Hong Kong ETFs
Over 2020 to 2026 (7 years of data), 3188HKHKD has tended to move long between 11.10 and 09.12, closing higher in 83.3% of those years for an average +3.62% move and an annualized Sharpe of 1.25.
Best window
11.10 - 09.12
Direction
Long
Win rate
83.3%
Avg return
+3.62%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 83.3% | +3.62% | 1.25 | 6 |
| 08.10 → 04.11 | Short | 83.3% | +3.61% | 1.55 | 6 |
| 08.10 → 26.11 | Short | 83.3% |
| +3.61% |
| 0.82 |
| 6 |
| 08.10 → 27.11 | Short | 83.3% | +3.38% | 0.83 | 6 |
| 08.10 → 28.11 | Short | 83.3% | +3.20% | 0.72 | 6 |
| 11.10 → 08.12 | Long | 83.3% | +3.17% | 1.11 | 6 |
| 08.10 → 13.10 | Short | 83.3% | +3.12% | 3.01 | 6 |
| 09.10 → 31.10 | Short | 83.3% | +3.02% | 2.13 | 6 |