JP Stock Anomaly Twilight

Analyze 225 Japanese stock anomalies to see how patterns evolve.

This analytical tool compiles statistical data on "Market Anomalies" based on long-term historical data from Japan's primary 225-issue stock average.

Traditional market wisdom, such as "Sell in May" or seasonal Japanese patterns like "Setsubun Peak and Higan Bottom," has long been part of investor lore. However, with the acceleration and increasing efficiency of modern markets, these traditional anomalies are losing their former dominance. This app is designed to objectively track and explore how various anomalies have evolved, diminished, or transformed over time. While you may find that many patterns have lost their efficacy, some persistent anomalies remain—we invite you to discover them for yourself.

[Key Features]

• Statistical Metrics: Displays win rate, returns, and confidence levels (derived from p-values) for each anomaly.

• Time-Series Analysis: Data is divided into 10–30 year intervals starting from 1950, allowing you to observe shifts across different eras.

• Updated Calendar: Includes a calendar covering the most recent 6 months, with data updated monthly.

[Included Anomalies (21 Types, 102 Items)]

• Seasonal/Calendar: "Sell in May," SQ (Special Quotation) effects, dividend-related trends, etc.

• Long-term: Japanese Zodiac cycles, U.S. Presidential elections, etc.

• Cyclical: Monthly, weekly, and holiday-related patterns.

• Celestial: Mercury retrograde, solar and lunar eclipses.

• Comparative Baselines: Includes non-anomalous dates (e.g., repeating digits like 1/1, 2/2) for objective comparison against supposedly "meaningful" patterns.

[Data Handling]

• Please note that the frequency of updates or the availability of statistical data may change or terminate without prior notice.

• The statistics provided are calculated using proprietary algorithms based on publicly available historical market data. This app does not redistribute official data from any specific index provider or data vendor, nor is it affiliated with such organizations.

[Disclaimer]

The developer shall not be held liable for any damages (direct or indirect) resulting from the use of information provided by this app or actions taken based on such information. All investment decisions are the sole responsibility of the user.