Japan
Over 2018 to 2026 (9 years of data), 6301JPJPY has tended to move long between 11.10 and 24.11, closing higher in 75.0% of those years for an average +3.20% move and an annualized Sharpe of 0.97.
Best window
11.10 - 24.11
Direction
Long
Win rate
75.0%
Avg return
+3.20%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 24.11 | Long | 75.0% | +3.20% | 0.97 | 8 |
| 12.10 → 24.11 | Long | 75.0% | +3.10% | 0.90 | 8 |
| 11.10 → 23.11 | Long | 75.0% |
| +2.98% |
| 0.89 |
| 8 |
| 09.10 → 24.11 | Long | 75.0% | +2.94% | 0.76 | 8 |
| 07.10 → 24.11 | Long | 75.0% | +2.91% | 0.75 | 8 |
| 09.10 → 25.11 | Long | 75.0% | +2.88% | 0.73 | 8 |
| 12.10 → 23.11 | Long | 75.0% | +2.88% | 0.83 | 8 |
| 07.10 → 25.11 | Long | 75.0% | +2.86% | 0.71 | 8 |