Hong Kong
Over 2018 to 2026 (9 years of data), 1288HKHKD has tended to move long between 05.10 and 04.12, closing higher in 87.5% of those years for an average +6.44% move and an annualized Sharpe of 2.03.
Best window
05.10 - 04.12
Direction
Long
Win rate
87.5%
Avg return
+6.44%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 04.12 | Long | 87.5% | +6.44% | 2.03 | 8 |
| 07.10 → 04.12 | Long | 87.5% | +6.29% | 1.82 | 8 |
| 05.10 → 03.12 | Long | 87.5% |
| +6.28% |
| 2.07 |
| 8 |
| 07.10 → 06.12 | Long | 87.5% | +5.57% | 1.58 | 8 |
| 05.10 → 19.11 | Long | 87.5% | +5.23% | 1.92 | 8 |
| 07.10 → 19.11 | Long | 87.5% | +5.08% | 1.71 | 8 |
| 05.10 → 21.10 | Long | 87.5% | +4.32% | 3.53 | 8 |
| 08.10 → 21.10 | Long | 87.5% | +4.20% | 3.39 | 8 |