Japan
Over 2018 to 2026 (9 years of data), 5108JPJPY has tended to move long between 11.10 and 24.11, closing higher in 75.0% of those years for an average +3.86% move and an annualized Sharpe of 1.49.
Best window
11.10 - 24.11
Direction
Long
Win rate
75.0%
Avg return
+3.86%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 24.11 | Long | 75.0% | +3.86% | 1.49 | 8 |
| 05.10 → 24.11 | Long | 75.0% | +3.79% | 1.42 | 8 |
| 10.10 → 24.11 | Long | 75.0% |
| +3.39% |
| 1.37 |
| 8 |
| 07.10 → 24.11 | Long | 75.0% | +3.34% | 1.37 | 8 |
| 11.10 → 25.11 | Long | 75.0% | +3.34% | 1.31 | 8 |
| 05.10 → 25.11 | Long | 75.0% | +3.28% | 1.25 | 8 |
| 06.10 → 24.11 | Long | 75.0% | +3.15% | 1.27 | 8 |
| 11.10 → 26.11 | Long | 75.0% | +3.13% | 1.10 | 8 |