Hong Kong
Over 2018 to 2026 (9 years of data), 0291HKHKD has tended to move short between 06.10 and 31.10, closing higher in 87.5% of those years for an average +7.18% move and an annualized Sharpe of 1.75.
Best window
06.10 - 31.10
Direction
Short
Win rate
87.5%
Avg return
+7.18%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 31.10 | Short | 87.5% | +7.18% | 1.75 | 8 |
| 08.10 → 31.10 | Short | 87.5% | +7.07% | 1.72 | 8 |
| 11.10 → 31.10 | Short | 87.5% |
| +6.53% |
| 2.03 |
| 8 |
| 07.10 → 31.10 | Short | 87.5% | +6.38% | 1.46 | 8 |
| 09.10 → 31.10 | Short | 87.5% | +6.37% | 1.73 | 8 |
| 06.10 → 01.11 | Short | 87.5% | +6.29% | 1.73 | 8 |
| 08.10 → 01.11 | Short | 87.5% | +6.18% | 1.68 | 8 |
| 10.10 → 31.10 | Short | 87.5% | +6.08% | 1.68 | 8 |