Over 2018 to 2025 (8 years of data), 3968HKHKD has tended to move short between 14.09 and 14.10, closing higher in 87.5% of those years for an average -0.87% move and an annualized Sharpe of -0.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 14.10 | Short | 87.5% | -0.87% | -0.16 | 8 |
| 11.09 → 18.10 | Long | 75.0% | +3.26% | 0.51 | 8 |
| 10.09 → 26.10 | Long | 75.0% | +3.24% | 0.45 | 8 |
| 10.09 → 24.10 | Long | 75.0% | +3.21% | 0.44 | 8 |
| 13.09 → 16.10 | Long | 75.0% | +3.20% | 0.58 | 8 |
| 13.09 → 17.10 | Long | 75.0% | +2.76% | 0.53 | 8 |
| 13.09 → 15.10 | Long | 75.0% | +2.09% | 0.42 | 8 |
| 10.09 → 01.11 | Long | 75.0% | +1.96% | 0.27 | 8 |