Japan
Over 2018 to 2026 (9 years of data), 7203JPJPY has tended to move long between 11.10 and 24.11, closing higher in 100.0% of those years for an average +6.59% move and an annualized Sharpe of 7.87.
Best window
11.10 - 24.11
Direction
Long
Win rate
100.0%
Avg return
+6.59%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 24.11 | Long | 100.0% | +6.59% | 7.87 | 8 |
| 11.10 → 12.11 | Long | 100.0% | +6.43% | 5.82 | 8 |
| 11.10 → 16.11 | Long | 100.0% |
| +6.43% |
| 4.71 |
| 8 |
| 11.10 → 17.11 | Long | 100.0% | +6.41% | 4.73 | 8 |
| 11.10 → 15.11 | Long | 100.0% | +6.37% | 5.54 | 8 |
| 11.10 → 14.11 | Long | 100.0% | +6.32% | 5.37 | 8 |
| 11.10 → 25.11 | Long | 100.0% | +6.07% | 8.46 | 8 |
| 11.10 → 11.11 | Long | 100.0% | +5.99% | 5.61 | 8 |