Over 2018 to 2025 (8 years of data), 1299HKHKD has tended to move long between 16.08 and 29.08, closing higher in 87.5% of those years for an average +2.21% move and an annualized Sharpe of 3.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 29.08 | Long | 87.5% | +2.21% | 3.21 | 8 |
| 17.08 → 20.08 | Short | 87.5% | +1.92% | 15.01 | 8 |
| 17.08 → 21.08 | Short | 85.7% | +1.67% | 12.59 | 7 |
| 18.08 → 21.08 | Short | 85.7% | +1.15% | 3.97 | 7 |
| 17.08 → 19.09 | Short | 75.0% | +3.21% | 1.42 | 8 |
| 17.08 → 24.09 | Short | 75.0% | +2.94% | 0.98 | 8 |
| 17.08 → 20.09 | Short | 75.0% | +2.91% | 1.17 | 8 |
| 17.08 → 23.09 | Short | 75.0% | +2.87% | 1.13 | 8 |