Over 2018 to 2025 (8 years of data), 0700HKHKD has tended to move short between 23.07 and 20.08, closing higher in 87.5% of those years for an average +5.03% move and an annualized Sharpe of 1.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 20.08 | Short | 87.5% | +5.03% | 1.70 | 8 |
| 23.07 → 19.08 | Short | 87.5% | +4.76% | 1.59 | 8 |
| 24.07 → 03.08 | Short | 87.5% | +4.70% | 4.42 | 8 |
| 23.07 → 21.08 | Short | 87.5% | +4.49% | 1.54 | 8 |
| 23.07 → 18.08 | Short | 87.5% | +4.35% | 1.61 | 8 |
| 23.07 → 09.09 | Short | 87.5% | +3.93% | 0.90 | 8 |
| 24.07 → 02.08 | Short | 87.5% | +3.83% | 3.92 | 8 |
| 23.07 → 10.09 | Short | 87.5% | +3.77% | 0.81 | 8 |