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 |
| 11.10 → 24.11 | Long | 75.0% | +2.93% | 1.26 | 8 |
| 11.10 → 25.11 | Long | 75.0% |
| +2.83% |
| 1.28 |
| 8 |
| 05.10 → 13.11 | Long | 75.0% | +2.15% | 1.18 | 8 |
| 05.10 → 12.11 | Long | 75.0% | +2.12% | 1.27 | 8 |
| 11.10 → 08.11 | Long | 75.0% | +2.05% | 2.28 | 8 |
| 05.10 → 11.11 | Long | 75.0% | +2.04% | 1.22 | 8 |
| 06.10 → 13.11 | Long | 75.0% | +2.04% | 1.15 | 8 |