JPY
Lazard Japanese Equity ETF
stock NASDAQ ETF

Yes, I go long SPX, long VIX, long treasuries, long gold, long oil, long btc, long EUR long JPY. It's a well balanced portfolio that mathematically can not lose money.

The first paid source I would test is Trading Economics, but I would not buy a plan before they return a sample from 2003. Their official calendar API supports country + date-range queries and returns UTC release time, event/category, source and Importance 1-3: https://docs.tradingeconomics.com/economic\_calendar/country/ . They also expose point-in-time calendar data, which matters for backtests because later revisions otherwise introduce look-ahead bias: https://docs.tradingeconomics.com/economic\_calendar/point-in-time/ . Calendar responses are capped at 1,000 rows, so pull them in monthly or weekly chunks.
For an enterprise fallback, ask LSEG sales specifically for event-level economic-calendar history and entitlements. Their developer material advertises 65 years of economic history, but that does not automatically prove that every release timestamp and impact label is available back to 2003.
Before paying anyone, request a 2003 sample for USD/EUR/GBP/JPY and verify: UTC timestamp and DST handling, stable event ID, country/currency, event name, impact, actual/forecast/previous, revision timestamp, and cancelled/rescheduled releases. “Red/high impact” is usually a vendor taxonomy, not an official government field, so do not mix impact labels from different vendors. If no vendor covers it, you can reconstruct a smaller event set from BLS/BEA/Fed/ECB/BoE release archives, but you will not reproduce a historical red-news label exactly.

JPY already back above 159. Maybe everyone should be a carry trader.

New Bessent note: “To Do: Buy Yen (JPY) 50-100B”

agreed, kospi and leverage, Japanese and US yields spiking, USD/JPY, etc. too many things to list on the risk side.

“Don’t allow an enormous anomalous transaction to mechanically propagate through a systemically important clearinghouse before somebody verifies it.”
Shoring up domestic risks, a domestic clearing problem can be attacked with:
margin requirements, clearing-fund resources, supplemental liquidity, transaction review, Fed liquidity, repo facilities, emergency lending.
All of those mechanisms operate inside the dollar financial system.
The U.S. has built an extraordinarily sophisticated system for containing endogenous financial-system accidents. The more interesting tail risk is an exogenous loss of demand for dollar assets that cannot be solved merely by supplying more dollar liquidity.
that’s exactly why it’s important at this point to pay considerably more attention to **Treasury auctions, foreign TIC flows, long-end yields and USD/JPY** than something like.. idk.. unemployment going from 4% to 6%.

Ja, Fettbürger haben ohne vorherige Abstimmung mit der EZB einiges an Euromünzen verkauft für ihre Yen-Intervention. Am Ende schlägt sich ein gestärkter Yen aber trotzdem auch im Währungspärchen USD/JPY nieder
[US euro sale to prop up yen blindsided ECB – Financial Times](https://www.ft.com/content/d9922d0b-51a0-48be-811b-42e08f90985a?syn-25a6b1a6=1)

New Bessent note: “To Do: Buy Yen (JPY) 50-100B”

[DE000VH5T2X7](https://www.onvista.de/derivate/Faktor-Optionsscheine/310278463-VH5T2X-DE000VH5T2X7) - FAKTOR-OPTIONSSCHEIN AUF USD/JPY 12xFaktor-📞🔼 7,74€(+11,86% 🚀)

Et demain je vous que ce sera le JPY qui aura la journée de la montagne

There is 1 comment by u/RevolutSupport in this post:
[[1]](https://reddit.com/r/Revolut/comments/1cc5wvo/help_understanding_atm_withdrawal_charges/l16rrfw/)
> Hi! Monthly fee-free out-of-network ATM limit is based on your base currency (The region where you have opened your account). So in your case the limit in JPY will be equivalent to $400. Please refer here: https://help.revolut.com/en-US/help/card-payments-withdrawals/atm-withdrawals/what-are-the-usage-limits/.
^([What is Spotlight?](https://developers.reddit.com/apps/spotlight-app))

[DE000VH5T2X7](https://www.onvista.de/derivate/Faktor-Optionsscheine/310278463-VH5T2X-DE000VH5T2X7) - FAKTOR-OPTIONSSCHEIN AUF USD/JPY 12xFaktor-📞🔼 7,63€(+10,27% 🚀)

That last line is the key. Wide stops should make cost small in R, that's the whole point of them. But you're measuring 0.27R anyway, so whatever's eating you isn't spread, cause spread over a wide stop is nothing.
Which points at swap even harder than you're saying. Spread is per trade, swap is per night, and per night doesn't care how wide your stop is. Hold 3 nights on the wrong side of a JPY and the cost has nothing to do with your stop distance at all. makes sense??
So when you pull the numbers, split them. Cost in pips over stop in pips gives you the entry cost. Then separately, swap paid divided by stop in pips, per trade, with the nights held next to it. If the second number is the big one, your fix is holding time or pair selection, not execution.
On the winners coming in short, worth checking your backtest exit assumptions on those specifically. Breakout systems often assume the target fills and live it doesn't quite get there.

[DE000VH5T2X7](https://www.onvista.de/derivate/Faktor-Optionsscheine/310278463-VH5T2X-DE000VH5T2X7) - FAKTOR-OPTIONSSCHEIN AUF USD/JPY 12xFaktor-📞🔼 7,66€(+10,70% 🚀)
[DE000FE32XS3](https://www.onvista.de/derivate/Faktor-Optionsscheine/326842797-FE32XS-DE000FE32XS3) - FAKTOR-OPTIONSSCHEIN AUF BRENT CRUDE OIL FUTURE (BRN) - IPE/202608 3xFaktor-📞🔼 5,03€(+14,06% 🚀)

Bessetlnt: To do: buy infinite JPY

Peut-être que c'est pour ça qu'on a pas vu le gold bouger ? Et demain du coup c'est le JPY ?

JPY will always fall without intervention so long as the rate differential exists.

Yes, I go long SPX, long VIX, long treasuries, long gold, long oil, long btc, long EUR long JPY. It's a well balanced portfolio that mathematically can not lose money.

The first paid source I would test is Trading Economics, but I would not buy a plan before they return a sample from 2003. Their official calendar API supports country + date-range queries and returns UTC release time, event/category, source and Importance 1-3: https://docs.tradingeconomics.com/economic\_calendar/country/ . They also expose point-in-time calendar data, which matters for backtests because later revisions otherwise introduce look-ahead bias: https://docs.tradingeconomics.com/economic\_calendar/point-in-time/ . Calendar responses are capped at 1,000 rows, so pull them in monthly or weekly chunks.
For an enterprise fallback, ask LSEG sales specifically for event-level economic-calendar history and entitlements. Their developer material advertises 65 years of economic history, but that does not automatically prove that every release timestamp and impact label is available back to 2003.
Before paying anyone, request a 2003 sample for USD/EUR/GBP/JPY and verify: UTC timestamp and DST handling, stable event ID, country/currency, event name, impact, actual/forecast/previous, revision timestamp, and cancelled/rescheduled releases. “Red/high impact” is usually a vendor taxonomy, not an official government field, so do not mix impact labels from different vendors. If no vendor covers it, you can reconstruct a smaller event set from BLS/BEA/Fed/ECB/BoE release archives, but you will not reproduce a historical red-news label exactly.

JPY already back above 159. Maybe everyone should be a carry trader.