Japan
Over 2018 to 2026 (9 years of data), 4543JPJPY has tended to move long between 11.10 and 08.11, closing higher in 87.5% of those years for an average +3.13% move and an annualized Sharpe of 1.41.
Best window
11.10 - 08.11
Direction
Long
Win rate
87.5%
Avg return
+3.13%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.11 | Long | 87.5% | +3.13% | 1.41 | 8 |
| 10.10 → 08.11 | Long | 87.5% | +2.94% | 1.21 | 8 |
| 05.10 → 08.10 | Long | 87.5% |
| +0.98% |
| 8.06 |
| 8 |
| 09.10 → 08.11 | Long | 75.0% | +3.16% | 1.24 | 8 |
| 11.10 → 09.11 | Long | 75.0% | +2.81% | 1.43 | 8 |
| 10.10 → 09.11 | Long | 75.0% | +2.62% | 1.19 | 8 |
| 11.10 → 10.11 | Long | 75.0% | +2.52% | 1.23 | 8 |
| 10.10 → 16.10 | Short | 75.0% | +1.64% | 2.87 | 8 |