Japan
Over 2018 to 2026 (9 years of data), 6758JPJPY has tended to move long between 11.10 and 28.11, closing higher in 87.5% of those years for an average +9.64% move and an annualized Sharpe of 2.35.
Best window
11.10 - 28.11
Direction
Long
Win rate
87.5%
Avg return
+9.64%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 28.11 | Long | 87.5% | +9.64% | 2.35 | 8 |
| 11.10 → 27.11 | Long | 87.5% | +9.47% | 2.20 | 8 |
| 07.10 → 28.11 | Long | 87.5% |
| +9.25% |
| 1.96 |
| 8 |
| 06.10 → 28.11 | Long | 87.5% | +9.10% | 2.01 | 8 |
| 07.10 → 27.11 | Long | 87.5% | +9.08% | 1.84 | 8 |
| 06.10 → 01.12 | Long | 87.5% | +9.07% | 1.97 | 8 |
| 11.10 → 26.11 | Long | 87.5% | +8.96% | 1.99 | 8 |
| 06.10 → 04.12 | Long | 87.5% | +8.94% | 1.84 | 8 |