Japan
Over 2018 to 2026 (9 years of data), 9020JPJPY has tended to move short between 09.10 and 16.11, closing higher in 87.5% of those years for an average +0.95% move and an annualized Sharpe of 0.94.
Best window
09.10 - 16.11
Direction
Short
Win rate
87.5%
Avg return
+0.95%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 16.11 | Short | 87.5% | +0.95% | 0.94 | 8 |
| 11.10 → 14.11 | Short | 87.5% | +0.75% | 0.77 | 8 |
| 06.10 → 29.10 | Short | 75.0% |
| +3.00% |
| 1.53 |
| 8 |
| 06.10 → 30.10 | Short | 75.0% | +2.94% | 1.40 | 8 |
| 06.10 → 28.10 | Short | 75.0% | +2.73% | 1.68 | 8 |
| 06.10 → 25.10 | Short | 75.0% | +2.65% | 1.81 | 8 |
| 07.10 → 30.10 | Short | 75.0% | +2.59% | 1.36 | 8 |
| 06.10 → 26.10 | Short | 75.0% | +2.52% | 1.73 | 8 |