Japan
Over 2018 to 2026 (9 years of data), 8801JPJPY has tended to move short between 06.10 and 29.10, closing higher in 87.5% of those years for an average +2.28% move and an annualized Sharpe of 2.70.
Best window
06.10 - 29.10
Direction
Short
Win rate
87.5%
Avg return
+2.28%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 29.10 | Short | 87.5% | +2.28% | 2.70 | 8 |
| 12.10 → 18.10 | Long | 87.5% | +1.41% | 3.94 | 8 |
| 06.10 → 11.10 | Short | 87.5% |
| +1.24% |
| 4.20 |
| 8 |
| 12.10 → 19.10 | Long | 87.5% | +1.07% | 3.11 | 8 |
| 06.10 → 12.10 | Short | 87.5% | +0.93% | 2.10 | 8 |
| 12.10 → 20.10 | Long | 87.5% | +0.92% | 2.72 | 8 |
| 12.10 → 16.10 | Long | 87.5% | +0.47% | 1.87 | 8 |
| 11.10 → 25.11 | Long | 75.0% | +4.27% | 1.15 | 8 |