Over 2022 to 2025 (4 years of data), YUMCUSUSD has tended to move long between 11.07 and 16.07, closing higher in 100.0% of those years for an average +2.15% move and an annualized Sharpe of 11.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 16.07 | Long | 100.0% | +2.15% | 11.65 | 4 |
| 08.07 → 01.08 | Short | 100.0% | +1.52% | 5.32 | 4 |
| 13.07 → 04.08 | Short | 75.0% | +4.32% | 3.16 | 4 |
| 12.07 → 04.08 | Short | 75.0% | +3.64% | 2.43 | 4 |
| 13.07 → 05.08 | Short | 75.0% | +3.48% | 2.73 | 4 |
| 09.07 → 12.07 | Long | 75.0% | +3.46% | 7.58 | 4 |
| 08.07 → 04.08 | Short | 75.0% | +3.14% | 3.26 | 4 |
| 13.07 → 24.07 | Short | 75.0% | +2.94% | 4.83 | 4 |