Over 2018 to 2025 (8 years of data), 0291HKHKD has tended to move long between 11.07 and 23.07, closing higher in 100.0% of those years for an average +4.52% move and an annualized Sharpe of 4.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 23.07 | Long | 100.0% | +4.52% | 4.40 | 8 |
| 11.07 → 22.07 | Long | 100.0% | +4.02% | 8.23 | 8 |
| 11.07 → 21.07 | Long | 100.0% | +4.01% | 7.73 | 8 |
| 11.07 → 15.07 | Long | 100.0% | +3.74% | 10.08 | 8 |
| 09.07 → 17.07 | Long | 87.5% | +5.26% | 6.11 | 8 |
| 09.07 → 23.07 | Long | 87.5% | +5.01% | 4.63 | 8 |
| 08.07 → 23.07 | Long | 87.5% | +4.89% | 4.28 | 8 |
| 09.07 → 19.07 | Long | 87.5% | +4.84% | 5.65 | 8 |