Asia
Over 2017 to 2025 (9 years of data), CHIIDXUSD has tended to move long between 17.09 and 07.11, closing higher in 77.8% of those years for an average +5.38% move and an annualized Sharpe of 1.57.
Best window
17.09 - 07.11
Direction
Long
Win rate
77.8%
Avg return
+5.38%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 07.11 | Long | 77.8% | +5.38% | 1.57 | 9 |
| 18.09 → 07.11 | Long | 77.8% | +5.38% | 1.60 | 9 |
| 19.09 → 07.11 | Long | 77.8% |
| +4.85% |
| 1.43 |
| 9 |
| 16.09 → 07.11 | Long | 77.8% | +4.80% | 1.35 | 9 |
| 15.09 → 07.11 | Long | 77.8% | +4.65% | 1.26 | 9 |
| 18.09 → 05.11 | Long | 77.8% | +4.62% | 1.65 | 9 |
| 17.09 → 05.11 | Long | 77.8% | +4.61% | 1.61 | 9 |
| 20.09 → 07.11 | Long | 77.8% | +4.61% | 1.38 | 9 |