Hong Kong
Over 2018 to 2026 (9 years of data), 0939HKHKD has tended to move long between 09.10 and 02.12, closing higher in 87.5% of those years for an average +7.00% move and an annualized Sharpe of 2.00.
Best window
09.10 - 02.12
Direction
Long
Win rate
87.5%
Avg return
+7.00%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 02.12 | Long | 87.5% | +7.00% | 2.00 | 8 |
| 09.10 → 01.12 | Long | 87.5% | +6.77% | 1.84 | 8 |
| 09.10 → 04.12 | Long | 87.5% |
| +6.72% |
| 2.29 |
| 8 |
| 09.10 → 11.11 | Long | 87.5% | +6.57% | 2.32 | 8 |
| 09.10 → 27.11 | Long | 87.5% | +6.45% | 1.80 | 8 |
| 09.10 → 03.12 | Long | 87.5% | +6.44% | 2.23 | 8 |
| 09.10 → 16.11 | Long | 87.5% | +6.36% | 2.59 | 8 |
| 09.10 → 17.11 | Long | 87.5% | +6.35% | 2.34 | 8 |