Over 2018 to 2025 (8 years of data), 0027HKHKD has tended to move short between 08.07 and 02.08, closing higher in 87.5% of those years for an average +4.65% move and an annualized Sharpe of 1.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 02.08 | Short | 87.5% | +4.65% | 1.86 | 8 |
| 08.07 → 01.08 | Short | 87.5% | +3.85% | 1.93 | 8 |
| 08.07 → 31.07 | Short | 87.5% | +1.98% | 1.04 | 8 |
| 09.07 → 30.07 | Short | 87.5% | +1.62% | 0.87 | 8 |
| 08.07 → 29.07 | Short | 87.5% | +0.83% | 0.44 | 8 |
| 13.07 → 11.09 | Short | 75.0% | +6.31% | 0.94 | 8 |
| 13.07 → 10.09 | Short | 75.0% | +6.23% | 1.06 | 8 |
| 13.07 → 09.09 | Short | 75.0% | +5.96% | 1.13 | 8 |