Japan
Over 2018 to 2026 (9 years of data), 6752JPJPY has tended to move long between 07.10 and 22.11, closing higher in 87.5% of those years for an average +8.97% move and an annualized Sharpe of 1.70.
Best window
07.10 - 22.11
Direction
Long
Win rate
87.5%
Avg return
+8.97%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 22.11 | Long | 87.5% | +8.97% | 1.70 | 8 |
| 07.10 → 23.11 | Long | 87.5% | +8.59% | 1.62 | 8 |
| 07.10 → 26.11 | Long | 87.5% |
| +8.43% |
| 1.56 |
| 8 |
| 07.10 → 27.11 | Long | 87.5% | +8.34% | 1.60 | 8 |
| 07.10 → 24.11 | Long | 87.5% | +8.28% | 1.55 | 8 |
| 07.10 → 25.11 | Long | 87.5% | +8.27% | 1.49 | 8 |
| 07.10 → 21.11 | Long | 87.5% | +8.24% | 1.66 | 8 |
| 07.10 → 20.11 | Long | 87.5% | +8.23% | 1.71 | 8 |