

Forex currencies
Over 1997 to 2026 (30 years of data), CADHKD has tended to move short between 11.10 and 21.11, closing higher in 78.6% of those years for an average +0.95% move and an annualized Sharpe of 1.07.
Best window
11.10 - 21.11
Direction
Short
Win rate
78.6%
Avg return
+0.95%
Sample
28 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 21.11 | Short | 78.6% | +0.95% | 1.07 | 28 |
| 11.10 → 22.11 | Short | 78.6% | +0.83% | 1.06 | 28 |
| 11.10 → 27.11 | Short | 78.6% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0705 |
| 3 | 100.0658 |
| 4 | 100.095 |
| 5 | 100.168 |
| 6 | 100.1704 |
| 7 | 100.0876 |
| 8 | 100.1607 |
| 9 | 100.1106 |
| 10 | 100.1337 |
| 11 | 100.1506 |
| 12 | 100.0849 |
| 13 | 100.1575 |
| 14 | 99.9827 |
| 15 | 99.869 |
| 16 | 99.8312 |
| 17 | 99.7351 |
| 18 | 99.6686 |
| 19 | 99.5873 |
| 20 | 99.6213 |
| 21 | 99.5384 |
| 22 | 99.4632 |
| 23 | 99.6418 |
| 24 | 99.7012 |
| 25 | 99.6206 |
| 26 | 99.703 |
| 27 | 99.5944 |
| 28 | 99.4856 |
| 29 | 99.5365 |
| 30 | 99.5012 |
| 31 | 99.5814 |
| 32 | 99.7797 |
| 33 | 99.5603 |
| 34 | 99.7557 |
| 35 | 99.7262 |
| 36 | 99.6013 |
| 37 | 99.5836 |
| 38 | 99.4987 |
| 39 | 99.5045 |
| 40 | 99.6362 |
| 41 | 99.4535 |
| 42 | 99.559 |
| 43 | 99.6741 |
| 44 | 99.8166 |
| 45 | 99.8559 |
| 46 | 99.8112 |
| 47 | 99.6878 |
| 48 | 99.7962 |
| 49 | 99.6975 |
| 50 | 99.6769 |
| 51 | 99.6048 |
| 52 | 99.5742 |
| 53 | 99.5227 |
| 54 | 99.5013 |
| 55 | 99.6482 |
| 56 | 99.6362 |
| 57 | 99.6057 |
| 58 | 99.4792 |
| 59 | 99.5119 |
| 60 | 99.4446 |
| 61 | 99.4688 |
| 62 | 99.4641 |
| 63 | 99.5595 |
| 64 | 99.5522 |
| 65 | 99.5523 |
| 66 | 99.405 |
| 67 | 99.3826 |
| 68 | 99.4148 |
| 69 | 99.4824 |
| 70 | 99.3885 |
| 71 | 99.5382 |
| 72 | 99.4513 |
| 73 | 99.5097 |
| 74 | 99.3839 |
| 75 | 99.4175 |
| 76 | 99.4729 |
| 77 | 99.4673 |
| 78 | 99.401 |
| 79 | 99.4457 |
| 80 | 99.3931 |
| 81 | 99.3686 |
| 82 | 99.3316 |
| 83 | 99.286 |
| 84 | 99.2868 |
| 85 | 99.4948 |
| 86 | 99.4949 |
| 87 | 99.4918 |
| 88 | 99.5939 |
| 89 | 99.6149 |
| 90 | 99.633 |
| 91 | 99.7387 |
| 92 | 99.8175 |
| 93 | 99.9584 |
| 94 | 100.026 |
| 95 | 100.0068 |
| 96 | 99.933 |
| 97 | 99.9226 |
| 98 | 99.9601 |
| 99 | 100.1319 |
| 100 | 100.317 |
| 101 | 100.2792 |
| 102 | 100.2629 |
| 103 | 100.3477 |
| 104 | 100.2891 |
| 105 | 100.3227 |
| 106 | 100.272 |
| 107 | 100.3641 |
| 108 | 100.2842 |
| 109 | 100.4021 |
| 110 | 100.4074 |
| 111 | 100.3407 |
| 112 | 100.2668 |
| 113 | 100.2974 |
| 114 | 100.375 |
| 115 | 100.3943 |
| 116 | 100.4161 |
| 117 | 100.4328 |
| 118 | 100.5711 |
| 119 | 100.6659 |
| 120 | 100.7598 |
| 121 | 100.6465 |
| 122 | 100.6497 |
| 123 | 100.7125 |
| 124 | 100.6851 |
| 125 | 100.6575 |
| 126 | 100.743 |
| 127 | 100.6913 |
| 128 | 100.7615 |
| 129 | 100.7851 |
| 130 | 100.9047 |
| 131 | 100.773 |
| 132 | 100.7235 |
| 133 | 100.66 |
| 134 | 100.5824 |
| 135 | 100.6231 |
| 136 | 100.693 |
| 137 | 100.6977 |
| 138 | 100.722 |
| 139 | 100.724 |
| 140 | 100.7426 |
| 141 | 100.9354 |
| 142 | 100.8893 |
| 143 | 100.8396 |
| 144 | 100.7394 |
| 145 | 100.7341 |
| 146 | 100.7627 |
| 147 | 100.9222 |
| 148 | 100.8958 |
| 149 | 101.0433 |
| 150 | 101.1439 |
| 151 | 101.2203 |
| 152 | 101.1933 |
| 153 | 101.3747 |
| 154 | 101.2834 |
| 155 | 101.2444 |
| 156 | 101.2657 |
| 157 | 101.3067 |
| 158 | 101.4755 |
| 159 | 101.5002 |
| 160 | 101.6136 |
| 161 | 101.4927 |
| 162 | 101.544 |
| 163 | 101.3807 |
| 164 | 101.4853 |
| 165 | 101.3377 |
| 166 | 101.2972 |
| 167 | 101.2465 |
| 168 | 101.178 |
| 169 | 101.216 |
| 170 | 101.1672 |
| 171 | 101.1646 |
| 172 | 101.2182 |
| 173 | 101.1447 |
| 174 | 101.1487 |
| 175 | 101.0454 |
| 176 | 101.159 |
| 177 | 101.2285 |
| 178 | 101.2616 |
| 179 | 101.2879 |
| 180 | 101.3078 |
| 181 | 101.3829 |
| 182 | 101.4173 |
| 183 | 101.3713 |
| 184 | 101.4984 |
| 185 | 101.5067 |
| 186 | 101.3671 |
| 187 | 101.3228 |
| 188 | 101.3738 |
| 189 | 101.3287 |
| 190 | 101.4177 |
| 191 | 101.4033 |
| 192 | 101.3675 |
| 193 | 101.4494 |
| 194 | 101.5187 |
| 195 | 101.5613 |
| 196 | 101.4301 |
| 197 | 101.4309 |
| 198 | 101.2979 |
| 199 | 101.3238 |
| 200 | 101.3498 |
| 201 | 101.479 |
| 202 | 101.539 |
| 203 | 101.4731 |
| 204 | 101.4694 |
| 205 | 101.4861 |
| 206 | 101.5151 |
| 207 | 101.4333 |
| 208 | 101.3514 |
| 209 | 101.483 |
| 210 | 101.4651 |
| 211 | 101.4416 |
| 212 | 101.3613 |
| 213 | 101.3712 |
| 214 | 101.2621 |
| 215 | 101.3152 |
| 216 | 101.2467 |
| 217 | 101.2056 |
| 218 | 101.1463 |
| 219 | 101.0856 |
| 220 | 101.1271 |
| 221 | 101.0947 |
| 222 | 101.1004 |
| 223 | 101.1416 |
| 224 | 101.2047 |
| 225 | 101.2513 |
| 226 | 101.0507 |
| 227 | 101.0231 |
| 228 | 101.0991 |
| 229 | 101.2172 |
| 230 | 101.1643 |
| 231 | 101.0169 |
| 232 | 100.9996 |
| 233 | 101.0046 |
| 234 | 101.1027 |
| 235 | 101.2175 |
| 236 | 101.2246 |
| 237 | 101.1814 |
| 238 | 101.1792 |
| 239 | 101.307 |
| 240 | 101.2667 |
| 241 | 101.314 |
| 242 | 101.1397 |
| 243 | 101.1265 |
| 244 | 101.2225 |
| 245 | 101.1199 |
| 246 | 101.2734 |
| 247 | 101.2557 |
| 248 | 101.2206 |
| 249 | 101.4274 |
| 250 | 101.4082 |
| 251 | 101.4746 |
| 252 | 101.4043 |
| 253 | 101.3907 |
| 254 | 101.3614 |
| 255 | 101.3758 |
| 256 | 101.4014 |
| 257 | 101.3606 |
| 258 | 101.4644 |
| 259 | 101.508 |
| 260 | 101.4645 |
| 261 | 101.4842 |
| 262 | 101.5043 |
| 263 | 101.5909 |
| 264 | 101.4931 |
| 265 | 101.4084 |
| 266 | 101.3633 |
| 267 | 101.2454 |
| 268 | 101.2796 |
| 269 | 101.1713 |
| 270 | 101.0645 |
| 271 | 101.172 |
| 272 | 101.1184 |
| 273 | 101.0581 |
| 274 | 101.1052 |
| 275 | 101.1064 |
| 276 | 100.9607 |
| 277 | 100.9283 |
| 278 | 101.0267 |
| 279 | 101.1879 |
| 280 | 101.1104 |
| 281 | 101.1578 |
| 282 | 101.1455 |
| 283 | 101.0662 |
| 284 | 101.0638 |
| 285 | 101.1235 |
| 286 | 101.1715 |
| 287 | 101.2931 |
| 288 | 101.2167 |
| 289 | 101.1067 |
| 290 | 101.1405 |
| 291 | 101.1184 |
| 292 | 101.0678 |
| 293 | 100.9391 |
| 294 | 100.9985 |
| 295 | 100.8519 |
| 296 | 100.6995 |
| 297 | 100.7112 |
| 298 | 100.5542 |
| 299 | 100.61 |
| 300 | 100.5956 |
| 301 | 100.5449 |
| 302 | 100.6265 |
| 303 | 100.673 |
| 304 | 100.645 |
| 305 | 100.5491 |
| 306 | 100.6302 |
| 307 | 100.7092 |
| 308 | 100.8841 |
| 309 | 101.0328 |
| 310 | 100.9581 |
| 311 | 100.8092 |
| 312 | 100.8168 |
| 313 | 100.7445 |
| 314 | 100.9355 |
| 315 | 100.8917 |
| 316 | 100.6337 |
| 317 | 100.5646 |
| 318 | 100.5951 |
| 319 | 100.4596 |
| 320 | 100.413 |
| 321 | 100.379 |
| 322 | 100.3762 |
| 323 | 100.2273 |
| 324 | 100.1095 |
| 325 | 99.9764 |
| 326 | 100.1676 |
| 327 | 100.1671 |
| 328 | 100.157 |
| 329 | 100.5008 |
| 330 | 100.3496 |
| 331 | 100.2104 |
| 332 | 100.3357 |
| 333 | 100.2977 |
| 334 | 100.3698 |
| 335 | 100.466 |
| 336 | 100.5644 |
| 337 | 100.5162 |
| 338 | 100.3955 |
| 339 | 100.3245 |
| 340 | 100.3128 |
| 341 | 100.2511 |
| 342 | 100.1581 |
| 343 | 100.2254 |
| 344 | 100.1862 |
| 345 | 100.0969 |
| 346 | 100.1492 |
| 347 | 100.1118 |
| 348 | 100.1391 |
| 349 | 100.01 |
| 350 | 100.011 |
| 351 | 99.9246 |
| 352 | 99.959 |
| 353 | 99.8598 |
| 354 | 99.8477 |
| 355 | 99.9419 |
| 356 | 99.9536 |
| 357 | 100.0121 |
| 358 | 100.0915 |
| 359 | 100.1359 |
| 360 | 100.2076 |
| 361 | 100.1255 |
| 362 | 100.1 |
| 363 | 100.178 |
| 364 | 100.2266 |
| 365 | 100.3176 |
| 366 | 100.2508 |
| +0.81% |
| 0.98 |
| 28 |
| 09.10 → 20.11 | Short | 75.0% | +1.13% | 0.94 | 28 |
| 07.10 → 20.11 | Short | 75.0% | +1.11% | 0.80 | 28 |
| 08.10 → 20.11 | Short | 75.0% | +1.11% | 0.83 | 28 |
| 11.10 → 20.11 | Short | 75.0% | +1.08% | 1.12 | 28 |
| 09.10 → 21.11 | Short | 75.0% | +0.99% | 0.90 | 28 |