Over 2018 to 2025 (8 years of data), 3333HKHKD has tended to move short between 07.07 and 05.08, closing higher in 50.0% of those years for an average +10.21% move and an annualized Sharpe of 1.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 05.08 | Short | 50.0% | +10.21% | 1.93 | 8 |
| 07.07 → 31.07 | Short | 50.0% | +9.87% | 2.07 | 8 |
| 07.07 → 01.08 | Short | 50.0% | +9.80% | 2.20 | 8 |
| 07.07 → 02.08 | Short | 50.0% | +9.72% | 1.94 | 8 |
| 07.07 → 04.08 | Short | 50.0% | +9.67% | 1.97 | 8 |
| 07.07 → 03.08 | Short | 50.0% | +9.64% | 1.95 | 8 |
| 08.07 → 05.08 | Short | 50.0% | +9.11% | 1.85 | 8 |
| 09.07 → 05.08 | Short | 50.0% | +9.03% | 1.92 | 8 |