Japan
Over 2018 to 2026 (9 years of data), 5301JPJPY has tended to move long between 07.10 and 10.10, closing higher in 87.5% of those years for an average +2.48% move and an annualized Sharpe of 7.90.
Best window
07.10 - 10.10
Direction
Long
Win rate
87.5%
Avg return
+2.48%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Long | 87.5% | +2.48% | 7.90 | 8 |
| 12.10 → 29.11 | Short | 75.0% | +6.21% | 1.64 | 8 |
| 12.10 → 05.12 | Short | 75.0% |
| +6.00% |
| 1.27 |
| 8 |
| 11.10 → 29.11 | Short | 75.0% | +5.94% | 1.64 | 8 |
| 12.10 → 04.12 | Short | 75.0% | +5.94% | 1.30 | 8 |
| 08.10 → 29.11 | Short | 75.0% | +5.91% | 1.56 | 8 |
| 08.10 → 05.12 | Short | 75.0% | +5.73% | 1.23 | 8 |
| 11.10 → 04.12 | Short | 75.0% | +5.68% | 1.30 | 8 |