Over 2013 to 2025 (13 years of data), HKGIDXHKD has tended to move long between 10.07 and 14.07, closing higher in 84.6% of those years for an average +1.19% move and an annualized Sharpe of 3.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 14.07 | Long | 84.6% | +1.19% | 3.80 | 13 |
| 10.07 → 13.07 | Long | 84.6% | +1.05% | 4.46 | 13 |
| 10.07 → 15.07 | Long | 84.6% | +1.01% | 2.98 | 13 |
| 10.07 → 17.07 | Long | 84.6% | +0.95% | 2.63 | 13 |
| 10.07 → 16.07 | Long | 84.6% | +0.93% | 2.29 | 13 |
| 08.07 → 14.07 | Long | 76.9% | +1.73% | 3.58 | 13 |
| 08.07 → 15.07 | Long | 76.9% | +1.56% | 2.92 | 13 |
| 08.07 → 17.07 | Long | 76.9% | +1.50% | 2.45 | 13 |