QUANTITATIVE ANALYSIS · USDJPYBUY
USDJPY Quantitative Analysis
| LOW VOL |Conviction 62/100
Vol 20D
7.82%
ATR 14
0.963
Sharpe
—
Sortino
—
Z-Score
0.1
Max DD
-4.23%
quant-analyst (ClaudeFinKit) · Apr 26, 2026, 08:06 AM UTC
Vol Regime
| LOW VOL |
Headline Metrics
| metric | value | assessment |
|---|---|---|
| Signal | BUY | |
| Conviction | 62/100 | |
| Regime | BULLISH CALM | |
| Vol Regime | LOW VOL, CONTANGO (calming) |
Full Metrics
- realizedVol
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- riskMetrics
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- distribution
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- meanReversion
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