FX
JP
USDJPY
JPY Carry Unwind
When fear rises (VIX > 20) and US-Japan rate differentials narrow, the yen carry trade unwinds violently. This algo shorts USD/JPY to profit from yen strengthening during risk-off periods. Tokyo traders watch this signal daily....
Win Rate
58%
40 markets resolved
Backtest Return
16.4%
2-year backtest
Benchmark
8.2%
USD/JPY Buy-and-Hold
Alpha vs Benchmark
+8.2%
2-year period
CURRENT MARKET — WEEK OF —
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Performance History
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Market Activity
Algo Rules — Fully Public
Short USD/JPY when VIX > 20 and US-Japan rate spread narrows. Yen safe haven signal.
When fear rises (VIX > 20) and US-Japan rate differentials narrow, the yen carry trade unwinds violently. This algo shorts USD/JPY to profit from yen strengthening during risk-off periods. Tokyo traders watch this signal daily.
Tags
carryJPYyenrisk-off
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