Japan
Over 2018 to 2026 (9 years of data), 9501JPJPY has tended to move short between 10.10 and 02.11, closing higher in 87.5% of those years for an average +2.22% move and an annualized Sharpe of 1.10.
Best window
10.10 - 02.11
Direction
Short
Win rate
87.5%
Avg return
+2.22%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 02.11 | Short | 87.5% | +2.22% | 1.10 | 8 |
| 09.10 → 02.11 | Short | 87.5% | +2.04% | 0.95 | 8 |
| 09.10 → 03.11 | Short | 87.5% |
| +1.96% |
| 0.89 |
| 8 |
| 09.10 → 04.11 | Short | 87.5% | +1.75% | 0.70 | 8 |
| 05.10 → 18.10 | Long | 75.0% | +2.58% | 2.20 | 8 |
| 05.10 → 19.10 | Long | 75.0% | +2.34% | 1.63 | 8 |
| 08.10 → 30.10 | Short | 75.0% | +2.34% | 1.30 | 8 |
| 08.10 → 02.11 | Short | 75.0% | +2.34% | 1.02 | 8 |