

Forex currencies
Over 1999 to 2025 (27 years of data), EURHKD has tended to move short between 12.10 and 12.11, closing higher in 74.1% of those years for an average +0.78% move and an annualized Sharpe of 0.79.
Best window
12.10 - 12.11
Direction
Short
Win rate
74.1%
Avg return
+0.78%
Sample
27 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 12.11 | Short | 74.1% | +0.78% | 0.79 | 27 |
| 11.10 → 12.11 | Short | 70.4% | +0.80% | 0.78 | 27 |
| 12.10 → 11.11 | Short | 70.4% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.7847 |
| 3 | 99.6968 |
| 4 | 99.7674 |
| 5 | 99.4883 |
| 6 | 99.4451 |
| 7 | 99.4727 |
| 8 | 99.4272 |
| 9 | 99.4085 |
| 10 | 99.5338 |
| 11 | 99.593 |
| 12 | 99.7562 |
| 13 | 99.7945 |
| 14 | 99.8354 |
| 15 | 99.6342 |
| 16 | 99.5427 |
| 17 | 99.4855 |
| 18 | 99.5407 |
| 19 | 99.5588 |
| 20 | 99.4675 |
| 21 | 99.58 |
| 22 | 99.499 |
| 23 | 99.6572 |
| 24 | 99.7391 |
| 25 | 99.7535 |
| 26 | 99.8062 |
| 27 | 99.7988 |
| 28 | 99.7144 |
| 29 | 99.5754 |
| 30 | 99.502 |
| 31 | 99.6516 |
| 32 | 99.823 |
| 33 | 99.705 |
| 34 | 99.8554 |
| 35 | 99.6347 |
| 36 | 99.5407 |
| 37 | 99.4463 |
| 38 | 99.2873 |
| 39 | 99.3343 |
| 40 | 99.4747 |
| 41 | 99.29 |
| 42 | 99.2459 |
| 43 | 99.285 |
| 44 | 99.2783 |
| 45 | 99.3245 |
| 46 | 99.3033 |
| 47 | 99.3726 |
| 48 | 99.2284 |
| 49 | 99.1696 |
| 50 | 99.3368 |
| 51 | 99.3637 |
| 52 | 99.3098 |
| 53 | 99.2705 |
| 54 | 99.2549 |
| 55 | 99.3005 |
| 56 | 99.2714 |
| 57 | 99.2319 |
| 58 | 99.2322 |
| 59 | 99.3267 |
| 60 | 99.1074 |
| 61 | 99.2216 |
| 62 | 99.3266 |
| 63 | 99.2974 |
| 64 | 99.2793 |
| 65 | 99.3601 |
| 66 | 99.3182 |
| 67 | 99.2536 |
| 68 | 99.3974 |
| 69 | 99.3894 |
| 70 | 99.4432 |
| 71 | 99.5718 |
| 72 | 99.6005 |
| 73 | 99.6531 |
| 74 | 99.5638 |
| 75 | 99.7848 |
| 76 | 100.0078 |
| 77 | 100.2479 |
| 78 | 100.0661 |
| 79 | 99.9681 |
| 80 | 99.9949 |
| 81 | 99.9782 |
| 82 | 99.8272 |
| 83 | 99.7582 |
| 84 | 99.7113 |
| 85 | 99.8676 |
| 86 | 99.8977 |
| 87 | 99.8919 |
| 88 | 99.9461 |
| 89 | 99.9869 |
| 90 | 99.884 |
| 91 | 99.977 |
| 92 | 99.9997 |
| 93 | 100.1338 |
| 94 | 100.1465 |
| 95 | 100.1521 |
| 96 | 100.0119 |
| 97 | 99.7971 |
| 98 | 99.9562 |
| 99 | 99.9426 |
| 100 | 100.1878 |
| 101 | 100.2721 |
| 102 | 100.3031 |
| 103 | 100.4006 |
| 104 | 100.2417 |
| 105 | 100.2007 |
| 106 | 100.2508 |
| 107 | 100.2603 |
| 108 | 100.3188 |
| 109 | 100.3243 |
| 110 | 100.3079 |
| 111 | 100.3611 |
| 112 | 100.2562 |
| 113 | 100.388 |
| 114 | 100.5126 |
| 115 | 100.3943 |
| 116 | 100.4304 |
| 117 | 100.2911 |
| 118 | 100.5144 |
| 119 | 100.6846 |
| 120 | 100.7358 |
| 121 | 100.6612 |
| 122 | 100.6348 |
| 123 | 100.6411 |
| 124 | 100.68 |
| 125 | 100.4166 |
| 126 | 100.339 |
| 127 | 100.3255 |
| 128 | 100.3108 |
| 129 | 100.2648 |
| 130 | 100.2148 |
| 131 | 100.0584 |
| 132 | 100.027 |
| 133 | 100.0251 |
| 134 | 99.9518 |
| 135 | 99.8055 |
| 136 | 99.8764 |
| 137 | 99.9114 |
| 138 | 99.7874 |
| 139 | 99.9704 |
| 140 | 100.0544 |
| 141 | 100.1887 |
| 142 | 100.1854 |
| 143 | 100.0553 |
| 144 | 100.014 |
| 145 | 99.9348 |
| 146 | 99.8235 |
| 147 | 99.9421 |
| 148 | 99.816 |
| 149 | 99.9203 |
| 150 | 100.0388 |
| 151 | 100.037 |
| 152 | 99.9677 |
| 153 | 100.3344 |
| 154 | 100.3572 |
| 155 | 100.4097 |
| 156 | 100.4312 |
| 157 | 100.4213 |
| 158 | 100.5655 |
| 159 | 100.502 |
| 160 | 100.4516 |
| 161 | 100.3014 |
| 162 | 100.3133 |
| 163 | 100.1787 |
| 164 | 100.1939 |
| 165 | 100.0876 |
| 166 | 100.0405 |
| 167 | 100.158 |
| 168 | 100.2336 |
| 169 | 100.2764 |
| 170 | 100.1284 |
| 171 | 100.2051 |
| 172 | 100.2898 |
| 173 | 100.1311 |
| 174 | 100.197 |
| 175 | 100.1815 |
| 176 | 100.1523 |
| 177 | 100.1173 |
| 178 | 100.2449 |
| 179 | 100.087 |
| 180 | 100.3166 |
| 181 | 100.489 |
| 182 | 100.5651 |
| 183 | 100.546 |
| 184 | 100.5353 |
| 185 | 100.394 |
| 186 | 100.121 |
| 187 | 100.155 |
| 188 | 100.1194 |
| 189 | 100.1421 |
| 190 | 100.1545 |
| 191 | 100.2994 |
| 192 | 100.2001 |
| 193 | 100.2564 |
| 194 | 100.3321 |
| 195 | 100.3699 |
| 196 | 100.4341 |
| 197 | 100.4319 |
| 198 | 100.2719 |
| 199 | 100.3925 |
| 200 | 100.4643 |
| 201 | 100.5315 |
| 202 | 100.6188 |
| 203 | 100.7267 |
| 204 | 100.6352 |
| 205 | 100.5202 |
| 206 | 100.5065 |
| 207 | 100.6678 |
| 208 | 100.6892 |
| 209 | 100.7286 |
| 210 | 100.692 |
| 211 | 100.6918 |
| 212 | 100.7406 |
| 213 | 100.7836 |
| 214 | 100.7181 |
| 215 | 100.9273 |
| 216 | 100.877 |
| 217 | 100.994 |
| 218 | 101.0243 |
| 219 | 100.9458 |
| 220 | 100.8288 |
| 221 | 100.6794 |
| 222 | 100.5437 |
| 223 | 100.435 |
| 224 | 100.4451 |
| 225 | 100.4557 |
| 226 | 100.3424 |
| 227 | 100.3417 |
| 228 | 100.3011 |
| 229 | 100.3911 |
| 230 | 100.2622 |
| 231 | 100.3426 |
| 232 | 100.4276 |
| 233 | 100.5879 |
| 234 | 100.5925 |
| 235 | 100.6625 |
| 236 | 100.7681 |
| 237 | 100.7335 |
| 238 | 100.659 |
| 239 | 100.6486 |
| 240 | 100.6088 |
| 241 | 100.6979 |
| 242 | 100.5374 |
| 243 | 100.4129 |
| 244 | 100.3937 |
| 245 | 100.3032 |
| 246 | 100.2427 |
| 247 | 100.1812 |
| 248 | 100.0749 |
| 249 | 100.075 |
| 250 | 100.1243 |
| 251 | 100.2162 |
| 252 | 100.0984 |
| 253 | 100.0938 |
| 254 | 100.0638 |
| 255 | 100.2701 |
| 256 | 100.3751 |
| 257 | 100.4213 |
| 258 | 100.6118 |
| 259 | 100.5867 |
| 260 | 100.5334 |
| 261 | 100.6536 |
| 262 | 100.5456 |
| 263 | 100.6403 |
| 264 | 100.5536 |
| 265 | 100.5874 |
| 266 | 100.568 |
| 267 | 100.4365 |
| 268 | 100.3901 |
| 269 | 100.1937 |
| 270 | 100.1235 |
| 271 | 100.2671 |
| 272 | 100.35 |
| 273 | 100.1586 |
| 274 | 100.0491 |
| 275 | 99.9853 |
| 276 | 99.7627 |
| 277 | 99.858 |
| 278 | 99.8907 |
| 279 | 99.9477 |
| 280 | 99.7808 |
| 281 | 99.8554 |
| 282 | 99.8508 |
| 283 | 99.9293 |
| 284 | 99.8681 |
| 285 | 99.8695 |
| 286 | 100.0136 |
| 287 | 100.09 |
| 288 | 100.0635 |
| 289 | 100.0209 |
| 290 | 100.0992 |
| 291 | 100.1108 |
| 292 | 100.0978 |
| 293 | 100.2176 |
| 294 | 100.21 |
| 295 | 99.8774 |
| 296 | 99.7624 |
| 297 | 99.7582 |
| 298 | 99.7201 |
| 299 | 99.6761 |
| 300 | 99.6955 |
| 301 | 99.5665 |
| 302 | 99.7223 |
| 303 | 99.7257 |
| 304 | 99.4676 |
| 305 | 99.348 |
| 306 | 99.4233 |
| 307 | 99.4239 |
| 308 | 99.5715 |
| 309 | 99.6011 |
| 310 | 99.5658 |
| 311 | 99.4491 |
| 312 | 99.4043 |
| 313 | 99.2632 |
| 314 | 99.2777 |
| 315 | 99.345 |
| 316 | 99.1145 |
| 317 | 99.1865 |
| 318 | 99.3866 |
| 319 | 99.1586 |
| 320 | 99.168 |
| 321 | 99.0825 |
| 322 | 99.2464 |
| 323 | 99.2322 |
| 324 | 99.1282 |
| 325 | 98.995 |
| 326 | 99.1214 |
| 327 | 99.0149 |
| 328 | 99.1105 |
| 329 | 99.303 |
| 330 | 99.3717 |
| 331 | 99.3141 |
| 332 | 99.4203 |
| 333 | 99.2356 |
| 334 | 99.275 |
| 335 | 99.4139 |
| 336 | 99.4423 |
| 337 | 99.7014 |
| 338 | 99.686 |
| 339 | 99.5381 |
| 340 | 99.5622 |
| 341 | 99.4833 |
| 342 | 99.4527 |
| 343 | 99.5571 |
| 344 | 99.5678 |
| 345 | 99.5865 |
| 346 | 99.7065 |
| 347 | 99.797 |
| 348 | 99.7181 |
| 349 | 99.5537 |
| 350 | 99.6225 |
| 351 | 99.609 |
| 352 | 99.7162 |
| 353 | 99.6835 |
| 354 | 99.5733 |
| 355 | 99.5548 |
| 356 | 99.6174 |
| 357 | 99.6355 |
| 358 | 99.6796 |
| 359 | 99.7072 |
| 360 | 99.7032 |
| 361 | 99.9608 |
| 362 | 99.9249 |
| 363 | 100.0185 |
| 364 | 100.1457 |
| 365 | 100.0852 |
| 366 | 99.6239 |
| +0.68% |
| 0.72 |
| 27 |
| 12.10 → 10.11 | Short | 70.4% | +0.67% | 0.80 | 27 |
| 12.10 → 15.11 | Short | 70.4% | +0.63% | 0.61 | 27 |
| 12.10 → 22.11 | Short | 70.4% | +0.61% | 0.51 | 27 |
| 12.10 → 23.11 | Short | 66.7% | +0.73% | 0.56 | 27 |
| 11.10 → 11.11 | Short | 66.7% | +0.71% | 0.71 | 27 |