Over 2018 to 2025 (8 years of data), 0941HKHKD has tended to move long between 11.07 and 30.08, closing higher in 87.5% of those years for an average +2.41% move and an annualized Sharpe of 1.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 30.08 | Long | 87.5% | +2.41% | 1.15 | 8 |
| 11.07 → 27.08 | Long | 87.5% | +2.37% | 1.44 | 8 |
| 11.07 → 23.08 | Long | 75.0% | +3.50% | 2.09 | 8 |
| 11.07 → 19.08 | Long | 75.0% | +3.45% | 2.02 | 8 |
| 11.07 → 18.08 | Long | 75.0% | +3.40% | 1.74 | 8 |
| 11.07 → 22.08 | Long | 75.0% | +3.40% | 2.00 | 8 |
| 10.07 → 23.08 | Long | 75.0% | +3.38% | 1.86 | 8 |
| 10.07 → 19.08 | Long | 75.0% | +3.33% | 1.82 | 8 |