Japan
Over 2018 to 2026 (9 years of data), 4503JPJPY has tended to move short between 08.10 and 13.10, closing higher in 87.5% of those years for an average +1.56% move and an annualized Sharpe of 3.56.
Best window
08.10 - 13.10
Direction
Short
Win rate
87.5%
Avg return
+1.56%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 13.10 | Short | 87.5% | +1.56% | 3.56 | 8 |
| 12.10 → 18.10 | Long | 87.5% | +1.49% | 2.58 | 8 |
| 12.10 → 21.10 | Long | 87.5% |
| +1.43% |
| 2.22 |
| 8 |
| 09.10 → 13.10 | Short | 87.5% | +1.16% | 3.76 | 8 |
| 12.10 → 06.11 | Long | 75.0% | +2.32% | 0.94 | 8 |
| 11.10 → 06.11 | Long | 75.0% | +1.99% | 0.70 | 8 |
| 07.10 → 04.11 | Long | 75.0% | +1.68% | 0.46 | 8 |
| 12.10 → 04.11 | Long | 75.0% | +1.58% | 0.63 | 8 |