Japan
Over 2018 to 2026 (9 years of data), 8316JPJPY has tended to move long between 10.10 and 25.11, closing higher in 87.5% of those years for an average +7.16% move and an annualized Sharpe of 1.83.
Best window
10.10 - 25.11
Direction
Long
Win rate
87.5%
Avg return
+7.16%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 25.11 | Long | 87.5% | +7.16% | 1.83 | 8 |
| 05.10 → 25.11 | Long | 87.5% | +7.13% | 1.84 | 8 |
| 05.10 → 03.12 | Long | 87.5% |
| +7.07% |
| 1.44 |
| 8 |
| 10.10 → 09.12 | Long | 87.5% | +6.92% | 1.22 | 8 |
| 11.10 → 25.11 | Long | 87.5% | +6.88% | 2.03 | 8 |
| 09.10 → 25.11 | Long | 87.5% | +6.68% | 1.69 | 8 |
| 05.10 → 24.11 | Long | 87.5% | +6.66% | 1.70 | 8 |
| 05.10 → 04.12 | Long | 87.5% | +6.57% | 1.29 | 8 |