Asia
Over 2017 to 2025 (9 years of data), SGDIDXSGD has tended to move long between 11.10 and 16.11, closing higher in 75.0% of those years for an average +3.16% move and an annualized Sharpe of 2.13.
Best window
11.10 - 16.11
Direction
Long
Win rate
75.0%
Avg return
+3.16%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.11 | Long | 75.0% | +3.16% | 2.13 | 8 |
| 12.10 → 16.11 | Long | 75.0% | +3.11% | 2.16 | 8 |
| 11.10 → 24.11 | Long | 75.0% |
| +2.93% |
| 1.26 |
| 8 |
| 12.10 → 24.11 | Long | 75.0% | +2.88% | 1.27 | 8 |
| 11.10 → 25.11 | Long | 75.0% | +2.83% | 1.28 | 8 |
| 12.10 → 25.11 | Long | 75.0% | +2.78% | 1.29 | 8 |
| 12.10 → 07.11 | Long | 75.0% | +2.10% | 2.72 | 8 |
| 11.10 → 08.11 | Long | 75.0% | +2.05% | 2.28 | 8 |