Japan
Over 2018 to 2026 (9 years of data), 8411JPJPY has tended to move long between 05.10 and 06.11, closing higher in 87.5% of those years for an average +3.62% move and an annualized Sharpe of 2.30.
Best window
05.10 - 06.11
Direction
Long
Win rate
87.5%
Avg return
+3.62%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 06.11 | Long | 87.5% | +3.62% | 2.30 | 8 |
| 11.10 → 06.11 | Long | 87.5% | +3.60% | 2.42 | 8 |
| 05.10 → 07.11 | Long | 87.5% |
| +3.19% |
| 1.94 |
| 8 |
| 05.10 → 04.11 | Long | 87.5% | +2.67% | 2.58 | 8 |
| 11.10 → 04.11 | Long | 87.5% | +2.62% | 3.22 | 8 |
| 10.10 → 04.11 | Long | 87.5% | +2.49% | 2.77 | 8 |
| 07.10 → 04.11 | Long | 87.5% | +2.32% | 2.50 | 8 |
| 08.10 → 04.11 | Long | 87.5% | +2.03% | 2.28 | 8 |