Japan
Over 2018 to 2026 (9 years of data), 6367JPJPY has tended to move short between 11.10 and 14.10, closing higher in 87.5% of those years for an average +0.95% move and an annualized Sharpe of 3.54.
Best window
11.10 - 14.10
Direction
Short
Win rate
87.5%
Avg return
+0.95%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 14.10 | Short | 87.5% | +0.95% | 3.54 | 8 |
| 09.10 → 12.11 | Long | 75.0% | +5.30% | 1.34 | 8 |
| 09.10 → 13.11 | Long | 75.0% |
| +5.19% |
| 1.18 |
| 8 |
| 10.10 → 12.11 | Long | 75.0% | +4.94% | 1.33 | 8 |
| 10.10 → 13.11 | Long | 75.0% | +4.83% | 1.16 | 8 |
| 10.10 → 14.11 | Long | 75.0% | +4.64% | 1.08 | 8 |
| 11.10 → 15.11 | Long | 75.0% | +4.60% | 1.22 | 8 |
| 12.10 → 08.11 | Long | 75.0% | +4.58% | 2.07 | 8 |