Over 2018 to 2025 (8 years of data), 2007HKHKD has tended to move short between 09.07 and 18.08, closing higher in 75.0% of those years for an average +17.32% move and an annualized Sharpe of 2.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 18.08 | Short | 75.0% | +17.32% | 2.26 | 8 |
| 07.07 → 18.08 | Short | 75.0% | +17.30% | 2.30 | 8 |
| 08.07 → 18.08 | Short | 75.0% | +17.27% | 2.29 | 8 |
| 10.07 → 18.08 | Short | 75.0% | +17.10% | 2.28 | 8 |
| 09.07 → 19.08 | Short | 75.0% | +17.08% | 2.24 | 8 |
| 08.07 → 19.08 | Short | 75.0% | +17.02% | 2.26 | 8 |
| 07.07 → 19.08 | Short | 75.0% | +17.00% | 2.25 | 8 |
| 10.07 → 19.08 | Short | 75.0% | +16.84% | 2.24 | 8 |