Model: Japanese yen

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  Menu 1D ret:  +MTD ret:  -0.67%Latest signal:  NEUTRAL (2021-11-08)

Background on the model

Our proprietary USD/JPY model is calibrated over the medium term and incorporates a cost of carry estimated from the prevailing interest rate differential. Besides currency impact it also incorporates the statistical signals of other asset classes. (Date added to LongShortSignal: 2019-12-31).

Latest Views Mentioning Japanese yen

Weekend thoughts on the market (August 21st 2020)
Weekend thoughts on the market (July 24th 2020)
Exclusive Look at our Open Signals

Performance Since Inception

Daily returns YTD



Daily returns over the last 30 days

Date Return



Monthly historical returns

Date Asset Long/short Long only
2022-01-06-0.67%0.00%0.00%
2021-12-31-1.78%0.00%0.00%
2021-11-300.56%-0.60%0.00%
2021-10-29-2.46%0.37%0.00%
2021-09-30-1.25%0.00%0.00%
2021-08-31-0.38%0.00%0.00%
2021-07-301.15%0.00%0.00%
2021-06-30-1.50%0.00%0.00%
2021-05-31-0.37%0.00%0.00%
2021-04-301.16%0.00%0.00%
2021-03-31-3.88%-2.16%-2.16%
2021-02-26-1.86%-1.86%-1.86%
2021-01-29-1.45%-1.45%-1.45%
2020-12-310.95%0.95%0.95%
2020-11-300.27%0.27%0.27%
2020-10-300.72%0.72%0.72%
2020-09-300.35%0.35%0.35%
2020-08-31-0.13%-0.13%-0.13%
2020-07-311.93%1.93%1.93%
2020-06-30-0.11%-0.11%-0.11%
2020-05-29-0.66%-0.66%-0.66%
2020-04-300.28%0.04%0.17%
2020-03-310.25%0.25%0.25%
2020-02-280.30%0.30%0.30%
2020-01-310.08%0.08%0.08%