Japan
Over 2018 to 2026 (9 years of data), 8306JPJPY has tended to move long between 05.10 and 25.11, closing higher in 87.5% of those years for an average +6.24% move and an annualized Sharpe of 1.45.
Best window
05.10 - 25.11
Direction
Long
Win rate
87.5%
Avg return
+6.24%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 25.11 | Long | 87.5% | +6.24% | 1.45 | 8 |
| 05.10 → 14.11 | Long | 87.5% | +6.12% | 2.32 | 8 |
| 05.10 → 15.11 | Long | 87.5% |
| +6.04% |
| 1.89 |
| 8 |
| 05.10 → 17.11 | Long | 87.5% | +5.94% | 1.68 | 8 |
| 05.10 → 16.11 | Long | 87.5% | +5.91% | 1.87 | 8 |
| 05.10 → 26.11 | Long | 87.5% | +5.80% | 1.40 | 8 |
| 05.10 → 24.11 | Long | 87.5% | +5.73% | 1.35 | 8 |
| 05.10 → 12.11 | Long | 87.5% | +5.59% | 2.19 | 8 |