Hong Kong
Over 2018 to 2026 (9 years of data), 1299HKHKD has tended to move short between 07.10 and 22.10, closing higher in 87.5% of those years for an average +4.91% move and an annualized Sharpe of 2.98.
Best window
07.10 - 22.10
Direction
Short
Win rate
87.5%
Avg return
+4.91%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 22.10 | Short | 87.5% | +4.91% | 2.98 | 8 |
| 08.10 → 23.10 | Short | 87.5% | +4.89% | 3.73 | 8 |
| 08.10 → 24.10 | Short | 87.5% |
| +4.82% |
| 3.61 |
| 8 |
| 06.10 → 22.10 | Short | 87.5% | +4.62% | 2.68 | 8 |
| 08.10 → 22.10 | Short | 87.5% | +4.49% | 3.41 | 8 |
| 07.10 → 15.10 | Short | 87.5% | +3.71% | 4.60 | 8 |
| 07.10 → 19.10 | Short | 87.5% | +3.69% | 3.30 | 8 |
| 06.10 → 15.10 | Short | 87.5% | +3.42% | 3.99 | 8 |