Asia
Over 2017 to 2025 (9 years of data), CHIIDXUSD has tended to move long between 11.10 and 14.10, closing higher in 88.9% of those years for an average +1.02% move and an annualized Sharpe of 10.30.
Best window
11.10 - 14.10
Direction
Long
Win rate
88.9%
Avg return
+1.02%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 14.10 | Long | 88.9% | +1.02% | 10.30 | 9 |
| 10.10 → 09.12 | Long | 77.8% | +1.73% | 0.91 | 9 |
| 10.10 → 08.12 | Long | 77.8% |
| +1.44% |
| 0.74 |
| 9 |
| 09.10 → 17.10 | Short | 77.8% | +1.15% | 2.10 | 9 |
| 11.10 → 15.10 | Long | 77.8% | +0.91% | 4.71 | 9 |
| 11.10 → 22.10 | Long | 77.8% | +0.81% | 1.18 | 9 |
| 12.10 → 15.10 | Long | 77.8% | +0.65% | 3.51 | 9 |
| 09.10 → 16.10 | Short | 77.8% | +0.62% | 1.44 | 9 |