United States
Over 2022 to 2025 (4 years of data), YUMCUSUSD has tended to move short between 07.10 and 31.10, closing higher in 100.0% of those years for an average +7.65% move and an annualized Sharpe of 4.21.
Best window
07.10 - 31.10
Direction
Short
Win rate
100.0%
Avg return
+7.65%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 31.10 | Short | 100.0% | +7.65% | 4.21 | 4 |
| 07.10 → 01.11 | Short | 75.0% | +9.70% | 5.42 | 4 |
| 06.10 → 01.11 | Short | 75.0% |
| +9.33% |
| 4.51 |
| 4 |
| 07.10 → 22.10 | Short | 75.0% | +8.61% | 4.38 | 4 |
| 06.10 → 22.10 | Short | 75.0% | +8.17% | 3.56 | 4 |
| 07.10 → 23.10 | Short | 75.0% | +8.16% | 3.89 | 4 |
| 06.10 → 23.10 | Short | 75.0% | +7.71% | 3.16 | 4 |
| 10.10 → 01.11 | Short | 75.0% | +7.47% | 3.76 | 4 |