Japan
Over 2018 to 2026 (9 years of data), 8802JPJPY has tended to move short between 06.10 and 18.11, closing higher in 87.5% of those years for an average +3.11% move and an annualized Sharpe of 1.30.
Best window
06.10 - 18.11
Direction
Short
Win rate
87.5%
Avg return
+3.11%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 18.11 | Short | 87.5% | +3.11% | 1.30 | 8 |
| 06.10 → 29.10 | Short | 87.5% | +3.09% | 5.47 | 8 |
| 06.10 → 17.11 | Short | 87.5% |
| +3.03% |
| 1.29 |
| 8 |
| 06.10 → 16.11 | Short | 87.5% | +2.95% | 1.38 | 8 |
| 06.10 → 28.10 | Short | 87.5% | +2.85% | 4.84 | 8 |
| 06.10 → 14.11 | Short | 87.5% | +2.79% | 1.42 | 8 |
| 09.10 → 18.11 | Short | 87.5% | +2.71% | 1.25 | 8 |
| 08.10 → 18.11 | Short | 87.5% | +2.66% | 1.31 | 8 |