United States
Over 2018 to 2025 (8 years of data), YUMUSUSD has tended to move long between 11.10 and 10.12, closing higher in 87.5% of those years for an average +5.24% move and an annualized Sharpe of 1.40.
Best window
11.10 - 10.12
Direction
Long
Win rate
87.5%
Avg return
+5.24%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 87.5% | +5.24% | 1.40 | 8 |
| 11.10 → 27.11 | Long | 87.5% | +5.21% | 1.72 | 8 |
| 11.10 → 28.11 | Long | 87.5% |
| +5.17% |
| 1.76 |
| 8 |
| 11.10 → 02.12 | Long | 87.5% | +5.00% | 1.54 | 8 |
| 11.10 → 04.12 | Long | 87.5% | +4.91% | 1.38 | 8 |
| 11.10 → 09.12 | Long | 87.5% | +4.91% | 1.38 | 8 |
| 11.10 → 29.11 | Long | 87.5% | +4.79% | 1.64 | 8 |
| 11.10 → 03.12 | Long | 87.5% | +4.71% | 1.35 | 8 |