Over 2018 to 2025 (8 years of data), 0883HKHKD has tended to move short between 24.07 and 03.08, closing higher in 100.0% of those years for an average +3.94% move and an annualized Sharpe of 7.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 03.08 | Short | 100.0% | +3.94% | 7.29 | 8 |
| 25.07 → 03.08 | Short | 100.0% | +3.92% | 7.72 | 8 |
| 28.07 → 03.08 | Short | 100.0% | +3.84% | 12.28 | 8 |
| 26.07 → 03.08 | Short | 100.0% | +3.72% | 10.33 | 8 |
| 27.07 → 03.08 | Short | 100.0% | +3.55% | 10.22 | 8 |
| 28.07 → 04.08 | Short | 100.0% | +3.16% | 8.97 | 8 |
| 27.07 → 04.08 | Short | 100.0% | +2.88% | 7.70 | 8 |
| 23.07 → 03.08 | Short | 87.5% | +3.41% | 4.98 | 8 |