Over 1998 to 2025 (28 years of data), HKDJPY has tended to move short between 07.07 and 24.08, closing higher in 74.1% of those years for an average +1.69% move and an annualized Sharpe of 1.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 24.08 | Short | 74.1% | +1.69% | 1.19 | 27 |
| 07.07 → 20.08 | Short | 74.1% | +1.63% | 1.20 | 27 |
| 07.07 → 11.07 | Short | 74.1% | +0.56% | 3.57 | 27 |
| 07.07 → 31.08 | Short | 70.4% | +1.74% | 1.09 | 27 |
| 07.07 → 23.08 | Short | 70.4% | +1.72% | 1.23 | 27 |
| 07.07 → 02.09 | Short | 70.4% | +1.69% | 1.04 | 27 |
| 07.07 → 01.09 | Short | 70.4% | +1.67% | 1.02 | 27 |
| 07.07 → 22.08 | Short | 70.4% | +1.64% | 1.24 | 27 |