Japan
Over 2018 to 2026 (9 years of data), 6902JPJPY has tended to move long between 05.10 and 30.10, closing higher in 87.5% of those years for an average +2.12% move and an annualized Sharpe of 0.82.
Best window
05.10 - 30.10
Direction
Long
Win rate
87.5%
Avg return
+2.12%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 30.10 | Long | 87.5% | +2.12% | 0.82 | 8 |
| 10.10 → 27.10 | Long | 87.5% | +1.48% | 1.06 | 8 |
| 11.10 → 17.11 | Long | 75.0% |
| +5.80% |
| 2.24 |
| 8 |
| 11.10 → 15.11 | Long | 75.0% | +5.57% | 2.25 | 8 |
| 05.10 → 17.11 | Long | 75.0% | +5.54% | 1.33 | 8 |
| 07.10 → 17.11 | Long | 75.0% | +5.44% | 1.39 | 8 |
| 11.10 → 16.11 | Long | 75.0% | +5.42% | 2.11 | 8 |
| 11.10 → 24.11 | Long | 75.0% | +5.39% | 1.75 | 8 |