Hong Kong
Over 2018 to 2026 (9 years of data), 0700HKHKD has tended to move short between 08.10 and 30.10, closing higher in 87.5% of those years for an average +6.96% move and an annualized Sharpe of 2.50.
Best window
08.10 - 30.10
Direction
Short
Win rate
87.5%
Avg return
+6.96%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 30.10 | Short | 87.5% | +6.96% | 2.50 | 8 |
| 08.10 → 31.10 | Short | 87.5% | +6.64% | 2.30 | 8 |
| 09.10 → 30.10 | Short | 87.5% |
| +6.25% |
| 2.44 |
| 8 |
| 10.10 → 30.10 | Short | 87.5% | +5.99% | 2.49 | 8 |
| 09.10 → 31.10 | Short | 87.5% | +5.92% | 2.23 | 8 |
| 08.10 → 29.10 | Short | 87.5% | +5.76% | 2.00 | 8 |
| 08.10 → 27.10 | Short | 87.5% | +5.55% | 2.34 | 8 |
| 08.10 → 01.11 | Short | 87.5% | +5.04% | 2.13 | 8 |