Japan
Over 2018 to 2025 (8 years of data), 8801JPJPY has tended to move short between 20.09 and 30.10, closing higher in 87.5% of those years for an average +3.91% move and an annualized Sharpe of 1.90.
Best window
20.09 - 30.10
Direction
Short
Win rate
87.5%
Avg return
+3.91%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 30.10 | Short | 87.5% | +3.91% | 1.90 | 8 |
| 20.09 → 01.10 | Short | 87.5% | +3.82% | 5.60 | 8 |
| 15.09 → 29.10 | Short | 87.5% |
| +3.79% |
| 1.97 |
| 8 |
| 19.09 → 30.10 | Short | 87.5% | +3.75% | 1.85 | 8 |
| 15.09 → 28.10 | Short | 87.5% | +3.66% | 1.97 | 8 |
| 19.09 → 01.10 | Short | 87.5% | +3.65% | 5.12 | 8 |
| 15.09 → 01.10 | Short | 87.5% | +3.63% | 4.81 | 8 |
| 16.09 → 29.10 | Short | 87.5% | +3.53% | 1.81 | 8 |