Hong Kong
Over 2018 to 2026 (9 years of data), 0027HKHKD has tended to move short between 08.10 and 15.10, closing higher in 87.5% of those years for an average +6.45% move and an annualized Sharpe of 6.45.
Best window
08.10 - 15.10
Direction
Short
Win rate
87.5%
Avg return
+6.45%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 15.10 | Short | 87.5% | +6.45% | 6.45 | 8 |
| 09.10 → 15.10 | Short | 87.5% | +4.07% | 4.78 | 8 |
| 10.10 → 15.10 | Short | 87.5% |
| +3.73% |
| 4.73 |
| 8 |
| 08.10 → 30.10 | Short | 75.0% | +7.61% | 2.46 | 8 |
| 06.10 → 30.10 | Short | 75.0% | +6.85% | 1.97 | 8 |
| 07.10 → 30.10 | Short | 75.0% | +6.80% | 2.05 | 8 |
| 08.10 → 31.10 | Short | 75.0% | +6.58% | 1.99 | 8 |
| 08.10 → 29.10 | Short | 75.0% | +6.56% | 2.15 | 8 |