Over 1986 to 2025 (40 years of data), USDHKD has tended to move short between 12.07 and 28.07, closing higher in 72.5% of those years for an average +0.03% move and an annualized Sharpe of 1.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 28.07 | Short | 72.5% | +0.03% | 1.91 | 40 |
| 12.07 → 27.07 | Short | 70.0% | +0.03% | 1.76 | 40 |
| 12.07 → 29.07 | Short | 70.0% | +0.03% | 1.68 | 40 |
| 12.07 → 31.07 | Short | 70.0% | +0.02% | 1.19 | 40 |
| 10.07 → 15.07 | Long | 70.0% | +0.01% | 1.18 | 40 |
| 12.07 → 24.07 | Short | 67.5% | +0.03% | 2.43 | 40 |
| 12.07 → 25.07 | Short | 67.5% | +0.03% | 1.81 | 40 |
| 12.07 → 26.07 | Short | 67.5% | +0.03% | 1.63 | 40 |