Japan
Over 2018 to 2026 (9 years of data), 6506JPJPY has tended to move long between 11.10 and 04.12, closing higher in 87.5% of those years for an average +7.71% move and an annualized Sharpe of 1.72.
Best window
11.10 - 04.12
Direction
Long
Win rate
87.5%
Avg return
+7.71%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 87.5% | +7.71% | 1.72 | 8 |
| 11.10 → 03.12 | Long | 87.5% | +7.30% | 1.61 | 8 |
| 09.10 → 04.12 | Long | 87.5% |
| +6.63% |
| 1.31 |
| 8 |
| 11.10 → 02.12 | Long | 87.5% | +6.63% | 1.32 | 8 |
| 11.10 → 06.12 | Long | 87.5% | +6.50% | 1.47 | 8 |
| 09.10 → 03.12 | Long | 87.5% | +6.06% | 1.47 | 8 |
| 08.10 → 04.12 | Long | 87.5% | +5.87% | 0.97 | 8 |
| 09.10 → 06.12 | Long | 87.5% | +5.54% | 1.00 | 8 |