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MarketSightAI
Sector: Index Futures
54 FUTURES VARIETY ALPHA PROFILE • 15:00 PHYSICAL CLOSE ALIGNED

CFFEX.IH · SSE 50 Index Futures 10-Year Price Action Profile

Empirically profiled across 10 years of continuous contracts: CFFEX.IH (SSE 50 Index Futures) in the Index Futures sector achieves its highest win rate with Deep 4-Leg Bull Pullback (H4) (46.2% Win Rate) and highest profit efficiency with Deep 4-Leg Bull Pullback (H4) (Profit Factor 2.04, Payoff Ratio 2.37:1).

📐 Top Synergistic Price Action Setups for CFFEX.IH (SSE 50 Index Futures)

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Peer Varieties in the "Index Futures" Sector

10-Year Quantitative FAQ: CFFEX.IH (SSE 50 Index Futures)

Q1: What is the highest win-rate Price Action setup for CFFEX.IH (SSE 50 Index Futures)?

Across 10 years of continuous contracts, the highest win-rate setup on CFFEX.IH (SSE 50 Index Futures) is Deep 4-Leg Bull Pullback (H4) (pa-pullback-high4), achieving a 46.2% win rate and 2.04 profit factor.

Q2: Which setup delivers the highest Profit Factor and cumulative expectancy on CFFEX.IH?

The highest Profit Factor setup is Deep 4-Leg Bull Pullback (H4) (PF 2.04, Payoff 2.37:1), while the top cumulative PnL setup is Three-Pushes Wedge Reversal (Expectancy +0.56R, Half-Kelly 11.8%).

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