Over 2020 to 2025 (6 years of data), 1810HKHKD has tended to move long between 11.07 and 21.07, closing higher in 100.0% of those years for an average +1.58% move and an annualized Sharpe of 7.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 21.07 | Long | 100.0% | +1.58% | 7.79 | 5 |
| 13.07 → 24.07 | Short | 100.0% | +1.36% | 6.21 | 5 |
| 13.07 → 21.08 | Short | 80.0% | +6.34% | 2.46 | 5 |
| 13.07 → 20.08 | Short | 80.0% | +6.23% | 2.50 | 5 |
| 13.07 → 07.08 | Short | 80.0% | +4.66% | 2.84 | 5 |
| 13.07 → 02.08 | Short | 80.0% | +4.45% | 3.54 | 5 |
| 13.07 → 08.08 | Short | 80.0% | +4.37% | 2.48 | 5 |
| 13.07 → 01.08 | Short | 80.0% | +3.95% | 3.19 | 5 |