Over 2020 to 2025 (6 years of data), 2828HKHKD has tended to move long between 22.08 and 02.09, closing higher in 100.0% of those years for an average +3.12% move and an annualized Sharpe of 5.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 02.09 | Long | 100.0% | +3.12% | 5.18 | 5 |
| 22.08 → 30.08 | Long | 100.0% | +2.61% | 13.80 | 5 |
| 22.08 → 31.08 | Long | 100.0% | +2.50% | 10.68 | 5 |
| 22.08 → 01.09 | Long | 100.0% | +2.48% | 7.94 | 5 |
| 23.08 → 30.08 | Long | 100.0% | +2.29% | 11.11 | 5 |
| 22.08 → 25.08 | Long | 100.0% | +2.26% | 31.76 | 5 |
| 22.08 → 26.08 | Long | 100.0% | +2.18% | 15.32 | 5 |
| 23.08 → 31.08 | Long | 100.0% | +2.17% | 9.55 | 5 |