Japan
Over 2018 to 2026 (9 years of data), 7270JPJPY has tended to move short between 06.10 and 05.12, closing higher in 87.5% of those years for an average +4.52% move and an annualized Sharpe of 1.01.
Best window
06.10 - 05.12
Direction
Short
Win rate
87.5%
Avg return
+4.52%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 05.12 | Short | 87.5% | +4.52% | 1.01 | 8 |
| 06.10 → 04.12 | Short | 87.5% | +4.42% | 1.00 | 8 |
| 08.10 → 05.12 | Short | 87.5% |
| +4.34% |
| 0.99 |
| 8 |
| 08.10 → 04.12 | Short | 87.5% | +4.23% | 0.98 | 8 |
| 11.10 → 23.10 | Long | 87.5% | +2.43% | 2.95 | 8 |
| 11.10 → 21.10 | Long | 87.5% | +2.32% | 2.98 | 8 |
| 12.10 → 23.10 | Long | 87.5% | +2.06% | 2.53 | 8 |
| 12.10 → 22.10 | Long | 87.5% | +2.02% | 2.40 | 8 |