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EQUITIES HK HSI
Hang Seng Breakout
Longer-term breakout strategy on Hong Kong's main index. Enters on 8-week highs and holds as long as price stays above the 20-week average. Designed for Hong Kong's tendency to trend strongly once it starts moving....
Win Rate
53%
34 markets resolved
Backtest Return
19.8%
2-year backtest
Benchmark
16.4%
Hang Seng Buy-and-Hold
Alpha vs Benchmark
+3.4%
2-year period
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Buy on 8-week high breakout. Exit on weekly close below 20-week MA.
Longer-term breakout strategy on Hong Kong's main index. Enters on 8-week highs and holds as long as price stays above the 20-week average. Designed for Hong Kong's tendency to trend strongly once it starts moving.
Asset HSI
Benchmark Hang Seng Buy-and-Hold
Data Source Hong Kong Exchange
Resolution Every Friday 16:00 UTC
Protocol AEPP/1.0 · draft-agentir-aepp-02
breakoutHangSengHK