Over 2018 to 2025 (8 years of data), 0998HKHKD has tended to move short between 24.07 and 20.09, closing higher in 100.0% of those years for an average +4.73% move and an annualized Sharpe of 2.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 20.09 | Short | 100.0% | +4.73% | 2.61 | 7 |
| 24.07 → 18.09 | Short | 100.0% | +4.47% | 2.79 | 8 |
| 23.07 → 18.09 | Short | 100.0% | +4.42% | 2.76 | 8 |
| 28.07 → 20.09 | Short | 100.0% | +4.33% | 3.34 | 7 |
| 27.07 → 20.09 | Short | 100.0% | +4.25% | 3.17 | 7 |
| 28.07 → 18.09 | Short | 100.0% | +4.11% | 3.31 | 8 |
| 27.07 → 17.09 | Short | 100.0% | +4.06% | 3.30 | 7 |
| 27.07 → 18.09 | Short | 100.0% | +4.05% | 3.51 | 8 |