Over 2018 to 2025 (8 years of data), 1398HKHKD has tended to move short between 12.07 and 07.08, closing higher in 100.0% of those years for an average +3.82% move and an annualized Sharpe of 3.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 07.08 | Short | 100.0% | +3.82% | 3.51 | 8 |
| 12.07 → 17.07 | Short | 100.0% | +1.30% | 8.32 | 8 |
| 07.07 → 04.09 | Short | 87.5% | +6.49% | 2.28 | 8 |
| 07.07 → 02.09 | Short | 87.5% | +6.47% | 2.16 | 8 |
| 07.07 → 01.09 | Short | 87.5% | +5.64% | 1.95 | 8 |
| 07.07 → 31.08 | Short | 87.5% | +5.63% | 2.01 | 8 |
| 08.07 → 04.09 | Short | 87.5% | +5.58% | 2.01 | 8 |
| 10.07 → 04.09 | Short | 87.5% | +5.55% | 2.25 | 8 |