Over 2018 to 2025 (8 years of data), 2318HKHKD has tended to move short between 14.09 and 31.10, closing higher in 87.5% of those years for an average +3.29% move and an annualized Sharpe of 0.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 31.10 | Short | 87.5% | +3.29% | 0.42 | 8 |
| 14.09 → 29.10 | Short | 87.5% | +3.06% | 0.38 | 8 |
| 14.09 → 01.11 | Short | 87.5% | +2.81% | 0.36 | 8 |
| 10.09 → 31.10 | Short | 87.5% | +2.77% | 0.32 | 8 |
| 10.09 → 29.10 | Short | 87.5% | +2.54% | 0.29 | 8 |
| 12.09 → 29.10 | Short | 87.5% | +2.28% | 0.27 | 8 |
| 11.09 → 31.10 | Short | 87.5% | +2.21% | 0.26 | 8 |
| 11.09 → 29.10 | Short | 87.5% | +1.98% | 0.23 | 8 |