Japan
Over 2018 to 2026 (9 years of data), 7269JPJPY has tended to move long between 07.10 and 17.11, closing higher in 87.5% of those years for an average +5.92% move and an annualized Sharpe of 1.60.
Best window
07.10 - 17.11
Direction
Long
Win rate
87.5%
Avg return
+5.92%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 17.11 | Long | 87.5% | +5.92% | 1.60 | 8 |
| 06.10 → 17.11 | Long | 87.5% | +5.86% | 1.57 | 8 |
| 07.10 → 12.11 | Long | 87.5% |
| +5.81% |
| 1.93 |
| 8 |
| 07.10 → 25.11 | Long | 87.5% | +5.80% | 1.55 | 8 |
| 06.10 → 12.11 | Long | 87.5% | +5.77% | 1.84 | 8 |
| 06.10 → 25.11 | Long | 87.5% | +5.74% | 1.51 | 8 |
| 07.10 → 20.11 | Long | 87.5% | +5.73% | 1.54 | 8 |
| 06.10 → 20.11 | Long | 87.5% | +5.66% | 1.52 | 8 |