Over 2018 to 2025 (8 years of data), 1299HKHKD has tended to move short between 13.07 and 02.08, closing higher in 87.5% of those years for an average +5.55% move and an annualized Sharpe of 5.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 02.08 | Short | 87.5% | +5.55% | 5.24 | 8 |
| 13.07 → 03.08 | Short | 87.5% | +5.50% | 5.00 | 8 |
| 13.07 → 01.08 | Short | 87.5% | +5.24% | 5.30 | 8 |
| 13.07 → 04.08 | Short | 87.5% | +5.23% | 3.75 | 8 |
| 12.07 → 02.08 | Short | 87.5% | +5.05% | 4.44 | 8 |
| 12.07 → 03.08 | Short | 87.5% | +5.01% | 4.36 | 8 |
| 12.07 → 01.08 | Short | 87.5% | +4.74% | 4.38 | 8 |
| 12.07 → 04.08 | Short | 87.5% | +4.74% | 3.34 | 8 |