Strategy return autocorrelation
Do strategy returns tend to persist or reverse?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- 0.61
- Period average
- 0.7
- Period high
- 0.81
- Period low
- 0.55
Strategy return autocorrelation
Autocorrelation (-1 to 1) (Line)
Benchmark / after-cost return (%)
Benchmark / after-cost return (%) (Bar)
Event detail and data date
Autocorrelation (-1 to 1) and Benchmark / after-cost return (%) (Table)
Sample data rows
| Trading day/observation period | Autocorrelation (-1 to 1) | Benchmark / after-cost return (%) | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 0.77 | 2.27 | 2025-10-16 |
| 2025-11-03 | 0.79 | 18.18 | 2025-11-03 |
| 2025-11-17 | 0.73 | 8.92 | 2025-11-17 |
| 2025-12-03 | 0.76 | 4.27 | 2025-12-03 |
| 2025-12-19 | 0.8 | 8.13 | 2025-12-19 |
| 2026-01-02 | 0.8 | 3.48 | 2026-01-02 |
| 2026-01-20 | 0.75 | 11.62 | 2026-01-20 |
| 2026-02-05 | 0.76 | 19.35 | 2026-02-05 |
| 2026-02-23 | 0.75 | 3.52 | 2026-02-23 |
| 2026-03-09 | 0.68 | 4.05 | 2026-03-09 |
| 2026-03-25 | 0.7 | 3.86 | 2026-03-25 |
| 2026-04-10 | 0.67 | 2.37 | 2026-04-10 |
| 2026-04-24 | 0.58 | 30.1 | 2026-04-24 |
| 2026-05-12 | 0.6 | 6.77 | 2026-05-12 |
| 2026-05-28 | 0.65 | 13.81 | 2026-05-28 |
| 2026-06-11 | 0.67 | 22.71 | 2026-06-11 |
| 2026-06-29 | 0.6 | 4.76 | 2026-06-29 |
| 2026-07-15 | 0.66 | 3.4 | 2026-07-15 |
| 2026-07-31 | 0.72 | 28.16 | 2026-07-31 |
| 2026-08-14 | 0.66 | 8.01 | 2026-08-14 |
| 2026-09-01 | 0.69 | 6.46 | 2026-09-01 |
| 2026-09-17 | 0.7 | 5.66 | 2026-09-17 |
| 2026-10-01 | 0.71 | 2.6 | 2026-10-01 |
| 2026-10-16 | 0.61 | 5.15 | 2026-10-16 |