

Japan
Over 2018 to 2026 (9 years of data), 5401JPJPY has tended to move short between 06.10 and 09.10, closing higher in 87.5% of those years for an average +0.87% move and an annualized Sharpe of 4.57.
Best window
06.10 - 09.10
Direction
Short
Win rate
87.5%
Avg return
+0.87%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.10 | Short | 87.5% | +0.87% | 4.57 | 8 |
| 11.10 → 17.11 | Long | 75.0% | +3.18% | 1.27 | 8 |
| 07.10 → 16.11 | Long | 75.0% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100 |
| 3 | 100 |
| 4 | 100.3113 |
| 5 | 101.4902 |
| 6 | 101.8448 |
| 7 | 102.0519 |
| 8 | 101.7688 |
| 9 | 101.5168 |
| 10 | 101.9226 |
| 11 | 103.0184 |
| 12 | 103.1644 |
| 13 | 105.1539 |
| 14 | 105.3568 |
| 15 | 106.2513 |
| 16 | 105.9214 |
| 17 | 106.2737 |
| 18 | 104.9222 |
| 19 | 103.9256 |
| 20 | 104.9951 |
| 21 | 104.7295 |
| 22 | 105.0942 |
| 23 | 105.3827 |
| 24 | 104.5402 |
| 25 | 105.1038 |
| 26 | 104.992 |
| 27 | 104.8034 |
| 28 | 104.1944 |
| 29 | 105.164 |
| 30 | 104.762 |
| 31 | 105.5724 |
| 32 | 105.3885 |
| 33 | 106.0435 |
| 34 | 106.212 |
| 35 | 106.9043 |
| 36 | 106.2665 |
| 37 | 107.352 |
| 38 | 108.2651 |
| 39 | 108.777 |
| 40 | 109.0565 |
| 41 | 110.5013 |
| 42 | 110.5013 |
| 43 | 111.0685 |
| 44 | 110.1737 |
| 45 | 109.2755 |
| 46 | 109.0869 |
| 47 | 111.2758 |
| 48 | 111.4707 |
| 49 | 112.2528 |
| 50 | 112.6741 |
| 51 | 112.9257 |
| 52 | 112.7349 |
| 53 | 112.5424 |
| 54 | 112.5424 |
| 55 | 111.8303 |
| 56 | 110.5679 |
| 57 | 110.3001 |
| 58 | 112.4111 |
| 59 | 112.4939 |
| 60 | 112.7495 |
| 61 | 113.0827 |
| 62 | 113.664 |
| 63 | 112.6625 |
| 64 | 112.5011 |
| 65 | 112.9559 |
| 66 | 113.2096 |
| 67 | 111.3405 |
| 68 | 111.7596 |
| 69 | 112.3072 |
| 70 | 112.9438 |
| 71 | 112.2113 |
| 72 | 111.4509 |
| 73 | 111.0673 |
| 74 | 110.8739 |
| 75 | 110.2735 |
| 76 | 110.6544 |
| 77 | 111.3816 |
| 78 | 111.3095 |
| 79 | 111.2074 |
| 80 | 111.1386 |
| 81 | 112.1955 |
| 82 | 112.7642 |
| 83 | 112.618 |
| 84 | 113.1516 |
| 85 | 113.1198 |
| 86 | 113.0693 |
| 87 | 111.9056 |
| 88 | 111.6087 |
| 89 | 109.5656 |
| 90 | 110.0651 |
| 91 | 109.8201 |
| 92 | 108.6606 |
| 93 | 108.746 |
| 94 | 107.0944 |
| 95 | 106.0589 |
| 96 | 105.1548 |
| 97 | 103.9279 |
| 98 | 105.9459 |
| 99 | 105.3876 |
| 100 | 106.7884 |
| 101 | 106.8038 |
| 102 | 106.9829 |
| 103 | 106.7523 |
| 104 | 107.1396 |
| 105 | 107.2419 |
| 106 | 107.0442 |
| 107 | 106.4735 |
| 108 | 105.987 |
| 109 | 106.8743 |
| 110 | 106.8351 |
| 111 | 105.9436 |
| 112 | 105.2781 |
| 113 | 105.566 |
| 114 | 105.1688 |
| 115 | 103.8414 |
| 116 | 103.5408 |
| 117 | 103.3801 |
| 118 | 104.8421 |
| 119 | 104.8421 |
| 120 | 104.4046 |
| 121 | 104.9506 |
| 122 | 104.6928 |
| 123 | 104.6922 |
| 124 | 104.6922 |
| 125 | 104.6922 |
| 126 | 104.7974 |
| 127 | 105.1569 |
| 128 | 104.8629 |
| 129 | 104.5232 |
| 130 | 102.3507 |
| 131 | 103.1524 |
| 132 | 101.667 |
| 133 | 102.1818 |
| 134 | 102.0966 |
| 135 | 102.4304 |
| 136 | 101.8023 |
| 137 | 101.4775 |
| 138 | 101.9082 |
| 139 | 101.7033 |
| 140 | 101.6706 |
| 141 | 102.5386 |
| 142 | 102.7166 |
| 143 | 102.008 |
| 144 | 102.3153 |
| 145 | 102.0881 |
| 146 | 102.6424 |
| 147 | 103.2847 |
| 148 | 103.4193 |
| 149 | 104.1496 |
| 150 | 104.3955 |
| 151 | 103.6072 |
| 152 | 103.4542 |
| 153 | 102.9564 |
| 154 | 103.1955 |
| 155 | 102.9502 |
| 156 | 103.3894 |
| 157 | 103.65 |
| 158 | 103.5109 |
| 159 | 103.0616 |
| 160 | 103.2989 |
| 161 | 102.6792 |
| 162 | 102.913 |
| 163 | 103.202 |
| 164 | 102.3669 |
| 165 | 102.431 |
| 166 | 102.8419 |
| 167 | 103.0601 |
| 168 | 101.2781 |
| 169 | 100.8763 |
| 170 | 100.8874 |
| 171 | 100.0558 |
| 172 | 100.2449 |
| 173 | 100.2116 |
| 174 | 98.9914 |
| 175 | 99.0174 |
| 176 | 99.0708 |
| 177 | 99.1097 |
| 178 | 99.563 |
| 179 | 100.2976 |
| 180 | 100.3106 |
| 181 | 100 |
| 182 | 99.6664 |
| 183 | 100.4412 |
| 184 | 101.6613 |
| 185 | 101.5437 |
| 186 | 102.0139 |
| 187 | 101.2189 |
| 188 | 100.9697 |
| 189 | 101.5403 |
| 190 | 101.3471 |
| 191 | 101.2487 |
| 192 | 101.7262 |
| 193 | 101.5479 |
| 194 | 102.1426 |
| 195 | 102.7959 |
| 196 | 102.9559 |
| 197 | 103.246 |
| 198 | 103.029 |
| 199 | 102.7516 |
| 200 | 103.2301 |
| 201 | 103.5385 |
| 202 | 103.3212 |
| 203 | 103.9778 |
| 204 | 104.5852 |
| 205 | 105.2858 |
| 206 | 104.983 |
| 207 | 104.8301 |
| 208 | 105.5688 |
| 209 | 105.9155 |
| 210 | 106.0848 |
| 211 | 106.2851 |
| 212 | 106.6698 |
| 213 | 107.7462 |
| 214 | 106.4988 |
| 215 | 106.1119 |
| 216 | 105.6303 |
| 217 | 107.9767 |
| 218 | 106.2757 |
| 219 | 109.0997 |
| 220 | 110.3489 |
| 221 | 110.147 |
| 222 | 110.4412 |
| 223 | 110.4412 |
| 224 | 110.667 |
| 225 | 110.4009 |
| 226 | 109.8684 |
| 227 | 110.4707 |
| 228 | 109.9787 |
| 229 | 110.3255 |
| 230 | 110.6663 |
| 231 | 110.3172 |
| 232 | 109.7111 |
| 233 | 110.0124 |
| 234 | 110.1425 |
| 235 | 110.4511 |
| 236 | 110.9646 |
| 237 | 111.3492 |
| 238 | 111.6203 |
| 239 | 111.4186 |
| 240 | 112.4142 |
| 241 | 112.7328 |
| 242 | 112.9557 |
| 243 | 112.8334 |
| 244 | 114.96 |
| 245 | 114.6395 |
| 246 | 115.0867 |
| 247 | 115.9101 |
| 248 | 116.0592 |
| 249 | 116.2522 |
| 250 | 115.147 |
| 251 | 115.0894 |
| 252 | 114.4009 |
| 253 | 114.5384 |
| 254 | 114.2036 |
| 255 | 113.6941 |
| 256 | 114.2338 |
| 257 | 114.8615 |
| 258 | 114.3484 |
| 259 | 114.2581 |
| 260 | 114.4369 |
| 261 | 113.8477 |
| 262 | 114.7972 |
| 263 | 115.565 |
| 264 | 116.0824 |
| 265 | 115.6674 |
| 266 | 115.6674 |
| 267 | 115.3655 |
| 268 | 115.2257 |
| 269 | 114.8238 |
| 270 | 114.6781 |
| 271 | 113.7067 |
| 272 | 80.0514 |
| 273 | 79.9085 |
| 274 | 78.9519 |
| 275 | 79.0422 |
| 276 | 78.8505 |
| 277 | 78.6098 |
| 278 | 79.2879 |
| 279 | 79.4045 |
| 280 | 79.4259 |
| 281 | 79.2282 |
| 282 | 79.1899 |
| 283 | 78.6382 |
| 284 | 78.2975 |
| 285 | 78.212 |
| 286 | 77.9042 |
| 287 | 78.2234 |
| 288 | 78.4332 |
| 289 | 78.0806 |
| 290 | 77.8967 |
| 291 | 78.0924 |
| 292 | 77.7424 |
| 293 | 77.7406 |
| 294 | 77.8191 |
| 295 | 78.2149 |
| 296 | 77.4853 |
| 297 | 77.9424 |
| 298 | 77.8762 |
| 299 | 77.3532 |
| 300 | 77.9202 |
| 301 | 77.7595 |
| 302 | 78.0345 |
| 303 | 78.1573 |
| 304 | 78.2209 |
| 305 | 78.9543 |
| 306 | 78.5836 |
| 307 | 78.5836 |
| 308 | 78.2856 |
| 309 | 77.9493 |
| 310 | 77.7291 |
| 311 | 78.8867 |
| 312 | 79.0617 |
| 313 | 79.1536 |
| 314 | 79.3073 |
| 315 | 79.3106 |
| 316 | 79.3007 |
| 317 | 79.4112 |
| 318 | 78.9561 |
| 319 | 79.3827 |
| 320 | 79.9379 |
| 321 | 80.121 |
| 322 | 79.9566 |
| 323 | 80.1945 |
| 324 | 80.174 |
| 325 | 80.2049 |
| 326 | 80.8347 |
| 327 | 80.873 |
| 328 | 81.0697 |
| 329 | 80.903 |
| 330 | 80.6729 |
| 331 | 80.3764 |
| 332 | 80.0378 |
| 333 | 79.9542 |
| 334 | 80.0684 |
| 335 | 80.1043 |
| 336 | 79.9909 |
| 337 | 79.8122 |
| 338 | 80.1332 |
| 339 | 79.8823 |
| 340 | 80.3875 |
| 341 | 80.0246 |
| 342 | 79.7285 |
| 343 | 79.6408 |
| 344 | 79.5129 |
| 345 | 79.9303 |
| 346 | 79.8972 |
| 347 | 79.8543 |
| 348 | 79.4818 |
| 349 | 79.4131 |
| 350 | 78.9313 |
| 351 | 78.9895 |
| 352 | 78.5257 |
| 353 | 78.2819 |
| 354 | 78.1351 |
| 355 | 77.9633 |
| 356 | 78.3119 |
| 357 | 78.4598 |
| 358 | 78.4016 |
| 359 | 78.6425 |
| 360 | 79.0076 |
| 361 | 79.7554 |
| 362 | 80.547 |
| 363 | 80.5166 |
| 364 | 80.6082 |
| 365 | 80.7763 |
| 366 | 80.7763 |
| +2.61% |
| 0.88 |
| 8 |
| 10.10 → 17.11 | Long | 75.0% | +2.56% | 0.84 | 8 |
| 11.10 → 18.11 | Long | 75.0% | +2.42% | 1.00 | 8 |
| 06.10 → 13.10 | Short | 75.0% | +2.10% | 4.39 | 8 |
| 08.10 → 13.10 | Short | 75.0% | +2.10% | 5.56 | 8 |
| 06.10 → 11.10 | Short | 75.0% | +1.59% | 4.69 | 8 |