sharpe of 0.94.
Best window
15.09 - 12.11
Direction
Long
Win rate
75.0%
Avg return
+6.08%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 12.11 | Long | 75.0% | +6.08% | 0.94 | 8 |
| 15.09 → 14.11 | Long | 75.0% | +5.96% | 0.79 | 8 |
| 17.09 → 15.11 | Long | 75.0% |
| +5.88% |
| 0.83 |
| 8 |
| 17.09 → 12.11 | Long | 75.0% | +5.78% | 1.01 | 8 |
| 16.09 → 15.11 | Long | 75.0% | +5.77% | 0.84 | 8 |
| 16.09 → 12.11 | Long | 75.0% | +5.69% | 1.02 | 8 |
| 15.09 → 11.11 | Long | 75.0% | +5.65% | 0.93 | 8 |
| 17.09 → 14.11 | Long | 75.0% | +5.65% | 0.83 | 8 |