Over 2018 to 2025 (8 years of data), 2018HKHKD has tended to move short between 22.07 and 17.09, closing higher in 87.5% of those years for an average +12.19% move and an annualized Sharpe of 2.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 17.09 | Short | 87.5% | +12.19% | 2.51 | 8 |
| 23.07 → 17.09 | Short | 87.5% | +12.01% | 2.31 | 8 |
| 22.07 → 16.09 | Short | 87.5% | +11.83% | 2.56 | 8 |
| 23.07 → 16.09 | Short | 87.5% | +11.67% | 2.37 | 8 |
| 24.07 → 17.09 | Short | 87.5% | +11.55% | 2.38 | 8 |
| 26.07 → 17.09 | Short | 87.5% | +11.50% | 2.44 | 8 |
| 22.07 → 15.09 | Short | 87.5% | +11.31% | 2.53 | 8 |
| 24.07 → 16.09 | Short | 87.5% | +11.21% | 2.47 | 8 |