Hong Kong
Over 2018 to 2026 (9 years of data), 2388HKHKD has tended to move long between 09.10 and 18.10, closing higher in 87.5% of those years for an average +1.07% move and an annualized Sharpe of 1.90.
Best window
09.10 - 18.10
Direction
Long
Win rate
87.5%
Avg return
+1.07%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 18.10 | Long | 87.5% | +1.07% | 1.90 | 8 |
| 09.10 → 06.11 | Long | 75.0% | +2.02% | 0.83 | 8 |
| 09.10 → 07.11 | Long | 75.0% |
| +1.69% |
| 0.66 |
| 8 |
| 09.10 → 08.11 | Long | 75.0% | +1.66% | 0.62 | 8 |
| 06.10 → 06.11 | Long | 75.0% | +1.64% | 0.58 | 8 |
| 09.10 → 04.11 | Long | 75.0% | +1.45% | 0.65 | 8 |
| 07.10 → 06.11 | Long | 75.0% | +1.42% | 0.54 | 8 |
| 10.10 → 06.11 | Long | 75.0% | +1.40% | 0.60 | 8 |