Japan
Over 2018 to 2026 (9 years of data), 6503JPJPY has tended to move long between 11.10 and 11.11, closing higher in 100.0% of those years for an average +6.15% move and an annualized Sharpe of 4.20.
Best window
11.10 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+6.15%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 11.11 | Long | 100.0% | +6.15% | 4.20 | 8 |
| 11.10 → 12.11 | Long | 100.0% | +5.77% | 3.72 | 8 |
| 11.10 → 18.11 | Long | 100.0% |
| +5.71% |
| 3.21 |
| 8 |
| 11.10 → 19.11 | Long | 100.0% | +5.71% | 3.49 | 8 |
| 11.10 → 03.12 | Long | 87.5% | +6.82% | 2.61 | 8 |
| 12.10 → 03.12 | Long | 87.5% | +6.72% | 2.46 | 8 |
| 11.10 → 04.12 | Long | 87.5% | +6.60% | 2.26 | 8 |
| 12.10 → 04.12 | Long | 87.5% | +6.51% | 2.17 | 8 |