Over 2018 to 2025 (8 years of data), 1918HKHKD has tended to move short between 23.08 and 28.08, closing higher in 85.7% of those years for an average +3.39% move and an annualized Sharpe of 5.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 28.08 | Short | 85.7% | +3.39% | 5.42 | 7 |
| 27.08 → 08.09 | Short | 85.7% | -18.86% | -1.58 | 7 |
| 24.08 → 04.09 | Long | 83.3% | +6.98% | 2.13 | 6 |
| 25.08 → 04.09 | Long | 83.3% | +6.85% | 2.32 | 6 |
| 22.08 → 28.08 | Short | 83.3% | +5.34% | 8.22 | 6 |
| 26.08 → 29.08 | Short | 83.3% | +1.97% | 6.80 | 6 |
| 26.08 → 30.08 | Short | 83.3% | +0.81% | 2.14 | 6 |
| 24.08 → 22.10 | Long | 71.4% | +34.05% | 1.13 | 7 |