Hong Kong
Over 2018 to 2026 (9 years of data), 2018HKHKD has tended to move short between 08.10 and 14.10, closing higher in 75.0% of those years for an average +5.70% move and an annualized Sharpe of 4.45.
Best window
08.10 - 14.10
Direction
Short
Win rate
75.0%
Avg return
+5.70%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 14.10 | Short | 75.0% | +5.70% | 4.45 | 8 |
| 08.10 → 15.10 | Short | 75.0% | +5.46% | 4.00 | 8 |
| 08.10 → 16.10 | Short | 75.0% |
| +5.34% |
| 3.67 |
| 8 |
| 08.10 → 17.10 | Short | 75.0% | +5.32% | 3.19 | 8 |
| 08.10 → 13.10 | Short | 75.0% | +5.27% | 4.58 | 8 |
| 07.10 → 25.10 | Short | 75.0% | +4.28% | 1.55 | 8 |
| 07.10 → 23.10 | Short | 75.0% | +3.94% | 1.85 | 8 |
| 07.10 → 24.10 | Short | 75.0% | +3.89% | 1.57 | 8 |