Hong Kong
Over 2018 to 2026 (9 years of data), 2628HKHKD has tended to move long between 10.10 and 18.10, closing higher in 87.5% of those years for an average +2.86% move and an annualized Sharpe of 6.35.
Best window
10.10 - 18.10
Direction
Long
Win rate
87.5%
Avg return
+2.86%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 18.10 | Long | 87.5% | +2.86% | 6.35 | 8 |
| 11.10 → 18.10 | Long | 87.5% | +2.23% | 6.10 | 8 |
| 12.10 → 18.10 | Long | 87.5% |
| +1.96% |
| 5.18 |
| 8 |
| 12.10 → 20.10 | Long | 85.7% | +2.32% | 2.25 | 7 |
| 10.10 → 11.11 | Long | 75.0% | +3.75% | 1.05 | 8 |
| 10.10 → 21.10 | Long | 75.0% | +3.70% | 2.86 | 8 |
| 07.10 → 02.12 | Long | 75.0% | +3.11% | 0.47 | 8 |
| 11.10 → 11.11 | Long | 75.0% | +3.10% | 0.92 | 8 |