Japan
Over 2018 to 2025 (8 years of data), 6762JPJPY has tended to move short between 19.09 and 30.09, closing higher in 87.5% of those years for an average +20.45% move and an annualized Sharpe of 3.14.
Best window
19.09 - 30.09
Direction
Short
Win rate
87.5%
Avg return
+20.45%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 30.09 | Short | 87.5% | +20.45% | 3.14 | 8 |
| 19.09 → 02.10 | Short | 87.5% | +20.06% | 2.77 | 8 |
| 19.09 → 01.10 | Short | 87.5% |
| +19.83% |
| 2.89 |
| 8 |
| 19.09 → 28.09 | Short | 87.5% | +12.53% | 2.60 | 8 |
| 20.09 → 28.09 | Short | 87.5% | +12.24% | 2.66 | 8 |
| 19.09 → 14.10 | Short | 75.0% | +20.58% | 2.03 | 8 |
| 19.09 → 29.09 | Short | 75.0% | +20.40% | 3.29 | 8 |
| 20.09 → 30.09 | Short | 75.0% | +20.14% | 3.20 | 8 |