Japan
Over 2018 to 2026 (9 years of data), 8035JPJPY has tended to move long between 11.10 and 03.12, closing higher in 87.5% of those years for an average +15.87% move and an annualized Sharpe of 3.21.
Best window
11.10 - 03.12
Direction
Long
Win rate
87.5%
Avg return
+15.87%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 03.12 | Long | 87.5% | +15.87% | 3.21 | 8 |
| 06.10 → 03.12 | Long | 87.5% | +15.82% | 2.58 | 8 |
| 05.10 → 03.12 | Long | 87.5% |
| +15.66% |
| 2.52 |
| 8 |
| 11.10 → 04.12 | Long | 87.5% | +15.38% | 3.15 | 8 |
| 07.10 → 03.12 | Long | 87.5% | +15.37% | 2.32 | 8 |
| 06.10 → 04.12 | Long | 87.5% | +15.33% | 2.53 | 8 |
| 08.10 → 03.12 | Long | 87.5% | +15.29% | 2.74 | 8 |
| 05.10 → 04.12 | Long | 87.5% | +15.20% | 2.43 | 8 |