Over 2018 to 2025 (8 years of data), 0027HKHKD has tended to move short between 17.08 and 15.10, closing higher in 75.0% of those years for an average +8.22% move and an annualized Sharpe of 1.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 15.10 | Short | 75.0% | +8.22% | 1.50 | 8 |
| 17.08 → 16.10 | Short | 75.0% | +8.12% | 1.68 | 8 |
| 18.08 → 17.10 | Short | 75.0% | +7.54% | 1.75 | 8 |
| 17.08 → 14.10 | Short | 75.0% | +7.47% | 1.27 | 8 |
| 18.08 → 15.10 | Short | 75.0% | +7.41% | 1.45 | 8 |
| 18.08 → 16.10 | Short | 75.0% | +7.29% | 1.64 | 8 |
| 18.08 → 14.10 | Short | 75.0% | +6.66% | 1.20 | 8 |
| 17.08 → 13.10 | Short | 75.0% | +6.39% | 1.12 | 8 |