Japan
Over 2018 to 2026 (9 years of data), 7751JPJPY has tended to move long between 12.10 and 24.10, closing higher in 87.5% of those years for an average +2.70% move and an annualized Sharpe of 6.35.
Best window
12.10 - 24.10
Direction
Long
Win rate
87.5%
Avg return
+2.70%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 24.10 | Long | 87.5% | +2.70% | 6.35 | 8 |
| 11.10 → 24.10 | Long | 87.5% | +2.62% | 5.25 | 8 |
| 07.10 → 24.10 | Long | 87.5% |
| +2.30% |
| 2.88 |
| 8 |
| 07.10 → 25.10 | Long | 87.5% | +2.23% | 2.20 | 8 |
| 12.10 → 22.10 | Long | 87.5% | +2.22% | 6.57 | 8 |
| 11.10 → 22.10 | Long | 87.5% | +2.14% | 5.51 | 8 |
| 06.10 → 25.10 | Long | 87.5% | +2.12% | 2.12 | 8 |
| 12.10 → 21.10 | Long | 87.5% | +2.10% | 6.89 | 8 |