Japan
Over 2018 to 2026 (9 years of data), 6762JPJPY has tended to move long between 12.10 and 15.10, closing higher in 100.0% of those years for an average +1.66% move and an annualized Sharpe of 16.03.
Best window
12.10 - 15.10
Direction
Long
Win rate
100.0%
Avg return
+1.66%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 15.10 | Long | 100.0% | +1.66% | 16.03 | 8 |
| 11.10 → 01.12 | Long | 87.5% | +12.82% | 2.53 | 8 |
| 12.10 → 01.12 | Long | 87.5% |
| +12.71% |
| 2.88 |
| 8 |
| 11.10 → 30.11 | Long | 87.5% | +12.23% | 2.14 | 8 |
| 12.10 → 30.11 | Long | 87.5% | +12.09% | 2.40 | 8 |
| 07.10 → 01.12 | Long | 87.5% | +12.05% | 1.82 | 8 |
| 12.10 → 28.11 | Long | 87.5% | +11.96% | 2.50 | 8 |
| 11.10 → 02.12 | Long | 87.5% | +11.74% | 2.35 | 8 |