Over 2018 to 2025 (8 years of data), 2388HKHKD has tended to move short between 08.07 and 29.08, closing higher in 75.0% of those years for an average +4.18% move and an annualized Sharpe of 1.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 29.08 | Short | 75.0% | +4.18% | 1.72 | 8 |
| 08.07 → 14.08 | Short | 75.0% | +3.98% | 2.03 | 8 |
| 08.07 → 28.08 | Short | 75.0% | +3.95% | 1.72 | 8 |
| 09.07 → 29.08 | Short | 75.0% | +3.92% | 1.62 | 8 |
| 08.07 → 03.08 | Short | 75.0% | +3.74% | 2.45 | 8 |
| 09.07 → 14.08 | Short | 75.0% | +3.73% | 1.97 | 8 |
| 09.07 → 28.08 | Short | 75.0% | +3.70% | 1.61 | 8 |
| 10.07 → 29.08 | Short | 75.0% | +3.60% | 1.56 | 8 |