Japan
Over 2018 to 2026 (9 years of data), 7267JPJPY has tended to move short between 06.10 and 28.10, closing higher in 75.0% of those years for an average +1.97% move and an annualized Sharpe of 1.35.
Best window
06.10 - 28.10
Direction
Short
Win rate
75.0%
Avg return
+1.97%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 28.10 | Short | 75.0% | +1.97% | 1.35 | 8 |
| 06.10 → 05.12 | Short | 75.0% | +1.75% | 0.31 | 8 |
| 06.10 → 29.10 | Short | 75.0% |
| +1.67% |
| 0.99 |
| 8 |
| 12.10 → 04.11 | Long | 75.0% | +1.67% | 1.70 | 8 |
| 06.10 → 02.12 | Short | 75.0% | +1.62% | 0.32 | 8 |
| 11.10 → 04.11 | Long | 75.0% | +1.61% | 1.60 | 8 |
| 06.10 → 03.12 | Short | 75.0% | +1.45% | 0.28 | 8 |
| 06.10 → 23.10 | Short | 75.0% | +1.44% | 1.42 | 8 |