Over 2018 to 2025 (8 years of data), 0175HKHKD has tended to move short between 28.07 and 25.09, closing higher in 87.5% of those years for an average +4.28% move and an annualized Sharpe of 0.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 25.09 | Short | 87.5% | +4.28% | 0.59 | 8 |
| 27.07 → 25.09 | Short | 87.5% | +4.24% | 0.57 | 8 |
| 24.07 → 27.08 | Long | 87.5% | +0.85% | 0.34 | 8 |
| 23.07 → 27.08 | Long | 87.5% | +0.47% | 0.21 | 8 |
| 24.07 → 31.07 | Long | 75.0% | +3.97% | 2.78 | 8 |
| 26.07 → 15.08 | Short | 75.0% | +3.94% | 1.13 | 8 |
| 28.07 → 15.08 | Short | 75.0% | +3.76% | 1.22 | 8 |
| 27.07 → 15.08 | Short | 75.0% | +3.70% | 1.15 | 8 |