Japan
Over 2018 to 2026 (9 years of data), 8306JPJPY has tended to move long between 06.10 and 16.11, closing higher in 87.5% of those years for an average +4.99% move and an annualized Sharpe of 1.56.
Best window
06.10 - 16.11
Direction
Long
Win rate
87.5%
Avg return
+4.99%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 16.11 | Long | 87.5% | +4.99% | 1.56 | 8 |
| 07.10 → 13.10 | Short | 87.5% | +1.33% | 3.17 | 8 |
| 11.10 → 25.11 | Long | 75.0% |
| +5.92% |
| 1.51 |
| 8 |
| 11.10 → 14.11 | Long | 75.0% | +5.81% | 2.63 | 8 |
| 12.10 → 25.11 | Long | 75.0% | +5.74% | 1.54 | 8 |
| 11.10 → 15.11 | Long | 75.0% | +5.73% | 2.07 | 8 |
| 12.10 → 14.11 | Long | 75.0% | +5.65% | 2.69 | 8 |
| 11.10 → 17.11 | Long | 75.0% | +5.62% | 1.83 | 8 |