Over 2018 to 2025 (8 years of data), 1918HKHKD has tended to move short between 13.07 and 27.08, closing higher in 87.5% of those years for an average +14.09% move and an annualized Sharpe of 3.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 27.08 | Short | 87.5% | +14.09% | 3.55 | 8 |
| 12.07 → 27.08 | Short | 87.5% | +14.00% | 3.63 | 8 |
| 07.07 → 27.08 | Short | 87.5% | +13.82% | 2.89 | 8 |
| 13.07 → 29.08 | Short | 87.5% | +13.80% | 3.90 | 8 |
| 12.07 → 29.08 | Short | 87.5% | +13.73% | 4.19 | 8 |
| 07.07 → 29.08 | Short | 87.5% | +13.52% | 3.06 | 8 |
| 10.07 → 27.08 | Short | 87.5% | +13.31% | 3.16 | 8 |
| 13.07 → 25.08 | Short | 87.5% | +13.29% | 3.44 | 8 |