Japan
Over 2018 to 2026 (9 years of data), 4005JPJPY has tended to move short between 17.10 and 03.11, closing higher in 100.0% of those years for an average +3.23% move and an annualized Sharpe of 5.93.
Best window
17.10 - 03.11
Direction
Short
Win rate
100.0%
Avg return
+3.23%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.10 → 03.11 | Short | 100.0% | +3.23% | 5.93 | 8 |
| 17.10 → 02.11 | Short | 100.0% | +3.07% | 5.48 | 8 |
| 18.10 → 03.11 | Short | 100.0% |
| +3.00% |
| 4.82 |
| 8 |
| 15.10 → 03.11 | Short | 100.0% | +2.95% | 4.28 | 8 |
| 16.10 → 29.10 | Short | 100.0% | +2.95% | 6.05 | 8 |
| 17.10 → 16.12 | Short | 87.5% | +5.52% | 1.19 | 8 |
| 18.10 → 16.12 | Short | 87.5% | +5.31% | 1.17 | 8 |
| 16.10 → 14.12 | Short | 87.5% | +4.76% | 1.05 | 8 |