Over 2018 to 2025 (8 years of data), 1918HKHKD has tended to move short between 13.09 and 18.09, closing higher in 85.7% of those years for an average +7.48% move and an annualized Sharpe of 5.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.09 → 18.09 | Short | 85.7% | +7.48% | 5.38 | 7 |
| 14.09 → 18.09 | Short | 85.7% | +6.96% | 5.61 | 7 |
| 13.09 → 17.09 | Short | 85.7% | +5.75% | 6.54 | 7 |
| 14.09 → 17.09 | Short | 85.7% | +5.23% | 7.02 | 7 |
| 13.09 → 08.10 | Short | 85.7% | -9.39% | -0.54 | 7 |
| 13.09 → 09.10 | Short | 85.7% | -9.58% | -0.54 | 7 |
| 14.09 → 08.10 | Short | 85.7% | -10.04% | -0.58 | 7 |
| 14.09 → 09.10 | Short | 85.7% | -10.22% | -0.58 | 7 |