Over 2019 to 2025 (7 years of data), 3988HKHKD has tended to move short between 25.07 and 18.09, closing higher in 100.0% of those years for an average +3.73% move and an annualized Sharpe of 3.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 18.09 | Short | 100.0% | +3.73% | 3.42 | 6 |
| 24.07 → 19.09 | Short | 100.0% | +3.60% | 2.49 | 7 |
| 25.07 → 19.09 | Short | 100.0% | +3.51% | 2.54 | 7 |
| 21.07 → 13.08 | Short | 100.0% | +2.93% | 2.82 | 7 |
| 22.07 → 13.08 | Short | 100.0% | +2.67% | 2.67 | 7 |
| 26.07 → 10.08 | Short | 100.0% | +2.64% | 4.49 | 7 |
| 26.07 → 09.08 | Short | 100.0% | +2.57% | 4.38 | 7 |
| 26.07 → 06.08 | Short | 100.0% | +2.52% | 5.63 | 7 |