Over 2018 to 2025 (8 years of data), 0175HKHKD has tended to move short between 12.07 and 17.08, closing higher in 75.0% of those years for an average +4.33% move and an annualized Sharpe of 1.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 17.08 | Short | 75.0% | +4.33% | 1.09 | 8 |
| 13.07 → 25.08 | Short | 75.0% | +4.17% | 1.13 | 8 |
| 10.07 → 25.08 | Short | 75.0% | +3.64% | 0.80 | 8 |
| 10.07 → 17.08 | Short | 75.0% | +3.56% | 0.80 | 8 |
| 09.07 → 25.08 | Short | 75.0% | +3.40% | 0.71 | 8 |
| 11.07 → 25.08 | Short | 75.0% | +3.40% | 0.92 | 8 |
| 07.07 → 23.08 | Short | 75.0% | +3.34% | 0.64 | 8 |
| 07.07 → 25.08 | Short | 75.0% | +3.31% | 0.73 | 8 |