Over 2020 to 2025 (6 years of data), 2822HKHKD has tended to move short between 13.07 and 20.08, closing higher in 80.0% of those years for an average +3.64% move and an annualized Sharpe of 1.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 20.08 | Short | 80.0% | +3.64% | 1.73 | 5 |
| 13.07 → 19.08 | Short | 80.0% | +3.48% | 1.73 | 5 |
| 13.07 → 18.08 | Short | 80.0% | +3.34% | 2.25 | 5 |
| 12.07 → 20.08 | Short | 80.0% | +3.29% | 1.51 | 5 |
| 13.07 → 07.09 | Short | 80.0% | +3.22% | 1.12 | 5 |
| 13.07 → 02.09 | Short | 80.0% | +3.18% | 1.18 | 5 |
| 13.07 → 04.09 | Short | 80.0% | +3.15% | 1.08 | 5 |
| 13.07 → 21.08 | Short | 80.0% | +3.14% | 1.30 | 5 |