Japan
Over 2018 to 2026 (9 years of data), 6954JPJPY has tended to move long between 11.10 and 10.12, closing higher in 87.5% of those years for an average +8.60% move and an annualized Sharpe of 1.46.
Best window
11.10 - 10.12
Direction
Long
Win rate
87.5%
Avg return
+8.60%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 87.5% | +8.60% | 1.46 | 8 |
| 11.10 → 03.12 | Long | 87.5% | +6.80% | 1.63 | 8 |
| 11.10 → 25.11 | Long | 87.5% |
| +6.15% |
| 1.75 |
| 8 |
| 11.10 → 01.12 | Long | 87.5% | +6.13% | 1.49 | 8 |
| 11.10 → 26.11 | Long | 87.5% | +5.95% | 1.65 | 8 |
| 11.10 → 12.11 | Long | 87.5% | +5.94% | 2.34 | 8 |
| 11.10 → 11.11 | Long | 87.5% | +5.58% | 2.70 | 8 |
| 11.10 → 24.11 | Long | 87.5% | +5.53% | 1.71 | 8 |