Over 2020 to 2025 (6 years of data), 2828HKHKD has tended to move short between 18.08 and 21.08, closing higher in 100.0% of those years for an average +1.95% move and an annualized Sharpe of 15.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 21.08 | Short | 100.0% | +1.95% | 15.12 | 5 |
| 17.08 → 21.08 | Short | 100.0% | +1.82% | 11.72 | 5 |
| 17.08 → 20.08 | Short | 100.0% | +1.70% | 9.20 | 5 |
| 18.08 → 31.08 | Long | 100.0% | +0.81% | 6.83 | 5 |
| 17.08 → 12.10 | Long | 83.3% | +2.15% | 0.42 | 6 |
| 14.08 → 21.08 | Short | 80.0% | +2.82% | 6.65 | 5 |
| 14.08 → 20.08 | Short | 80.0% | +2.70% | 5.77 | 5 |
| 15.08 → 21.08 | Short | 80.0% | +2.55% | 5.24 | 5 |