Over 2018 to 2025 (8 years of data), 1093HKHKD has tended to move short between 17.07 and 24.07, closing higher in 100.0% of those years for an average +2.77% move and an annualized Sharpe of 4.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 24.07 | Short | 100.0% | +2.77% | 4.82 | 8 |
| 16.07 → 23.07 | Short | 100.0% | +2.55% | 5.47 | 8 |
| 16.07 → 03.08 | Short | 87.5% | +4.32% | 1.98 | 8 |
| 16.07 → 24.07 | Short | 87.5% | +4.02% | 5.53 | 8 |
| 16.07 → 04.08 | Short | 87.5% | +3.80% | 1.84 | 8 |
| 16.07 → 02.08 | Short | 87.5% | +3.33% | 1.86 | 8 |
| 16.07 → 10.08 | Short | 87.5% | +2.48% | 0.80 | 8 |
| 15.07 → 03.08 | Short | 87.5% | +2.46% | 0.87 | 8 |