Japan
Over 2018 to 2026 (9 years of data), 6702JPJPY has tended to move long between 07.10 and 10.10, closing higher in 87.5% of those years for an average +1.73% move and an annualized Sharpe of 9.69.
Best window
07.10 - 10.10
Direction
Long
Win rate
87.5%
Avg return
+1.73%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Long | 87.5% | +1.73% | 9.69 | 8 |
| 10.10 → 18.10 | Short | 87.5% | +0.17% | 0.24 | 8 |
| 11.10 → 16.10 | Short | 87.5% |
| -0.14% |
| -0.25 |
| 8 |
| 10.10 → 13.10 | Short | 75.0% | +1.09% | 4.26 | 8 |
| 09.10 → 13.10 | Short | 75.0% | +1.02% | 3.19 | 8 |
| 10.10 → 23.10 | Short | 75.0% | +0.87% | 0.75 | 8 |
| 09.10 → 23.10 | Short | 75.0% | +0.81% | 0.69 | 8 |
| 10.10 → 21.10 | Short | 75.0% | +0.77% | 0.85 | 8 |