Hong Kong
Over 2018 to 2026 (9 years of data), 1918HKHKD has tended to move short between 08.10 and 11.10, closing higher in 85.7% of those years for an average +7.89% move and an annualized Sharpe of 7.15.
Best window
08.10 - 11.10
Direction
Short
Win rate
85.7%
Avg return
+7.89%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 11.10 | Short | 85.7% | +7.89% | 7.15 | 7 |
| 08.10 → 03.11 | Short | 85.7% | +6.65% | 1.34 | 7 |
| 11.10 → 11.11 | Long | 85.7% |
| +6.04% |
| 2.18 |
| 7 |
| 07.10 → 04.11 | Short | 85.7% | +5.70% | 1.22 | 7 |
| 08.10 → 04.11 | Short | 85.7% | +5.67% | 1.27 | 7 |
| 11.10 → 10.11 | Long | 85.7% | +5.03% | 2.02 | 7 |
| 11.10 → 12.11 | Long | 85.7% | +4.99% | 1.97 | 7 |
| 12.10 → 15.10 | Short | 85.7% | +4.94% | 5.10 | 7 |