Japan Industrial Finance

Japan governance reform: Toyota, Sony, Nomura, MUFG, trading houses

Japan Industrial & Finance

Total Return

+76.3%

Sharpe Ratio

0.91

Max Drawdown

-17.1%

Win Rate

55.0%

Alpha

-2.2%

Comp. Score *

0.23

Risk Parameters

Max Allocation9.8%

Stop Loss18.8%

Take Profit12.5%

Max DD Tolerance17.1%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry RuleBuy when local market index is above SMA200. FX matters — check currency trend.

TimingSAFE TO BUY. *

ScalingEnter in 3 tranches over 2-4 weeks. Currency hedging optional.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
ITOCY	BUY	30%	23.3% below entry	15.6% above entry	7.9%	TV YH
EWJ	BUY	21%	16.4% below entry	10.9% above entry	11.2%	TV YH
NMR	BUY	34%	26.7% below entry	17.8% above entry	6.9%	TV YH
MUFG	BUY	31%	24.5% below entry	16.4% above entry	7.5%	TV YH
MITSY	BUY	31%	24.8% below entry	16.5% above entry	7.4%	TV YH
SMFG	BUY	33%	26.0% below entry	17.4% above entry	7.1%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -35% drawdown to return 93% long-term. - Exit rule: Exit if BOJ raises rates above 1% or yen strengthens past 125/USD.

Avg 5Y Return

30.1%

Avg 5Y Sharpe

0.14

10Y Return

93.2%

10Y Sharpe

0.25

HODL Composite

0.22

Consistency

71%

Suitable for passive