Over 2018 to 2025 (8 years of data), 0386HKHKD has tended to move long between 11.07 and 31.08, closing higher in 87.5% of those years for an average +4.37% move and an annualized Sharpe of 1.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 31.08 | Long | 87.5% | +4.37% | 1.14 | 8 |
| 11.07 → 30.08 | Long | 87.5% | +4.07% | 1.07 | 8 |
| 11.07 → 01.09 | Long | 87.5% | +4.03% | 1.08 | 8 |
| 12.07 → 31.08 | Long | 87.5% | +3.75% | 1.11 | 8 |
| 11.07 → 02.09 | Long | 87.5% | +3.59% | 1.03 | 8 |
| 08.07 → 31.08 | Long | 87.5% | +3.58% | 1.12 | 8 |
| 12.07 → 30.08 | Long | 87.5% | +3.45% | 1.03 | 8 |
| 12.07 → 01.09 | Long | 87.5% | +3.41% | 1.04 | 8 |