Japan
Over 2018 to 2026 (9 years of data), 6502JPJPY has tended to move long between 05.10 and 09.10, closing higher in 100.0% of those years for an average +1.96% move and an annualized Sharpe of 7.65.
Best window
05.10 - 09.10
Direction
Long
Win rate
100.0%
Avg return
+1.96%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 09.10 | Long | 100.0% | +1.96% | 7.65 | 6 |
| 05.10 → 10.10 | Long | 100.0% | +1.83% | 7.64 | 6 |
| 05.10 → 08.10 | Long | 100.0% |
| +1.78% |
| 10.45 |
| 6 |
| 05.10 → 20.10 | Long | 83.3% | +3.52% | 4.18 | 6 |
| 06.10 → 20.10 | Long | 83.3% | +3.05% | 4.71 | 6 |
| 05.10 → 19.10 | Long | 83.3% | +2.79% | 4.53 | 6 |
| 06.10 → 21.10 | Long | 83.3% | +2.39% | 4.19 | 6 |
| 11.10 → 20.10 | Long | 83.3% | +2.35% | 5.92 | 6 |