Asia
Over 2013 to 2025 (13 years of data), HKGIDXHKD has tended to move long between 12.10 and 19.11, closing higher in 76.9% of those years for an average +1.16% move and an annualized Sharpe of 0.76.
Best window
12.10 - 19.11
Direction
Long
Win rate
76.9%
Avg return
+1.16%
Sample
13 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 19.11 | Long | 76.9% | +1.16% | 0.76 | 13 |
| 08.10 → 25.10 | Short | 69.2% | +1.79% | 1.35 | 13 |
| 12.10 → 17.11 | Long | 69.2% |
| +1.69% |
| 0.97 |
| 13 |
| 08.10 → 26.10 | Short | 69.2% | +1.60% | 1.29 | 13 |
| 12.10 → 16.11 | Long | 69.2% | +1.53% | 0.89 | 13 |
| 07.10 → 25.10 | Short | 69.2% | +1.48% | 0.93 | 13 |
| 12.10 → 25.11 | Long | 69.2% | +1.43% | 0.73 | 13 |
| 11.10 → 17.11 | Long | 69.2% | +1.38% | 0.78 | 13 |