Japan
Over 2018 to 2026 (9 years of data), 8766JPJPY has tended to move long between 11.10 and 24.11, closing higher in 87.5% of those years for an average +4.54% move and an annualized Sharpe of 1.28.
Best window
11.10 - 24.11
Direction
Long
Win rate
87.5%
Avg return
+4.54%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 24.11 | Long | 87.5% | +4.54% | 1.28 | 8 |
| 11.10 → 23.11 | Long | 87.5% | +3.87% | 1.22 | 8 |
| 11.10 → 09.12 | Long | 87.5% |
| +3.76% |
| 1.05 |
| 8 |
| 11.10 → 22.11 | Long | 87.5% | +3.64% | 1.16 | 8 |
| 11.10 → 08.12 | Long | 87.5% | +3.47% | 1.05 | 8 |
| 11.10 → 20.11 | Long | 87.5% | +3.12% | 0.96 | 8 |
| 08.10 → 28.10 | Short | 87.5% | +2.97% | 3.58 | 8 |
| 06.10 → 28.10 | Short | 87.5% | +2.91% | 3.49 | 8 |