Over 2020 to 2025 (6 years of data), 2828HKHKD has tended to move short between 13.07 and 20.08, closing higher in 80.0% of those years for an average +10.58% move and an annualized Sharpe of 2.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 20.08 | Short | 80.0% | +10.58% | 2.52 | 5 |
| 13.07 → 21.08 | Short | 80.0% | +10.37% | 2.37 | 5 |
| 13.07 → 22.08 | Short | 80.0% | +10.05% | 2.20 | 5 |
| 13.07 → 19.08 | Short | 80.0% | +10.04% | 2.37 | 5 |
| 12.07 → 20.08 | Short | 80.0% | +9.89% | 2.29 | 5 |
| 13.07 → 18.08 | Short | 80.0% | +9.89% | 2.40 | 5 |
| 12.07 → 21.08 | Short | 80.0% | +9.68% | 2.16 | 5 |
| 13.07 → 17.08 | Short | 80.0% | +9.40% | 2.28 | 5 |