Over 2018 to 2025 (8 years of data), 1288HKHKD has tended to move short between 08.07 and 21.07, closing higher in 100.0% of those years for an average +3.80% move and an annualized Sharpe of 5.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 21.07 | Short | 100.0% | +3.80% | 5.90 | 8 |
| 07.07 → 06.08 | Short | 87.5% | +4.42% | 2.22 | 8 |
| 08.07 → 17.08 | Short | 87.5% | +4.40% | 2.21 | 8 |
| 08.07 → 18.08 | Short | 87.5% | +4.38% | 2.24 | 8 |
| 08.07 → 16.08 | Short | 87.5% | +4.34% | 2.18 | 8 |
| 07.07 → 21.07 | Short | 87.5% | +4.15% | 5.43 | 8 |
| 08.07 → 06.08 | Short | 87.5% | +4.09% | 2.39 | 8 |
| 07.07 → 07.08 | Short | 87.5% | +4.01% | 1.66 | 8 |