Japan
Over 2018 to 2026 (9 years of data), 9432JPJPY has tended to move short between 08.10 and 14.10, closing higher in 87.5% of those years for an average +1.25% move and an annualized Sharpe of 4.01.
Best window
08.10 - 14.10
Direction
Short
Win rate
87.5%
Avg return
+1.25%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 14.10 | Short | 87.5% | +1.25% | 4.01 | 8 |
| 05.10 → 17.10 | Long | 85.7% | +0.61% | 5.90 | 7 |
| 09.10 → 26.11 | Long | 75.0% |
| +1.45% |
| 0.78 |
| 8 |
| 09.10 → 27.11 | Long | 75.0% | +1.32% | 0.68 | 8 |
| 08.10 → 26.11 | Long | 75.0% | +1.19% | 0.57 | 8 |
| 05.10 → 26.10 | Long | 75.0% | +1.17% | 1.80 | 8 |
| 10.10 → 14.10 | Short | 75.0% | +1.12% | 5.30 | 8 |
| 05.10 → 31.10 | Long | 75.0% | +1.10% | 1.23 | 8 |