Japan
Over 2018 to 2026 (9 years of data), 9983JPJPY has tended to move long between 08.10 and 15.11, closing higher in 100.0% of those years for an average +10.48% move and an annualized Sharpe of 3.09.
Best window
08.10 - 15.11
Direction
Long
Win rate
100.0%
Avg return
+10.48%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 15.11 | Long | 100.0% | +10.48% | 3.09 | 8 |
| 08.10 → 06.11 | Long | 100.0% | +8.97% | 4.19 | 8 |
| 07.10 → 10.10 | Long | 100.0% |
| +3.45% |
| 13.84 |
| 8 |
| 06.10 → 10.10 | Long | 100.0% | +2.93% | 10.31 | 8 |
| 06.10 → 09.10 | Long | 100.0% | +1.04% | 10.66 | 8 |
| 07.10 → 12.11 | Long | 87.5% | +10.90% | 3.64 | 8 |
| 07.10 → 14.11 | Long | 87.5% | +10.87% | 2.93 | 8 |
| 07.10 → 15.11 | Long | 87.5% | +10.77% | 3.09 | 8 |