Over 2018 to 2025 (8 years of data), 0700HKHKD has tended to move short between 13.07 and 15.08, closing higher in 87.5% of those years for an average +6.77% move and an annualized Sharpe of 1.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 15.08 | Short | 87.5% | +6.77% | 1.78 | 8 |
| 13.07 → 17.08 | Short | 87.5% | +6.56% | 1.67 | 8 |
| 13.07 → 16.08 | Short | 87.5% | +6.54% | 1.65 | 8 |
| 12.07 → 15.08 | Short | 87.5% | +6.41% | 1.68 | 8 |
| 12.07 → 17.08 | Short | 87.5% | +6.22% | 1.60 | 8 |
| 12.07 → 16.08 | Short | 87.5% | +6.19% | 1.57 | 8 |
| 13.07 → 18.08 | Short | 87.5% | +6.15% | 1.44 | 8 |
| 13.07 → 20.08 | Short | 87.5% | +6.13% | 1.43 | 8 |