Over 2018 to 2025 (8 years of data), 0998HKHKD has tended to move short between 08.07 and 02.09, closing higher in 100.0% of those years for an average +5.98% move and an annualized Sharpe of 2.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 02.09 | Short | 100.0% | +5.98% | 2.43 | 8 |
| 08.07 → 31.08 | Short | 100.0% | +5.81% | 2.55 | 8 |
| 08.07 → 01.09 | Short | 100.0% | +5.75% | 2.56 | 8 |
| 08.07 → 30.08 | Short | 100.0% | +5.71% | 3.17 | 8 |
| 10.07 → 02.09 | Short | 100.0% | +5.59% | 2.33 | 8 |
| 10.07 → 31.08 | Short | 100.0% | +5.41% | 2.38 | 8 |
| 08.07 → 29.08 | Short | 100.0% | +5.40% | 2.93 | 8 |
| 08.07 → 15.08 | Short | 100.0% | +5.39% | 4.08 | 8 |