Japan
Over 2018 to 2026 (9 years of data), 4502JPJPY has tended to move short between 06.10 and 28.10, closing higher in 87.5% of those years for an average +3.44% move and an annualized Sharpe of 2.38.
Best window
06.10 - 28.10
Direction
Short
Win rate
87.5%
Avg return
+3.44%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 28.10 | Short | 87.5% | +3.44% | 2.38 | 8 |
| 06.10 → 24.10 | Short | 87.5% | +2.16% | 2.11 | 8 |
| 06.10 → 23.10 | Short | 87.5% |
| +2.09% |
| 2.18 |
| 8 |
| 06.10 → 04.11 | Short | 87.5% | +1.87% | 0.98 | 8 |
| 08.10 → 25.10 | Short | 87.5% | +1.74% | 2.07 | 8 |
| 07.10 → 25.10 | Short | 87.5% | +1.46% | 1.62 | 8 |
| 08.10 → 24.10 | Short | 87.5% | +1.22% | 1.72 | 8 |
| 08.10 → 23.10 | Short | 87.5% | +1.15% | 1.80 | 8 |