Over 2020 to 2025 (6 years of data), 2836HKHKD has tended to move long between 12.08 and 20.09, closing higher in 100.0% of those years for an average +3.69% move and an annualized Sharpe of 2.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 20.09 | Long | 100.0% | +3.69% | 2.96 | 5 |
| 12.08 → 10.09 | Long | 100.0% | +3.11% | 3.55 | 5 |
| 12.08 → 12.09 | Long | 100.0% | +3.03% | 3.69 | 5 |
| 12.08 → 16.08 | Long | 100.0% | +2.09% | 37.64 | 4 |
| 12.08 → 25.08 | Long | 100.0% | +1.53% | 5.23 | 5 |
| 12.08 → 19.08 | Long | 100.0% | +1.07% | 7.44 | 5 |
| 12.08 → 10.10 | Long | 83.3% | +1.79% | 0.89 | 6 |
| 16.08 → 10.10 | Long | 83.3% | +1.12% | 0.61 | 6 |