Hong Kong
Over 2018 to 2026 (9 years of data), 1177HKHKD has tended to move short between 10.10 and 08.12, closing higher in 75.0% of those years for an average +4.36% move and an annualized Sharpe of 0.57.
Best window
10.10 - 08.12
Direction
Short
Win rate
75.0%
Avg return
+4.36%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 08.12 | Short | 75.0% | +4.36% | 0.57 | 8 |
| 10.10 → 07.12 | Short | 75.0% | +4.14% | 0.57 | 8 |
| 11.10 → 10.12 | Short | 75.0% |
| +4.10% |
| 0.57 |
| 8 |
| 08.10 → 07.12 | Short | 75.0% | +4.04% | 0.43 | 8 |
| 10.10 → 09.12 | Short | 75.0% | +4.02% | 0.53 | 8 |
| 11.10 → 08.12 | Short | 75.0% | +4.01% | 0.56 | 8 |
| 11.10 → 07.12 | Short | 75.0% | +3.77% | 0.56 | 8 |
| 11.10 → 09.12 | Short | 75.0% | +3.67% | 0.53 | 8 |