Over 2018 to 2025 (8 years of data), 2628HKHKD has tended to move short between 28.07 and 20.09, closing higher in 87.5% of those years for an average +4.29% move and an annualized Sharpe of 1.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 20.09 | Short | 87.5% | +4.29% | 1.12 | 8 |
| 28.07 → 19.09 | Short | 87.5% | +4.15% | 1.09 | 8 |
| 27.07 → 20.09 | Short | 87.5% | +4.14% | 1.07 | 8 |
| 28.07 → 23.09 | Short | 87.5% | +4.08% | 1.00 | 8 |
| 27.07 → 19.09 | Short | 87.5% | +4.01% | 1.05 | 8 |
| 28.07 → 22.09 | Short | 87.5% | +3.95% | 0.97 | 8 |
| 28.07 → 25.09 | Short | 87.5% | +3.76% | 0.65 | 8 |
| 28.07 → 24.09 | Short | 87.5% | +3.69% | 0.70 | 8 |