Japan
Over 2018 to 2026 (9 years of data), 4063JPJPY has tended to move long between 12.10 and 15.10, closing higher in 87.5% of those years for an average +1.02% move and an annualized Sharpe of 5.53.
Best window
12.10 - 15.10
Direction
Long
Win rate
87.5%
Avg return
+1.02%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 15.10 | Long | 87.5% | +1.02% | 5.53 | 8 |
| 11.10 → 03.12 | Long | 75.0% | +7.77% | 1.50 | 8 |
| 12.10 → 03.12 | Long | 75.0% |
| +7.75% |
| 1.50 |
| 8 |
| 11.10 → 01.12 | Long | 75.0% | +7.66% | 1.42 | 8 |
| 11.10 → 04.12 | Long | 75.0% | +7.57% | 1.48 | 8 |
| 12.10 → 04.12 | Long | 75.0% | +7.55% | 1.49 | 8 |
| 11.10 → 02.12 | Long | 75.0% | +7.54% | 1.43 | 8 |
| 09.10 → 03.12 | Long | 75.0% | +7.49% | 1.43 | 8 |