Hong Kong
Over 2018 to 2026 (9 years of data), 0175HKHKD has tended to move long between 09.10 and 05.11, closing higher in 87.5% of those years for an average +14.26% move and an annualized Sharpe of 3.42.
Best window
09.10 - 05.11
Direction
Long
Win rate
87.5%
Avg return
+14.26%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 05.11 | Long | 87.5% | +14.26% | 3.42 | 8 |
| 11.10 → 05.11 | Long | 87.5% | +14.24% | 3.57 | 8 |
| 10.10 → 05.11 | Long | 87.5% |
| +14.05% |
| 3.32 |
| 8 |
| 12.10 → 05.11 | Long | 87.5% | +13.69% | 3.47 | 8 |
| 08.10 → 05.11 | Long | 87.5% | +12.76% | 3.04 | 8 |
| 09.10 → 06.11 | Long | 87.5% | +12.59% | 3.37 | 8 |
| 11.10 → 06.11 | Long | 87.5% | +12.57% | 3.55 | 8 |
| 10.10 → 06.11 | Long | 87.5% | +12.37% | 3.28 | 8 |