Japan
Over 2018 to 2026 (9 years of data), 7201JPJPY has tended to move long between 11.10 and 14.11, closing higher in 87.5% of those years for an average +7.34% move and an annualized Sharpe of 2.21.
Best window
11.10 - 14.11
Direction
Long
Win rate
87.5%
Avg return
+7.34%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 14.11 | Long | 87.5% | +7.34% | 2.21 | 8 |
| 11.10 → 15.11 | Long | 87.5% | +7.17% | 2.07 | 8 |
| 11.10 → 16.11 | Long | 87.5% |
| +7.17% |
| 2.20 |
| 8 |
| 12.10 → 14.11 | Long | 87.5% | +7.00% | 2.23 | 8 |
| 12.10 → 16.11 | Long | 87.5% | +6.85% | 2.18 | 8 |
| 12.10 → 15.11 | Long | 87.5% | +6.84% | 2.06 | 8 |
| 12.10 → 17.11 | Long | 87.5% | +6.61% | 2.05 | 8 |
| 12.10 → 13.11 | Long | 87.5% | +5.94% | 2.16 | 8 |