Hong Kong
Over 2018 to 2026 (9 years of data), 1398HKHKD has tended to move long between 09.10 and 04.12, closing higher in 100.0% of those years for an average +6.80% move and an annualized Sharpe of 2.15.
Best window
09.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+6.80%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 04.12 | Long | 100.0% | +6.80% | 2.15 | 8 |
| 09.10 → 03.12 | Long | 87.5% | +6.88% | 2.10 | 8 |
| 10.10 → 04.12 | Long | 87.5% |
| +6.69% |
| 1.97 |
| 8 |
| 05.10 → 02.12 | Long | 87.5% | +6.67% | 1.58 | 8 |
| 05.10 → 03.12 | Long | 87.5% | +6.46% | 1.82 | 8 |
| 11.10 → 04.12 | Long | 87.5% | +6.39% | 1.76 | 8 |
| 05.10 → 04.12 | Long | 87.5% | +6.38% | 1.85 | 8 |
| 07.10 → 03.12 | Long | 87.5% | +6.33% | 1.60 | 8 |