Japan
Over 2018 to 2026 (9 years of data), 6501JPJPY has tended to move long between 12.10 and 11.11, closing higher in 80.0% of those years for an average +8.76% move and an annualized Sharpe of 4.62.
Best window
12.10 - 11.11
Direction
Long
Win rate
80.0%
Avg return
+8.76%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.11 | Long | 80.0% | +8.76% | 4.62 | 5 |
| 11.10 → 11.11 | Long | 80.0% | +8.66% | 4.76 | 5 |
| 12.10 → 12.11 | Long | 80.0% |
| +8.39% |
| 4.76 |
| 5 |
| 11.10 → 12.11 | Long | 80.0% | +8.30% | 4.71 | 5 |
| 12.10 → 27.11 | Long | 80.0% | +7.65% | 2.36 | 5 |
| 11.10 → 27.11 | Long | 80.0% | +7.55% | 2.41 | 5 |
| 10.10 → 11.11 | Long | 80.0% | +7.33% | 3.18 | 5 |
| 12.10 → 25.11 | Long | 80.0% | +7.29% | 2.06 | 5 |