Over 2020 to 2025 (6 years of data), 2836HKHKD has tended to move long between 08.07 and 06.09, closing higher in 80.0% of those years for an average +2.04% move and an annualized Sharpe of 0.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 06.09 | Long | 80.0% | +2.04% | 0.65 | 5 |
| 08.07 → 04.09 | Long | 80.0% | +1.84% | 0.61 | 5 |
| 08.07 → 30.08 | Long | 80.0% | +1.62% | 0.62 | 5 |
| 08.07 → 31.08 | Long | 80.0% | +1.51% | 0.54 | 5 |
| 08.07 → 23.08 | Long | 80.0% | +1.41% | 0.94 | 5 |
| 08.07 → 29.08 | Long | 80.0% | +1.40% | 0.59 | 5 |
| 07.07 → 30.08 | Long | 80.0% | +1.37% | 0.57 | 5 |
| 07.07 → 31.08 | Long | 80.0% | +1.25% | 0.48 | 5 |