Japan
Over 2018 to 2026 (9 years of data), 9984JPJPY has tended to move long between 11.10 and 19.10, closing higher in 100.0% of those years for an average +3.84% move and an annualized Sharpe of 6.94.
Best window
11.10 - 19.10
Direction
Long
Win rate
100.0%
Avg return
+3.84%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 19.10 | Long | 100.0% | +3.84% | 6.94 | 8 |
| 11.10 → 17.10 | Long | 100.0% | +2.77% | 17.08 | 8 |
| 05.10 → 09.11 | Long | 87.5% |
| +6.50% |
| 1.30 |
| 8 |
| 06.10 → 09.11 | Long | 87.5% | +6.02% | 1.24 | 8 |
| 07.10 → 09.11 | Long | 87.5% | +5.75% | 1.20 | 8 |
| 05.10 → 31.10 | Long | 87.5% | +5.67% | 1.28 | 8 |
| 08.10 → 09.11 | Long | 87.5% | +5.67% | 1.26 | 8 |
| 05.10 → 03.11 | Long | 87.5% | +5.57% | 1.08 | 8 |