Hong Kong
Over 2018 to 2026 (9 years of data), 0388HKHKD has tended to move short between 08.10 and 30.10, closing higher in 87.5% of those years for an average +7.00% move and an annualized Sharpe of 2.59.
Best window
08.10 - 30.10
Direction
Short
Win rate
87.5%
Avg return
+7.00%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 30.10 | Short | 87.5% | +7.00% | 2.59 | 8 |
| 08.10 → 31.10 | Short | 87.5% | +6.85% | 2.43 | 8 |
| 07.10 → 30.10 | Short | 87.5% |
| +6.76% |
| 2.24 |
| 8 |
| 07.10 → 31.10 | Short | 87.5% | +6.61% | 2.09 | 8 |
| 08.10 → 28.10 | Short | 87.5% | +6.17% | 2.47 | 8 |
| 08.10 → 27.10 | Short | 87.5% | +5.98% | 2.77 | 8 |
| 06.10 → 27.10 | Short | 87.5% | +5.78% | 2.22 | 8 |
| 07.10 → 27.10 | Short | 87.5% | +5.76% | 2.34 | 8 |