Over 1999 to 2025 (27 years of data), EURHKD has tended to move long between 07.07 and 04.08, closing higher in 70.4% of those years for an average +0.98% move and an annualized Sharpe of 1.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 04.08 | Long | 70.4% | +0.98% | 1.26 | 27 |
| 07.07 → 20.07 | Long | 70.4% | +0.76% | 2.41 | 27 |
| 07.07 → 03.08 | Long | 66.7% | +0.91% | 1.16 | 27 |
| 08.07 → 04.08 | Long | 66.7% | +0.88% | 1.14 | 27 |
| 09.07 → 04.08 | Long | 66.7% | +0.84% | 1.09 | 27 |
| 07.07 → 26.07 | Long | 66.7% | +0.80% | 1.84 | 27 |
| 07.07 → 21.07 | Long | 66.7% | +0.79% | 2.38 | 27 |
| 07.07 → 28.07 | Long | 66.7% | +0.71% | 1.31 | 27 |