Over 2020 to 2025 (6 years of data), 3188HKHKD has tended to move short between 12.09 and 16.09, closing higher in 100.0% of those years for an average +2.30% move and an annualized Sharpe of 9.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.09 → 16.09 | Short | 100.0% | +2.30% | 9.50 | 5 |
| 13.09 → 16.09 | Short | 100.0% | +2.14% | 9.18 | 5 |
| 12.09 → 15.09 | Short | 100.0% | +1.44% | 14.25 | 5 |
| 12.09 → 21.09 | Short | 80.0% | +2.86% | 5.36 | 5 |
| 12.09 → 18.09 | Short | 80.0% | +2.79% | 7.18 | 5 |
| 12.09 → 23.09 | Short | 80.0% | +2.71% | 3.94 | 5 |
| 13.09 → 21.09 | Short | 80.0% | +2.71% | 5.04 | 5 |
| 12.09 → 20.09 | Short | 80.0% | +2.66% | 5.53 | 5 |