Japan Industrial Finance

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

Total Return

+77.8%

Sharpe Ratio

0.93

Max Drawdown

-17.0%

Win Rate

54.9%

Alpha

-45.1%

Comp. Score *

0.23

Risk Parameters

Max Allocation9.9%

Stop Loss18.7%

Take Profit12.7%

Max DD Tolerance17.0%

Rebalancemonthly

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	29%	22.5% below entry	15.3% above entry	8.2%	TV YH
EWJ	BUY	21%	16.4% below entry	11.2% above entry	11.3%	TV YH
NMR	BUY	33%	25.8% below entry	17.5% above entry	7.2%	TV YH
MUFG	BUY	30%	23.9% below entry	16.2% above entry	7.8%	TV YH
MITSY	BUY	32%	25.0% below entry	17.0% above entry	7.4%	TV YH
SMFG	BUY	32%	25.4% below entry	17.3% above entry	7.3%	TV YH