Japan
Over 2018 to 2026 (9 years of data), 9433JPJPY has tended to move long between 07.10 and 19.10, closing higher in 100.0% of those years for an average +0.70% move and an annualized Sharpe of 5.60.
Best window
07.10 - 19.10
Direction
Long
Win rate
100.0%
Avg return
+0.70%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 19.10 | Long | 100.0% | +0.70% | 5.60 | 8 |
| 08.10 → 19.10 | Long | 100.0% | +0.62% | 5.82 | 8 |
| 12.10 → 21.10 | Long | 87.5% |
| +1.47% |
| 4.25 |
| 8 |
| 12.10 → 22.10 | Long | 87.5% | +1.10% | 3.09 | 8 |
| 12.10 → 20.10 | Long | 87.5% | +0.81% | 2.84 | 8 |
| 09.10 → 18.10 | Long | 87.5% | +0.53% | 4.69 | 8 |
| 08.10 → 18.10 | Long | 87.5% | +0.52% | 3.17 | 8 |
| 12.10 → 11.11 | Long | 75.0% | +2.44% | 0.76 | 8 |