Hong Kong
Over 2018 to 2026 (9 years of data), 3333HKHKD has tended to move short between 07.10 and 11.10, closing higher in 100.0% of those years for an average +5.29% move and an annualized Sharpe of 8.04.
Best window
07.10 - 11.10
Direction
Short
Win rate
100.0%
Avg return
+5.29%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 11.10 | Short | 100.0% | +5.29% | 8.04 | 3 |
| 06.10 → 11.10 | Short | 100.0% | +4.95% | 6.51 | 3 |
| 07.10 → 10.10 | Short | 100.0% |
| +4.18% |
| 18.98 |
| 3 |
| 06.10 → 10.10 | Short | 100.0% | +3.85% | 13.32 | 3 |
| 07.10 → 28.10 | Short | 66.7% | +13.67% | 3.55 | 3 |
| 07.10 → 27.10 | Short | 66.7% | +13.54% | 3.64 | 3 |
| 06.10 → 28.10 | Short | 66.7% | +13.43% | 3.47 | 3 |
| 08.10 → 28.10 | Short | 66.7% | +13.43% | 3.40 | 3 |