Hong Kong
Over 2018 to 2026 (9 years of data), 2318HKHKD has tended to move short between 10.10 and 30.10, closing higher in 87.5% of those years for an average +4.41% move and an annualized Sharpe of 2.15.
Best window
10.10 - 30.10
Direction
Short
Win rate
87.5%
Avg return
+4.41%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 30.10 | Short | 87.5% | +4.41% | 2.15 | 8 |
| 10.10 → 31.10 | Short | 87.5% | +4.39% | 2.16 | 8 |
| 09.10 → 30.10 | Short | 87.5% |
| +4.24% |
| 1.96 |
| 8 |
| 09.10 → 31.10 | Short | 87.5% | +4.23% | 1.99 | 8 |
| 08.10 → 30.10 | Short | 75.0% | +5.46% | 2.12 | 8 |
| 08.10 → 31.10 | Short | 75.0% | +5.46% | 2.18 | 8 |
| 08.10 → 01.11 | Short | 75.0% | +4.87% | 1.98 | 8 |
| 11.10 → 30.10 | Short | 75.0% | +4.57% | 2.20 | 8 |