Hong Kong
Over 2018 to 2026 (9 years of data), 0941HKHKD has tended to move short between 11.10 and 29.10, closing higher in 87.5% of those years for an average +3.78% move and an annualized Sharpe of 4.57.
Best window
11.10 - 29.10
Direction
Short
Win rate
87.5%
Avg return
+3.78%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 29.10 | Short | 87.5% | +3.78% | 4.57 | 8 |
| 11.10 → 14.11 | Short | 87.5% | +3.63% | 3.40 | 8 |
| 11.10 → 21.11 | Short | 87.5% |
| +3.55% |
| 3.38 |
| 8 |
| 08.10 → 14.11 | Short | 87.5% | +3.33% | 2.19 | 8 |
| 11.10 → 15.11 | Short | 87.5% | +3.07% | 3.41 | 8 |
| 11.10 → 18.11 | Short | 87.5% | +3.07% | 3.31 | 8 |
| 11.10 → 03.11 | Short | 87.5% | +3.05% | 3.39 | 8 |
| 11.10 → 17.11 | Short | 87.5% | +3.03% | 3.32 | 8 |