Japan
Over 2018 to 2026 (9 years of data), 4689JPJPY has tended to move short between 08.10 and 25.10, closing higher in 87.5% of those years for an average +4.01% move and an annualized Sharpe of 5.63.
Best window
08.10 - 25.10
Direction
Short
Win rate
87.5%
Avg return
+4.01%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 25.10 | Short | 87.5% | +4.01% | 5.63 | 8 |
| 08.10 → 28.10 | Short | 87.5% | +3.92% | 3.77 | 8 |
| 06.10 → 25.10 | Short | 87.5% |
| +3.86% |
| 5.20 |
| 8 |
| 08.10 → 27.10 | Short | 87.5% | +3.84% | 4.22 | 8 |
| 08.10 → 26.10 | Short | 87.5% | +3.82% | 4.23 | 8 |
| 06.10 → 26.10 | Short | 87.5% | +3.68% | 4.09 | 8 |
| 08.10 → 23.10 | Short | 87.5% | +3.65% | 5.41 | 8 |
| 08.10 → 24.10 | Short | 87.5% | +3.61% | 5.20 | 8 |