Japan
Over 2018 to 2026 (9 years of data), 7974JPJPY has tended to move short between 08.10 and 25.10, closing higher in 87.5% of those years for an average +4.18% move and an annualized Sharpe of 3.49.
Best window
08.10 - 25.10
Direction
Short
Win rate
87.5%
Avg return
+4.18%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 25.10 | Short | 87.5% | +4.18% | 3.49 | 8 |
| 08.10 → 27.10 | Short | 87.5% | +3.70% | 2.48 | 8 |
| 08.10 → 28.10 | Short | 87.5% |
| +3.66% |
| 2.42 |
| 8 |
| 08.10 → 24.10 | Short | 87.5% | +3.54% | 4.50 | 8 |
| 08.10 → 23.10 | Short | 87.5% | +3.24% | 4.41 | 8 |
| 09.10 → 24.10 | Short | 87.5% | +2.96% | 4.03 | 8 |
| 06.10 → 06.11 | Long | 87.5% | +0.93% | 0.41 | 8 |
| 08.10 → 26.10 | Short | 75.0% | +3.96% | 2.78 | 8 |