Hong Kong
Over 2018 to 2026 (9 years of data), 0386HKHKD has tended to move short between 12.10 and 20.10, closing higher in 100.0% of those years for an average +3.61% move and an annualized Sharpe of 9.98.
Best window
12.10 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+3.61%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 20.10 | Short | 100.0% | +3.61% | 9.98 | 7 |
| 12.10 → 19.10 | Short | 100.0% | +2.71% | 8.24 | 8 |
| 12.10 → 15.10 | Short | 100.0% |
| +2.25% |
| 14.16 |
| 8 |
| 12.10 → 16.10 | Short | 100.0% | +2.13% | 10.14 | 8 |
| 12.10 → 17.10 | Short | 100.0% | +1.98% | 7.49 | 8 |
| 08.10 → 31.10 | Short | 87.5% | +6.57% | 3.37 | 8 |
| 07.10 → 31.10 | Short | 87.5% | +6.52% | 3.32 | 8 |
| 07.10 → 30.10 | Short | 87.5% | +6.22% | 3.26 | 8 |