Forex currencies
Over 1998 to 2025 (28 years of data), HKDJPY has tended to move long between 10.10 and 02.11, closing higher in 70.4% of those years for an average +0.61% move and an annualized Sharpe of 1.09.
Best window
10.10 - 02.11
Direction
Long
Win rate
70.4%
Avg return
+0.61%
Sample
27 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 02.11 | Long | 70.4% | +0.61% | 1.09 | 27 |
| 10.10 → 03.11 | Long | 70.4% | +0.58% | 1.03 | 27 |
| 11.10 → 01.11 | Long | 70.4% |
| +0.55% |
| 0.97 |
| 27 |
| 11.10 → 31.10 | Long | 70.4% | +0.50% | 0.99 | 27 |
| 12.10 → 02.11 | Long | 70.4% | +0.39% | 0.72 | 27 |
| 11.10 → 19.11 | Long | 67.9% | +0.79% | 0.59 | 28 |
| 11.10 → 30.11 | Long | 67.9% | +0.76% | 0.38 | 28 |
| 10.10 → 05.11 | Long | 67.9% | +0.59% | 0.97 | 28 |