Hong Kong
Over 2018 to 2026 (9 years of data), 0857HKHKD has tended to move short between 12.10 and 15.10, closing higher in 100.0% of those years for an average +1.35% move and an annualized Sharpe of 14.26.
Best window
12.10 - 15.10
Direction
Short
Win rate
100.0%
Avg return
+1.35%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 15.10 | Short | 100.0% | +1.35% | 14.26 | 8 |
| 11.10 → 30.10 | Short | 87.5% | +5.86% | 3.26 | 8 |
| 12.10 → 30.10 | Short | 87.5% |
| +5.69% |
| 3.42 |
| 8 |
| 11.10 → 31.10 | Short | 87.5% | +5.55% | 2.87 | 8 |
| 08.10 → 31.10 | Short | 87.5% | +5.49% | 2.25 | 8 |
| 12.10 → 31.10 | Short | 87.5% | +5.38% | 2.99 | 8 |
| 11.10 → 29.10 | Short | 87.5% | +5.21% | 2.87 | 8 |
| 07.10 → 31.10 | Short | 87.5% | +5.14% | 2.11 | 8 |