Over 2018 to 2025 (8 years of data), 2388HKHKD has tended to move short between 13.08 and 04.10, closing higher in 87.5% of those years for an average +4.38% move and an annualized Sharpe of 1.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.08 → 04.10 | Short | 87.5% | +4.38% | 1.21 | 8 |
| 14.08 → 04.10 | Short | 87.5% | +4.32% | 1.23 | 8 |
| 12.08 → 04.10 | Short | 87.5% | +4.27% | 1.21 | 8 |
| 12.08 → 03.10 | Short | 87.5% | +3.99% | 1.19 | 8 |
| 13.08 → 05.10 | Short | 87.5% | +3.79% | 1.03 | 8 |
| 12.08 → 22.09 | Short | 87.5% | +3.76% | 1.48 | 8 |
| 12.08 → 28.09 | Short | 87.5% | +3.76% | 1.27 | 8 |
| 14.08 → 05.10 | Short | 87.5% | +3.73% | 1.04 | 8 |