Hong Kong
Over 2018 to 2026 (9 years of data), 0883HKHKD has tended to move short between 10.10 and 09.12, closing higher in 87.5% of those years for an average +5.96% move and an annualized Sharpe of 1.47.
Best window
10.10 - 09.12
Direction
Short
Win rate
87.5%
Avg return
+5.96%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 09.12 | Short | 87.5% | +5.96% | 1.47 | 8 |
| 08.10 → 07.12 | Short | 87.5% | +5.61% | 1.17 | 8 |
| 10.10 → 08.12 | Short | 87.5% |
| +5.14% |
| 1.18 |
| 8 |
| 10.10 → 07.12 | Short | 87.5% | +4.64% | 1.08 | 8 |
| 09.10 → 08.12 | Short | 87.5% | +4.62% | 1.00 | 8 |
| 11.10 → 31.10 | Short | 87.5% | +4.31% | 3.43 | 8 |
| 09.10 → 07.12 | Short | 87.5% | +4.13% | 0.92 | 8 |
| 10.10 → 15.10 | Short | 87.5% | +1.44% | 4.01 | 8 |