Hong Kong
Over 2018 to 2026 (9 years of data), 3988HKHKD has tended to move long between 09.10 and 20.11, closing higher in 100.0% of those years for an average +6.48% move and an annualized Sharpe of 3.39.
Best window
09.10 - 20.11
Direction
Long
Win rate
100.0%
Avg return
+6.48%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 20.11 | Long | 100.0% | +6.48% | 3.39 | 7 |
| 09.10 → 17.11 | Long | 100.0% | +5.92% | 2.97 | 8 |
| 09.10 → 04.12 | Long | 100.0% |
| +5.91% |
| 3.24 |
| 7 |
| 09.10 → 19.11 | Long | 100.0% | +5.74% | 3.10 | 8 |
| 10.10 → 11.11 | Long | 100.0% | +5.72% | 2.73 | 7 |
| 09.10 → 16.11 | Long | 100.0% | +5.67% | 3.16 | 8 |
| 09.10 → 18.11 | Long | 100.0% | +5.59% | 2.89 | 8 |
| 09.10 → 08.11 | Long | 100.0% | +5.49% | 3.96 | 8 |