Over 2019 to 2025 (7 years of data), 3988HKHKD has tended to move short between 07.07 and 02.09, closing higher in 100.0% of those years for an average +7.50% move and an annualized Sharpe of 3.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 02.09 | Short | 100.0% | +7.50% | 3.75 | 7 |
| 07.07 → 04.09 | Short | 100.0% | +7.16% | 3.33 | 7 |
| 07.07 → 01.09 | Short | 100.0% | +7.06% | 3.95 | 7 |
| 07.07 → 05.09 | Short | 100.0% | +6.98% | 2.91 | 7 |
| 07.07 → 30.08 | Short | 100.0% | +6.97% | 4.28 | 7 |
| 07.07 → 31.08 | Short | 100.0% | +6.93% | 3.84 | 7 |
| 07.07 → 26.08 | Short | 100.0% | +6.91% | 5.00 | 7 |
| 07.07 → 03.09 | Short | 100.0% | +6.89% | 3.11 | 7 |