Over 2018 to 2025 (8 years of data), YUMUSUSD has tended to move long between 10.07 and 13.08, closing higher in 87.5% of those years for an average +4.92% move and an annualized Sharpe of 3.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 13.08 | Long | 87.5% | +4.92% | 3.14 | 8 |
| 08.07 → 13.08 | Long | 87.5% | +4.88% | 3.16 | 8 |
| 12.07 → 18.08 | Long | 87.5% | +4.85% | 2.96 | 8 |
| 07.07 → 13.08 | Long | 87.5% | +4.84% | 3.02 | 8 |
| 09.07 → 13.08 | Long | 87.5% | +4.80% | 3.21 | 8 |
| 11.07 → 18.08 | Long | 87.5% | +4.75% | 2.89 | 8 |
| 10.07 → 12.08 | Long | 87.5% | +4.62% | 2.86 | 8 |
| 08.07 → 12.08 | Long | 87.5% | +4.59% | 2.82 | 8 |