Over 1999 to 2025 (27 years of data), EURHKD has tended to move short between 28.07 and 08.09, closing higher in 63.0% of those years for an average +0.65% move and an annualized Sharpe of 0.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 08.09 | Short | 63.0% | +0.65% | 0.53 | 27 |
| 28.07 → 18.08 | Short | 63.0% | +0.30% | 0.53 | 27 |
| 23.07 → 09.08 | Long | 63.0% | -0.03% | -0.06 | 27 |
| 22.07 → 13.08 | Long | 63.0% | -0.13% | -0.23 | 27 |
| 27.07 → 10.09 | Short | 59.3% | +0.81% | 0.56 | 27 |
| 27.07 → 06.09 | Short | 59.3% | +0.74% | 0.61 | 27 |
| 27.07 → 09.09 | Short | 59.3% | +0.71% | 0.52 | 27 |
| 27.07 → 08.09 | Short | 59.3% | +0.67% | 0.51 | 27 |