Japan
Over 2018 to 2026 (9 years of data), 4005JPJPY has tended to move short between 06.10 and 28.10, closing higher in 87.5% of those years for an average +4.14% move and an annualized Sharpe of 3.01.
Best window
06.10 - 28.10
Direction
Short
Win rate
87.5%
Avg return
+4.14%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 28.10 | Short | 87.5% | +4.14% | 3.01 | 8 |
| 10.10 → 28.10 | Short | 87.5% | +3.86% | 3.45 | 8 |
| 09.10 → 28.10 | Short | 87.5% |
| +3.56% |
| 2.81 |
| 8 |
| 10.10 → 29.11 | Short | 87.5% | +3.24% | 1.64 | 8 |
| 11.10 → 28.10 | Short | 87.5% | +2.86% | 3.37 | 8 |
| 08.10 → 28.10 | Short | 75.0% | +3.75% | 2.73 | 8 |
| 05.10 → 28.10 | Short | 75.0% | +3.61% | 2.11 | 8 |
| 06.10 → 03.11 | Short | 75.0% | +3.54% | 2.45 | 8 |