Hong Kong
Over 2018 to 2026 (9 years of data), 3968HKHKD has tended to move long between 11.10 and 03.12, closing higher in 75.0% of those years for an average +7.68% move and an annualized Sharpe of 1.04.
Best window
11.10 - 03.12
Direction
Long
Win rate
75.0%
Avg return
+7.68%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 03.12 | Long | 75.0% | +7.68% | 1.04 | 8 |
| 09.10 → 04.12 | Long | 75.0% | +7.32% | 1.04 | 8 |
| 11.10 → 06.12 | Long | 75.0% |
| +6.90% |
| 1.03 |
| 8 |
| 11.10 → 16.11 | Long | 75.0% | +6.87% | 1.69 | 8 |
| 09.10 → 03.12 | Long | 75.0% | +6.77% | 1.00 | 8 |
| 09.10 → 05.12 | Long | 75.0% | +6.62% | 1.00 | 8 |
| 12.10 → 16.11 | Long | 75.0% | +6.60% | 1.54 | 8 |
| 10.10 → 03.12 | Long | 75.0% | +6.58% | 0.97 | 8 |