Over 2018 to 2025 (8 years of data), 1177HKHKD has tended to move long between 08.07 and 17.07, closing higher in 87.5% of those years for an average +5.95% move and an annualized Sharpe of 3.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 17.07 | Long | 87.5% | +5.95% | 3.30 | 8 |
| 08.07 → 14.07 | Long | 87.5% | +4.68% | 4.55 | 8 |
| 08.07 → 13.07 | Long | 87.5% | +4.00% | 6.51 | 8 |
| 08.07 → 12.07 | Long | 87.5% | +3.19% | 5.86 | 8 |
| 12.07 → 02.08 | Short | 75.0% | +6.07% | 1.27 | 8 |
| 12.07 → 03.08 | Short | 75.0% | +6.06% | 1.25 | 8 |
| 10.07 → 02.08 | Short | 75.0% | +5.97% | 1.23 | 8 |
| 10.07 → 03.08 | Short | 75.0% | +5.95% | 1.21 | 8 |