Over 1999 to 2025 (27 years of data), EURHKD has tended to move short between 22.08 and 07.09, closing higher in 70.4% of those years for an average +0.49% move and an annualized Sharpe of 1.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 07.09 | Short | 70.4% | +0.49% | 1.12 | 27 |
| 22.08 → 08.10 | Short | 70.4% | +0.38% | 0.24 | 27 |
| 25.08 → 17.10 | Short | 70.4% | +0.27% | 0.15 | 27 |
| 25.08 → 28.09 | Short | 70.4% | +0.25% | 0.23 | 27 |
| 26.08 → 17.10 | Short | 70.4% | +0.23% | 0.13 | 27 |
| 24.08 → 17.10 | Short | 70.4% | +0.20% | 0.11 | 27 |
| 23.08 → 28.09 | Short | 70.4% | +0.17% | 0.16 | 27 |
| 26.08 → 25.10 | Short | 66.7% | +0.63% | 0.26 | 27 |