Over 2020 to 2025 (6 years of data), 1810HKHKD has tended to move short between 25.07 and 20.08, closing higher in 80.0% of those years for an average +5.15% move and an annualized Sharpe of 2.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 20.08 | Short | 80.0% | +5.15% | 2.21 | 5 |
| 28.07 → 20.08 | Short | 80.0% | +5.02% | 2.78 | 5 |
| 25.07 → 21.08 | Short | 80.0% | +5.01% | 2.15 | 5 |
| 28.07 → 21.08 | Short | 80.0% | +4.86% | 2.57 | 5 |
| 27.07 → 20.08 | Short | 80.0% | +4.82% | 2.45 | 5 |
| 27.07 → 21.08 | Short | 80.0% | +4.68% | 2.41 | 5 |
| 26.07 → 20.08 | Short | 80.0% | +4.55% | 2.08 | 5 |
| 26.07 → 21.08 | Short | 80.0% | +4.42% | 2.05 | 5 |