Over 1998 to 2025 (28 years of data), HKDJPY has tended to move short between 27.07 and 20.08, closing higher in 77.8% of those years for an average +1.00% move and an annualized Sharpe of 1.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 20.08 | Short | 77.8% | +1.00% | 1.61 | 27 |
| 27.07 → 21.08 | Short | 76.9% | +1.10% | 1.69 | 26 |
| 24.07 → 04.09 | Short | 74.1% | +1.27% | 1.19 | 27 |
| 24.07 → 21.08 | Short | 74.1% | +1.24% | 1.61 | 27 |
| 24.07 → 05.09 | Short | 74.1% | +1.24% | 1.15 | 27 |
| 24.07 → 09.09 | Short | 74.1% | +1.24% | 0.97 | 27 |
| 24.07 → 13.09 | Short | 74.1% | +1.20% | 0.75 | 27 |
| 24.07 → 20.08 | Short | 74.1% | +1.18% | 1.58 | 27 |