Japan
Over 2018 to 2026 (9 years of data), 6971JPJPY has tended to move long between 12.10 and 18.10, closing higher in 87.5% of those years for an average +1.38% move and an annualized Sharpe of 7.16.
Best window
12.10 - 18.10
Direction
Long
Win rate
87.5%
Avg return
+1.38%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 18.10 | Long | 87.5% | +1.38% | 7.16 | 8 |
| 11.10 → 18.10 | Long | 87.5% | +1.17% | 4.95 | 8 |
| 12.10 → 19.10 | Long | 87.5% |
| +1.00% |
| 3.87 |
| 8 |
| 12.10 → 16.10 | Long | 87.5% | +0.71% | 4.08 | 8 |
| 12.10 → 24.10 | Long | 75.0% | +1.42% | 1.72 | 8 |
| 12.10 → 26.10 | Long | 75.0% | +1.27% | 1.04 | 8 |
| 12.10 → 25.10 | Long | 75.0% | +1.19% | 1.07 | 8 |
| 11.10 → 29.10 | Long | 75.0% | +0.99% | 0.75 | 8 |