Over 2018 to 2025 (8 years of data), 3968HKHKD has tended to move short between 09.07 and 31.08, closing higher in 87.5% of those years for an average +5.83% move and an annualized Sharpe of 1.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 31.08 | Short | 87.5% | +5.83% | 1.98 | 8 |
| 09.07 → 02.09 | Short | 87.5% | +5.65% | 1.88 | 8 |
| 09.07 → 30.08 | Short | 87.5% | +5.38% | 2.08 | 8 |
| 09.07 → 01.09 | Short | 87.5% | +5.35% | 1.70 | 8 |
| 12.07 → 07.09 | Short | 87.5% | +5.21% | 1.47 | 8 |
| 12.07 → 05.09 | Short | 87.5% | +5.20% | 1.77 | 8 |
| 07.07 → 30.08 | Short | 87.5% | +5.07% | 1.57 | 8 |
| 12.07 → 06.09 | Short | 87.5% | +5.03% | 1.49 | 8 |