Over 2018 to 2025 (8 years of data), 0883HKHKD has tended to move short between 12.07 and 16.07, closing higher in 87.5% of those years for an average +1.52% move and an annualized Sharpe of 8.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Short | 87.5% | +1.52% | 8.87 | 8 |
| 13.07 → 16.07 | Short | 87.5% | +1.35% | 10.58 | 8 |
| 10.07 → 16.07 | Short | 87.5% | +1.30% | 3.11 | 8 |
| 11.07 → 16.07 | Short | 87.5% | +1.29% | 4.12 | 8 |
| 07.07 → 04.08 | Short | 75.0% | +5.03% | 2.30 | 8 |
| 07.07 → 02.08 | Short | 75.0% | +4.94% | 2.41 | 8 |
| 07.07 → 03.08 | Short | 75.0% | +4.92% | 2.26 | 8 |
| 08.07 → 04.08 | Short | 75.0% | +4.60% | 2.42 | 8 |