Japan
Over 2018 to 2026 (9 years of data), 7261JPJPY has tended to move long between 11.10 and 18.10, closing higher in 87.5% of those years for an average +3.30% move and an annualized Sharpe of 4.65.
Best window
11.10 - 18.10
Direction
Long
Win rate
87.5%
Avg return
+3.30%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 18.10 | Long | 87.5% | +3.30% | 4.65 | 8 |
| 11.10 → 17.10 | Long | 87.5% | +2.95% | 4.36 | 8 |
| 11.10 → 16.10 | Long | 87.5% |
| +2.62% |
| 4.19 |
| 8 |
| 11.10 → 15.10 | Long | 87.5% | +2.51% | 5.57 | 8 |
| 11.10 → 14.11 | Long | 75.0% | +5.94% | 2.09 | 8 |
| 11.10 → 16.11 | Long | 75.0% | +5.82% | 1.92 | 8 |
| 11.10 → 15.11 | Long | 75.0% | +5.60% | 1.96 | 8 |
| 10.10 → 14.11 | Long | 75.0% | +5.36% | 1.62 | 8 |