Asia
Over 1986 to 2025 (40 years of data), JPNIDXJPY has tended to move long between 12.10 and 07.12, closing higher in 70.0% of those years for an average +2.43% move and an annualized Sharpe of 0.68.
Best window
12.10 - 07.12
Direction
Long
Win rate
70.0%
Avg return
+2.43%
Sample
40 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 07.12 | Long | 70.0% | +2.43% | 0.68 | 40 |
| 08.10 → 07.12 | Long | 70.0% | +1.95% | 0.49 | 40 |
| 12.10 → 11.12 | Long | 67.5% |
| +2.40% |
| 0.66 |
| 40 |
| 12.10 → 08.12 | Long | 67.5% | +2.32% | 0.64 | 40 |
| 10.10 → 08.12 | Long | 67.5% | +2.15% | 0.55 | 40 |
| 11.10 → 10.12 | Long | 65.0% | +2.67% | 0.71 | 40 |
| 11.10 → 09.12 | Long | 65.0% | +2.64% | 0.71 | 40 |
| 11.10 → 07.12 | Long | 65.0% | +2.55% | 0.68 | 40 |