Japan
Over 2018 to 2026 (9 years of data), 4507JPJPY has tended to move long between 11.10 and 25.11, closing higher in 100.0% of those years for an average +6.84% move and an annualized Sharpe of 4.30.
Best window
11.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+6.84%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.11 | Long | 100.0% | +6.84% | 4.30 | 8 |
| 12.10 → 25.11 | Long | 100.0% | +6.64% | 4.65 | 8 |
| 09.10 → 25.11 | Long | 100.0% |
| +6.37% |
| 4.02 |
| 8 |
| 10.10 → 25.11 | Long | 100.0% | +6.34% | 3.92 | 8 |
| 11.10 → 24.11 | Long | 100.0% | +6.28% | 4.65 | 8 |
| 11.10 → 23.11 | Long | 100.0% | +6.21% | 4.30 | 8 |
| 11.10 → 26.11 | Long | 100.0% | +6.19% | 3.96 | 8 |
| 12.10 → 24.11 | Long | 100.0% | +6.08% | 4.93 | 8 |