Hong Kong
Over 2020 to 2025 (6 years of data), 1810HKHKD has tended to move long between 12.10 and 15.11, closing higher in 83.3% of those years for an average +12.87% move and an annualized Sharpe of 1.98.
Best window
12.10 - 15.11
Direction
Long
Win rate
83.3%
Avg return
+12.87%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 15.11 | Long | 83.3% | +12.87% | 1.98 | 6 |
| 12.10 → 13.11 | Long | 83.3% | +11.78% | 2.12 | 6 |
| 12.10 → 16.11 | Long | 83.3% |
| +11.78% |
| 2.02 |
| 6 |
| 10.10 → 16.11 | Long | 83.3% | +11.26% | 1.78 | 6 |
| 07.10 → 15.11 | Long | 83.3% | +11.04% | 1.47 | 6 |
| 11.10 → 16.11 | Long | 83.3% | +10.85% | 1.89 | 6 |
| 12.10 → 14.11 | Long | 83.3% | +10.67% | 1.93 | 6 |
| 12.10 → 17.11 | Long | 83.3% | +10.47% | 1.76 | 6 |