Over 2020 to 2025 (6 years of data), 3188HKHKD has tended to move short between 13.07 and 01.08, closing higher in 100.0% of those years for an average +2.60% move and an annualized Sharpe of 4.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 01.08 | Short | 100.0% | +2.60% | 4.65 | 5 |
| 13.07 → 20.08 | Short | 80.0% | +3.68% | 1.97 | 5 |
| 12.07 → 20.08 | Short | 80.0% | +3.49% | 1.90 | 5 |
| 13.07 → 19.08 | Short | 80.0% | +3.36% | 1.95 | 5 |
| 13.07 → 18.08 | Short | 80.0% | +3.35% | 2.48 | 5 |
| 12.07 → 18.08 | Short | 80.0% | +3.16% | 2.38 | 5 |
| 12.07 → 19.08 | Short | 80.0% | +3.16% | 1.84 | 5 |
| 11.07 → 20.08 | Short | 80.0% | +3.14% | 1.71 | 5 |