

Over 1999 to 2025 (27 years of data), CADHKD has tended to move short between 22.07 and 02.08, closing higher in 66.7% of those years for an average +0.27% move and an annualized Sharpe of 0.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 02.08 | Short | 66.7% | +0.27% | 0.93 | 27 |
| 26.07 → 20.08 | Short | 63.0% | +0.38% | 0.70 | 27 |
| 26.07 → 19.08 | Short | 63.0% | +0.34% | 0.65 | 27 |
| 27.07 → 20.08 | Short | 63.0% | +0.30% | 0.56 | 27 |
| 24.07 → 19.08 | Short | 63.0% | +0.27% | 0.49 | 27 |
| 27.07 → 19.08 | Short | 63.0% | +0.26% | 0.50 | 27 |
| 26.07 → 02.08 | Short | 63.0% | +0.25% | 1.60 | 27 |
| 26.07 → 18.08 | Short | 63.0% | +0.24% | 0.46 | 27 |