Over 2018 to 2025 (8 years of data), 2018HKHKD has tended to move short between 10.07 and 30.07, closing higher in 100.0% of those years for an average +6.73% move and an annualized Sharpe of 4.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 30.07 | Short | 100.0% | +6.73% | 4.81 | 8 |
| 08.07 → 20.07 | Short | 100.0% | +3.84% | 7.05 | 8 |
| 12.07 → 10.09 | Short | 87.5% | +15.04% | 2.59 | 8 |
| 12.07 → 09.09 | Short | 87.5% | +14.46% | 2.59 | 8 |
| 13.07 → 10.09 | Short | 87.5% | +14.36% | 2.56 | 8 |
| 13.07 → 11.09 | Short | 87.5% | +14.19% | 2.46 | 8 |
| 11.07 → 09.09 | Short | 87.5% | +13.80% | 2.60 | 8 |
| 10.07 → 08.09 | Short | 87.5% | +13.78% | 2.41 | 8 |