

Over 1999 to 2025 (27 years of data), CADHKD has tended to move short between 12.07 and 06.08, closing higher in 70.4% of those years for an average +0.40% move and an annualized Sharpe of 0.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 06.08 | Short | 70.4% | +0.40% | 0.61 | 27 |
| 09.07 → 14.08 | Short | 70.4% | +0.35% | 0.45 | 27 |
| 09.07 → 09.08 | Short | 70.4% | +0.34% | 0.44 | 27 |
| 09.07 → 15.08 | Short | 70.4% | +0.30% | 0.38 | 27 |
| 09.07 → 10.08 | Short | 70.4% | +0.28% | 0.37 | 27 |
| 09.07 → 11.08 | Short | 70.4% | +0.20% | 0.25 | 27 |
| 13.07 → 16.07 | Short | 70.4% | +0.20% | 1.87 | 27 |
| 09.07 → 12.08 | Short | 70.4% | +0.14% | 0.17 | 27 |