Japan
Over 2018 to 2026 (9 years of data), 4523JPJPY has tended to move short between 08.10 and 23.10, closing higher in 75.0% of those years for an average +3.71% move and an annualized Sharpe of 2.94.
Best window
08.10 - 23.10
Direction
Short
Win rate
75.0%
Avg return
+3.71%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 23.10 | Short | 75.0% | +3.71% | 2.94 | 8 |
| 08.10 → 24.10 | Short | 75.0% | +3.61% | 2.77 | 8 |
| 06.10 → 23.10 | Short | 75.0% |
| +3.47% |
| 2.12 |
| 8 |
| 09.10 → 23.10 | Short | 75.0% | +3.20% | 2.61 | 8 |
| 09.10 → 24.10 | Short | 75.0% | +3.10% | 2.50 | 8 |
| 10.10 → 23.10 | Short | 75.0% | +2.86% | 2.54 | 8 |
| 10.10 → 24.10 | Short | 75.0% | +2.76% | 2.42 | 8 |
| 08.10 → 22.10 | Short | 75.0% | +2.74% | 2.39 | 8 |