Japan
Over 2018 to 2026 (9 years of data), 8031JPJPY has tended to move long between 11.10 and 25.11, closing higher in 87.5% of those years for an average +5.37% move and an annualized Sharpe of 1.28.
Best window
11.10 - 25.11
Direction
Long
Win rate
87.5%
Avg return
+5.37%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.11 | Long | 87.5% | +5.37% | 1.28 | 8 |
| 11.10 → 24.11 | Long | 87.5% | +5.36% | 1.30 | 8 |
| 10.10 → 25.11 | Long | 87.5% |
| +4.92% |
| 1.09 |
| 8 |
| 10.10 → 24.11 | Long | 87.5% | +4.90% | 1.12 | 8 |
| 10.10 → 19.11 | Long | 87.5% | +4.08% | 1.20 | 8 |
| 05.10 → 10.10 | Long | 87.5% | +1.27% | 2.52 | 8 |
| 05.10 → 08.10 | Long | 87.5% | +0.49% | 2.30 | 8 |
| 05.10 → 25.11 | Long | 75.0% | +5.97% | 1.19 | 8 |