Hong Kong
Over 2018 to 2026 (9 years of data), 0998HKHKD has tended to move long between 07.10 and 17.11, closing higher in 87.5% of those years for an average +4.94% move and an annualized Sharpe of 2.04.
Best window
07.10 - 17.11
Direction
Long
Win rate
87.5%
Avg return
+4.94%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 17.11 | Long | 87.5% | +4.94% | 2.04 | 8 |
| 07.10 → 25.11 | Long | 87.5% | +4.89% | 1.87 | 8 |
| 09.10 → 21.10 | Long | 87.5% |
| +4.62% |
| 4.28 |
| 8 |
| 07.10 → 19.11 | Long | 87.5% | +4.46% | 2.07 | 8 |
| 07.10 → 04.12 | Long | 87.5% | +4.36% | 1.77 | 8 |
| 10.10 → 21.10 | Long | 87.5% | +4.21% | 4.49 | 8 |
| 07.10 → 05.12 | Long | 87.5% | +4.05% | 1.70 | 8 |
| 07.10 → 24.11 | Long | 87.5% | +4.04% | 1.74 | 8 |