

Over 1986 to 2025 (40 years of data), USDHKD has tended to move short between 23.07 and 20.09, closing higher in 73.7% of those years for an average +0.08% move and an annualized Sharpe of 0.89.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0117 |
| 3 | 100.0014 |
| 4 | 100.0074 |
| 5 | 100.0125 |
| 6 | 100.0145 |
| 7 | 100.0113 |
| 8 | 100.0213 |
| 9 | 100.0316 |
| 10 | 100.0363 |
| 11 | 100.044 |
| 12 | 100.0315 |
| 13 | 100.0327 |
| 14 | 100.0438 |
| 15 | 100.0461 |
| 16 | 100.0486 |
| 17 | 100.0511 |
| 18 | 100.057 |
| 19 | 100.0614 |
| 20 | 100.0582 |
| 21 | 100.0635 |
| 22 | 100.0543 |
| 23 | 100.0607 |
| 24 | 100.0636 |
| 25 | 100.0617 |
| 26 | 100.0629 |
| 27 | 100.0649 |
| 28 | 100.0634 |
| 29 | 100.0608 |
| 30 | 100.0638 |
| 31 | 100.0657 |
| 32 | 100.0617 |
| 33 | 100.0695 |
| 34 | 100.0656 |
| 35 | 100.066 |
| 36 | 100.0643 |
| 37 | 100.0643 |
| 38 | 100.0662 |
| 39 | 100.0794 |
| 40 | 100.0782 |
| 41 | 100.0774 |
| 42 | 100.0777 |
| 43 | 100.0816 |
| 44 | 100.0846 |
| 45 | 100.0784 |
| 46 | 100.0704 |
| 47 | 100.0757 |
| 48 | 100.0702 |
| 49 | 100.0711 |
| 50 | 100.0696 |
| 51 | 100.0646 |
| 52 | 100.0703 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 20.09 | Short | 73.7% | +0.08% | 0.89 | 38 |
| 27.07 → 07.08 | Long | 72.5% | +0.02% | 0.93 | 40 |
| 28.07 → 07.08 | Long | 72.5% | +0.01% | 0.88 | 40 |
| 22.07 → 20.09 | Short | 71.8% | +0.08% | 0.85 | 39 |
| 23.07 → 21.09 | Short | 69.2% | +0.09% | 0.95 | 39 |
| 24.07 → 20.09 | Short | 69.2% | +0.08% | 0.84 | 39 |
| 22.07 → 15.09 | Short | 68.4% |
| 53 |
|---|
| 100.0703 |
| 54 | 100.0753 |
|---|
| 55 | 100.083 |
|---|
| 56 | 100.0854 |
|---|
| 57 | 100.0863 |
|---|
| 58 | 100.0856 |
|---|
| 59 | 100.0826 |
|---|
| 60 | 100.0848 |
|---|
| 61 | 100.0866 |
|---|
| 62 | 100.084 |
|---|
| 63 | 100.0807 |
|---|
| 64 | 100.078 |
|---|
| 65 | 100.0794 |
|---|
| 66 | 100.0816 |
|---|
| 67 | 100.0853 |
|---|
| 68 | 100.08 |
|---|
| 69 | 100.0818 |
|---|
| 70 | 100.0886 |
|---|
| 71 | 100.0855 |
|---|
| 72 | 100.0855 |
|---|
| 73 | 100.0895 |
|---|
| 74 | 100.0908 |
|---|
| 75 | 100.0885 |
|---|
| 76 | 100.0835 |
|---|
| 77 | 100.077 |
|---|
| 78 | 100.0791 |
|---|
| 79 | 100.0805 |
|---|
| 80 | 100.0749 |
|---|
| 81 | 100.0767 |
|---|
| 82 | 100.0787 |
|---|
| 83 | 100.0781 |
|---|
| 84 | 100.0829 |
|---|
| 85 | 100.086 |
|---|
| 86 | 100.0897 |
|---|
| 87 | 100.0891 |
|---|
| 88 | 100.0917 |
|---|
| 89 | 100.0895 |
|---|
| 90 | 100.0908 |
|---|
| 91 | 100.0911 |
|---|
| 92 | 100.0885 |
|---|
| 93 | 100.0922 |
|---|
| 94 | 100.0922 |
|---|
| 95 | 100.0919 |
|---|
| 96 | 100.0912 |
|---|
| 97 | 100.0905 |
|---|
| 98 | 100.0863 |
|---|
| 99 | 100.0818 |
|---|
| 100 | 100.0751 |
|---|
| 101 | 100.0749 |
|---|
| 102 | 100.0744 |
|---|
| 103 | 100.0801 |
|---|
| 104 | 100.0789 |
|---|
| 105 | 100.0776 |
|---|
| 106 | 100.0798 |
|---|
| 107 | 100.0827 |
|---|
| 108 | 100.0816 |
|---|
| 109 | 100.0817 |
|---|
| 110 | 100.0815 |
|---|
| 111 | 100.0788 |
|---|
| 112 | 100.0813 |
|---|
| 113 | 100.0805 |
|---|
| 114 | 100.0821 |
|---|
| 115 | 100.0832 |
|---|
| 116 | 100.0801 |
|---|
| 117 | 100.084 |
|---|
| 118 | 100.0851 |
|---|
| 119 | 100.0844 |
|---|
| 120 | 100.0846 |
|---|
| 121 | 100.0869 |
|---|
| 122 | 100.085 |
|---|
| 123 | 100.0789 |
|---|
| 124 | 100.0834 |
|---|
| 125 | 100.0846 |
|---|
| 126 | 100.0869 |
|---|
| 127 | 100.093 |
|---|
| 128 | 100.0991 |
|---|
| 129 | 100.0976 |
|---|
| 130 | 100.0984 |
|---|
| 131 | 100.1003 |
|---|
| 132 | 100.1069 |
|---|
| 133 | 100.1113 |
|---|
| 134 | 100.1079 |
|---|
| 135 | 100.1057 |
|---|
| 136 | 100.113 |
|---|
| 137 | 100.1112 |
|---|
| 138 | 100.1083 |
|---|
| 139 | 100.1075 |
|---|
| 140 | 100.1065 |
|---|
| 141 | 100.1074 |
|---|
| 142 | 100.1127 |
|---|
| 143 | 100.1237 |
|---|
| 144 | 100.1124 |
|---|
| 145 | 100.1205 |
|---|
| 146 | 100.1169 |
|---|
| 147 | 100.108 |
|---|
| 148 | 100.106 |
|---|
| 149 | 100.1019 |
|---|
| 150 | 100.1012 |
|---|
| 151 | 100.1017 |
|---|
| 152 | 100.1049 |
|---|
| 153 | 100.1015 |
|---|
| 154 | 100.1031 |
|---|
| 155 | 100.1029 |
|---|
| 156 | 100.1023 |
|---|
| 157 | 100.1068 |
|---|
| 158 | 100.1117 |
|---|
| 159 | 100.1137 |
|---|
| 160 | 100.1133 |
|---|
| 161 | 100.1059 |
|---|
| 162 | 100.1062 |
|---|
| 163 | 100.1037 |
|---|
| 164 | 100.1038 |
|---|
| 165 | 100.1024 |
|---|
| 166 | 100.0995 |
|---|
| 167 | 100.105 |
|---|
| 168 | 100.0986 |
|---|
| 169 | 100.0958 |
|---|
| 170 | 100.0914 |
|---|
| 171 | 100.08 |
|---|
| 172 | 100.0799 |
|---|
| 173 | 100.0854 |
|---|
| 174 | 100.0949 |
|---|
| 175 | 100.0955 |
|---|
| 176 | 100.0986 |
|---|
| 177 | 100.1017 |
|---|
| 178 | 100.1021 |
|---|
| 179 | 100.1029 |
|---|
| 180 | 100.1058 |
|---|
| 181 | 100.1068 |
|---|
| 182 | 100.1164 |
|---|
| 183 | 100.114 |
|---|
| 184 | 100.1111 |
|---|
| 185 | 100.1004 |
|---|
| 186 | 100.1026 |
|---|
| 187 | 100.1103 |
|---|
| 188 | 100.1135 |
|---|
| 189 | 100.1116 |
|---|
| 190 | 100.1052 |
|---|
| 191 | 100.1122 |
|---|
| 192 | 100.1236 |
|---|
| 193 | 100.1338 |
|---|
| 194 | 100.127 |
|---|
| 195 | 100.1197 |
|---|
| 196 | 100.1184 |
|---|
| 197 | 100.1156 |
|---|
| 198 | 100.1153 |
|---|
| 199 | 100.1135 |
|---|
| 200 | 100.1116 |
|---|
| 201 | 100.1143 |
|---|
| 202 | 100.1082 |
|---|
| 203 | 100.1117 |
|---|
| 204 | 100.1063 |
|---|
| 205 | 100.1037 |
|---|
| 206 | 100.1062 |
|---|
| 207 | 100.1083 |
|---|
| 208 | 100.1086 |
|---|
| 209 | 100.1026 |
|---|
| 210 | 100.1022 |
|---|
| 211 | 100.1069 |
|---|
| 212 | 100.1132 |
|---|
| 213 | 100.1138 |
|---|
| 214 | 100.1239 |
|---|
| 215 | 100.1252 |
|---|
| 216 | 100.1292 |
|---|
| 217 | 100.1333 |
|---|
| 218 | 100.1247 |
|---|
| 219 | 100.1274 |
|---|
| 220 | 100.1291 |
|---|
| 221 | 100.1315 |
|---|
| 222 | 100.1332 |
|---|
| 223 | 100.1309 |
|---|
| 224 | 100.1323 |
|---|
| 225 | 100.1305 |
|---|
| 226 | 100.1281 |
|---|
| 227 | 100.1231 |
|---|
| 228 | 100.133 |
|---|
| 229 | 100.1328 |
|---|
| 230 | 100.1255 |
|---|
| 231 | 100.1182 |
|---|
| 232 | 100.1245 |
|---|
| 233 | 100.1248 |
|---|
| 234 | 100.1277 |
|---|
| 235 | 100.1325 |
|---|
| 236 | 100.124 |
|---|
| 237 | 100.1247 |
|---|
| 238 | 100.1215 |
|---|
| 239 | 100.12 |
|---|
| 240 | 100.1235 |
|---|
| 241 | 100.1218 |
|---|
| 242 | 100.1194 |
|---|
| 243 | 100.1129 |
|---|
| 244 | 100.1074 |
|---|
| 245 | 100.1102 |
|---|
| 246 | 100.108 |
|---|
| 247 | 100.096 |
|---|
| 248 | 100.0948 |
|---|
| 249 | 100.0948 |
|---|
| 250 | 100.0943 |
|---|
| 251 | 100.0927 |
|---|
| 252 | 100.0816 |
|---|
| 253 | 100.0807 |
|---|
| 254 | 100.0813 |
|---|
| 255 | 100.0689 |
|---|
| 256 | 100.0696 |
|---|
| 257 | 100.0684 |
|---|
| 258 | 100.0644 |
|---|
| 259 | 100.0595 |
|---|
| 260 | 100.0529 |
|---|
| 261 | 100.0565 |
|---|
| 262 | 100.0516 |
|---|
| 263 | 100.054 |
|---|
| 264 | 100.0385 |
|---|
| 265 | 100.0207 |
|---|
| 266 | 100.019 |
|---|
| 267 | 100.0185 |
|---|
| 268 | 100.0167 |
|---|
| 269 | 100.0162 |
|---|
| 270 | 100.0126 |
|---|
| 271 | 100.0237 |
|---|
| 272 | 100.0285 |
|---|
| 273 | 100.0161 |
|---|
| 274 | 100.0058 |
|---|
| 275 | 100.0069 |
|---|
| 276 | 99.9943 |
|---|
| 277 | 99.9892 |
|---|
| 278 | 99.9847 |
|---|
| 279 | 99.9837 |
|---|
| 280 | 99.9827 |
|---|
| 281 | 99.9936 |
|---|
| 282 | 99.9969 |
|---|
| 283 | 99.9913 |
|---|
| 284 | 99.9869 |
|---|
| 285 | 99.9871 |
|---|
| 286 | 99.9848 |
|---|
| 287 | 99.9886 |
|---|
| 288 | 99.9874 |
|---|
| 289 | 99.9825 |
|---|
| 290 | 99.9855 |
|---|
| 291 | 99.9858 |
|---|
| 292 | 99.9849 |
|---|
| 293 | 99.9938 |
|---|
| 294 | 99.9943 |
|---|
| 295 | 99.9956 |
|---|
| 296 | 99.991 |
|---|
| 297 | 99.985 |
|---|
| 298 | 99.982 |
|---|
| 299 | 99.9745 |
|---|
| 300 | 99.9764 |
|---|
| 301 | 99.9774 |
|---|
| 302 | 99.9805 |
|---|
| 303 | 99.9776 |
|---|
| 304 | 99.982 |
|---|
| 305 | 99.979 |
|---|
| 306 | 99.9739 |
|---|
| 307 | 99.9764 |
|---|
| 308 | 99.9786 |
|---|
| 309 | 99.9786 |
|---|
| 310 | 99.9775 |
|---|
| 311 | 99.9767 |
|---|
| 312 | 99.9758 |
|---|
| 313 | 99.9852 |
|---|
| 314 | 99.9763 |
|---|
| 315 | 99.9801 |
|---|
| 316 | 99.9869 |
|---|
| 317 | 99.98 |
|---|
| 318 | 99.9847 |
|---|
| 319 | 99.9778 |
|---|
| 320 | 99.9813 |
|---|
| 321 | 99.9875 |
|---|
| 322 | 99.9865 |
|---|
| 323 | 99.9892 |
|---|
| 324 | 99.9841 |
|---|
| 325 | 99.9738 |
|---|
| 326 | 99.9796 |
|---|
| 327 | 99.9794 |
|---|
| 328 | 99.9759 |
|---|
| 329 | 99.976 |
|---|
| 330 | 99.978 |
|---|
| 331 | 99.9753 |
|---|
| 332 | 99.9819 |
|---|
| 333 | 99.99 |
|---|
| 334 | 99.9853 |
|---|
| 335 | 99.9793 |
|---|
| 336 | 99.9864 |
|---|
| 337 | 99.9841 |
|---|
| 338 | 99.9807 |
|---|
| 339 | 99.9788 |
|---|
| 340 | 99.9782 |
|---|
| 341 | 99.9835 |
|---|
| 342 | 99.9816 |
|---|
| 343 | 99.9874 |
|---|
| 344 | 99.9891 |
|---|
| 345 | 99.9863 |
|---|
| 346 | 99.9817 |
|---|
| 347 | 99.9821 |
|---|
| 348 | 99.9846 |
|---|
| 349 | 99.9835 |
|---|
| 350 | 99.987 |
|---|
| 351 | 99.9861 |
|---|
| 352 | 99.9872 |
|---|
| 353 | 99.9965 |
|---|
| 354 | 100.002 |
|---|
| 355 | 100.0033 |
|---|
| 356 | 100.0031 |
|---|
| 357 | 99.9985 |
|---|
| 358 | 100.0042 |
|---|
| 359 | 100.0019 |
|---|
| 360 | 99.9993 |
|---|
| 361 | 99.9977 |
|---|
| 362 | 99.9955 |
|---|
| 363 | 99.9918 |
|---|
| 364 | 100.0003 |
|---|
| 365 | 99.9894 |
|---|
| 366 | 99.99 |
|---|
| +0.06% |
| 0.83 |
| 38 |
| 27.07 → 13.08 | Long | 67.6% | +0.02% | 0.97 | 37 |