Hong Kong
Over 2018 to 2026 (9 years of data), 1177HKHKD has tended to move short between 17.10 and 16.12, closing higher in 75.0% of those years for an average +5.23% move and an annualized Sharpe of 0.82.
Best window
17.10 - 16.12
Direction
Short
Win rate
75.0%
Avg return
+5.23%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.10 → 16.12 | Short | 75.0% | +5.23% | 0.82 | 8 |
| 16.10 → 10.12 | Short | 75.0% | +5.17% | 0.84 | 8 |
| 16.10 → 14.12 | Short | 75.0% |
| +5.17% |
| 0.70 |
| 8 |
| 17.10 → 14.12 | Short | 75.0% | +5.11% | 0.71 | 8 |
| 17.10 → 10.12 | Short | 75.0% | +5.10% | 0.85 | 8 |
| 16.10 → 08.12 | Short | 75.0% | +5.07% | 0.82 | 8 |
| 18.10 → 16.12 | Short | 75.0% | +5.07% | 0.87 | 8 |
| 16.10 → 15.12 | Short | 75.0% | +5.03% | 0.68 | 8 |