Japan
Over 2018 to 2026 (9 years of data), 6098JPJPY has tended to move long between 07.10 and 01.12, closing higher in 87.5% of those years for an average +5.91% move and an annualized Sharpe of 1.27.
Best window
07.10 - 01.12
Direction
Long
Win rate
87.5%
Avg return
+5.91%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 01.12 | Long | 87.5% | +5.91% | 1.27 | 8 |
| 07.10 → 16.11 | Long | 87.5% | +5.85% | 1.39 | 8 |
| 07.10 → 08.11 | Long | 87.5% |
| +5.81% |
| 1.86 |
| 8 |
| 05.10 → 08.11 | Long | 87.5% | +5.38% | 1.68 | 8 |
| 07.10 → 29.11 | Long | 87.5% | +5.36% | 1.06 | 8 |
| 07.10 → 26.11 | Long | 87.5% | +5.10% | 0.92 | 8 |
| 08.10 → 16.11 | Long | 87.5% | +5.02% | 1.31 | 8 |
| 08.10 → 08.11 | Long | 87.5% | +4.99% | 1.80 | 8 |