Hong Kong
Over 2018 to 2026 (9 years of data), 2018HKHKD has tended to move long between 12.10 and 07.11, closing higher in 75.0% of those years for an average +5.81% move and an annualized Sharpe of 1.09.
Best window
12.10 - 07.11
Direction
Long
Win rate
75.0%
Avg return
+5.81%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 07.11 | Long | 75.0% | +5.81% | 1.09 | 8 |
| 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 |
| 12.10 → 08.11 | Long | 75.0% | +4.78% | 0.88 | 8 |
| 07.10 → 25.10 | Short | 75.0% | +4.28% | 1.55 | 8 |