Over 2018 to 2025 (8 years of data), 0388HKHKD has tended to move short between 13.07 and 10.09, closing higher in 87.5% of those years for an average +5.48% move and an annualized Sharpe of 1.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 10.09 | Short | 87.5% | +5.48% | 1.80 | 8 |
| 08.07 → 12.07 | Long | 87.5% | +2.10% | 5.36 | 8 |
| 08.07 → 13.07 | Long | 87.5% | +2.10% | 5.08 | 8 |
| 13.07 → 11.09 | Short | 75.0% | +5.69% | 1.59 | 8 |
| 12.07 → 10.09 | Short | 75.0% | +5.28% | 1.62 | 8 |
| 13.07 → 20.08 | Short | 75.0% | +4.88% | 2.68 | 8 |
| 13.07 → 21.08 | Short | 75.0% | +4.77% | 2.22 | 8 |
| 12.07 → 20.08 | Short | 75.0% | +4.70% | 2.54 | 8 |