Over 2018 to 2025 (8 years of data), YUMUSUSD has tended to move long between 16.07 and 01.08, closing higher in 100.0% of those years for an average +3.71% move and an annualized Sharpe of 4.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.07 → 01.08 | Long | 100.0% | +3.71% | 4.33 | 8 |
| 16.07 → 29.07 | Long | 100.0% | +3.35% | 5.01 | 8 |
| 17.07 → 30.07 | Long | 100.0% | +3.29% | 3.87 | 8 |
| 16.07 → 30.07 | Long | 100.0% | +3.27% | 4.59 | 8 |
| 15.07 → 16.08 | Long | 87.5% | +4.54% | 2.91 | 8 |
| 14.07 → 19.08 | Long | 87.5% | +4.52% | 2.71 | 8 |
| 11.07 → 14.08 | Long | 87.5% | +4.44% | 2.92 | 8 |
| 11.07 → 13.08 | Long | 87.5% | +4.41% | 2.78 | 8 |