Hong Kong
Over 2018 to 2026 (9 years of data), 2007HKHKD has tended to move short between 07.10 and 31.10, closing higher in 85.7% of those years for an average +13.79% move and an annualized Sharpe of 2.96.
Best window
07.10 - 31.10
Direction
Short
Win rate
85.7%
Avg return
+13.79%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 31.10 | Short | 85.7% | +13.79% | 2.96 | 7 |
| 08.10 → 31.10 | Short | 85.7% | +13.67% | 3.30 | 7 |
| 07.10 → 30.10 | Short | 85.7% |
| +13.62% |
| 3.04 |
| 7 |
| 08.10 → 30.10 | Short | 85.7% | +13.50% | 3.39 | 7 |
| 07.10 → 29.10 | Short | 85.7% | +12.98% | 2.92 | 7 |
| 08.10 → 29.10 | Short | 85.7% | +12.86% | 3.25 | 7 |
| 09.10 → 31.10 | Short | 85.7% | +12.65% | 3.06 | 7 |
| 09.10 → 30.10 | Short | 85.7% | +12.48% | 3.17 | 7 |