Hong Kong
Over 2018 to 2026 (9 years of data), 1093HKHKD has tended to move short between 11.10 and 08.12, closing higher in 75.0% of those years for an average +12.09% move and an annualized Sharpe of 1.19.
Best window
11.10 - 08.12
Direction
Short
Win rate
75.0%
Avg return
+12.09%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.12 | Short | 75.0% | +12.09% | 1.19 | 8 |
| 11.10 → 09.12 | Short | 75.0% | +11.70% | 1.15 | 8 |
| 11.10 → 07.12 | Short | 75.0% |
| +11.58% |
| 1.16 |
| 8 |
| 11.10 → 10.12 | Short | 75.0% | +11.38% | 1.08 | 8 |
| 05.10 → 10.10 | Long | 75.0% | +1.51% | 3.41 | 8 |
| 09.10 → 08.12 | Short | 62.5% | +11.79% | 1.11 | 8 |
| 08.10 → 07.12 | Short | 62.5% | +11.75% | 1.04 | 8 |
| 10.10 → 08.12 | Short | 62.5% | +11.61% | 1.11 | 8 |