Japan
Over 2018 to 2026 (9 years of data), 4452JPJPY has tended to move short between 11.10 and 25.10, closing higher in 87.5% of those years for an average +3.00% move and an annualized Sharpe of 2.42.
Best window
11.10 - 25.10
Direction
Short
Win rate
87.5%
Avg return
+3.00%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.10 | Short | 87.5% | +3.00% | 2.42 | 8 |
| 11.10 → 24.10 | Short | 87.5% | +2.91% | 3.05 | 8 |
| 11.10 → 29.10 | Short | 87.5% |
| +2.86% |
| 2.09 |
| 8 |
| 11.10 → 28.10 | Short | 87.5% | +2.76% | 2.01 | 8 |
| 11.10 → 23.10 | Short | 87.5% | +2.40% | 3.09 | 8 |
| 06.10 → 16.10 | Short | 87.5% | +1.99% | 2.94 | 8 |
| 08.10 → 16.10 | Short | 87.5% | +1.77% | 3.33 | 8 |
| 09.10 → 16.10 | Short | 87.5% | +1.75% | 4.41 | 8 |