Over 2018 to 2025 (8 years of data), 1093HKHKD has tended to move long between 11.07 and 28.07, closing higher in 87.5% of those years for an average +4.89% move and an annualized Sharpe of 2.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 28.07 | Long | 87.5% | +4.89% | 2.43 | 8 |
| 11.07 → 17.07 | Long | 87.5% | +4.74% | 5.82 | 8 |
| 11.07 → 19.07 | Long | 87.5% | +4.21% | 4.47 | 8 |
| 11.07 → 21.07 | Long | 87.5% | +3.43% | 4.49 | 8 |
| 11.07 → 22.07 | Long | 87.5% | +2.58% | 4.05 | 8 |
| 08.07 → 28.07 | Long | 75.0% | +4.90% | 1.92 | 8 |
| 11.07 → 14.07 | Long | 75.0% | +4.72% | 10.14 | 8 |
| 11.07 → 31.07 | Long | 75.0% | +4.43% | 1.93 | 8 |