Japan
Over 2018 to 2026 (9 years of data), 4911JPJPY has tended to move short between 10.10 and 29.10, closing higher in 87.5% of those years for an average +4.13% move and an annualized Sharpe of 2.92.
Best window
10.10 - 29.10
Direction
Short
Win rate
87.5%
Avg return
+4.13%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 29.10 | Short | 87.5% | +4.13% | 2.92 | 8 |
| 09.10 → 29.10 | Short | 87.5% | +3.78% | 2.60 | 8 |
| 11.10 → 10.11 | Short | 87.5% |
| +3.24% |
| 1.12 |
| 8 |
| 11.10 → 29.10 | Short | 87.5% | +2.70% | 3.21 | 8 |
| 08.10 → 30.11 | Short | 75.0% | +9.93% | 1.51 | 8 |
| 06.10 → 30.11 | Short | 75.0% | +9.31% | 1.34 | 8 |
| 08.10 → 01.12 | Short | 75.0% | +9.25% | 1.30 | 8 |
| 10.10 → 30.11 | Short | 75.0% | +9.08% | 1.52 | 8 |