Over 2018 to 2025 (8 years of data), 0939HKHKD has tended to move short between 07.07 and 05.08, closing higher in 100.0% of those years for an average +4.86% move and an annualized Sharpe of 4.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 05.08 | Short | 100.0% | +4.86% | 4.55 | 8 |
| 07.07 → 06.08 | Short | 100.0% | +4.57% | 3.62 | 8 |
| 12.07 → 02.08 | Short | 100.0% | +4.37% | 5.51 | 8 |
| 12.07 → 03.08 | Short | 100.0% | +4.37% | 5.02 | 8 |
| 13.07 → 02.08 | Short | 100.0% | +4.36% | 5.60 | 8 |
| 13.07 → 03.08 | Short | 100.0% | +4.36% | 5.04 | 8 |
| 10.07 → 03.08 | Short | 100.0% | +4.26% | 3.72 | 8 |
| 10.07 → 02.08 | Short | 100.0% | +4.25% | 3.97 | 8 |