The best indicator for Yum! Brands (YUM)
We backtested 382 indicators across daily, weekly and hourly charts on real Yum! Brands (YUM) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
MA Envelope
On the daily chart, this is the strongest risk-adjusted edge we found for Yum! Brands (YUM) over ~28.7 years — trailing buy-and-hold by 2.2% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Yum! Brands (YUM) — trailing buy-and-hold by 12.4% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
The winner on each chart
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | MA Envelope ✓ | Daily | 11.8% | 0.71 | -48.4% | 78.0% | 177 | -2.2% |
| 2 | Connors RSI-2 ✓ | Daily | 9.5% | 0.64 | -38.3% | 68.1% | 323 | -4.5% |
| 3 | SMC: Liquidity Sweep ✓ | Daily | 12.1% | 0.64 | -44.0% | 79.4% | 107 | -2.0% |
| 4 | Markov Regime ✓ | Weekly | 12.4% | 0.63 | -50.9% | 52.6% | 19 | -1.4% |
| 5 | Fisher Center-of-Gravity ✓ | Weekly | 8.0% | 0.59 | -43.5% | 62.6% | 147 | -5.8% |
| 6 | SMA 10/40 Cross ✓ | Weekly | 10.1% | 0.59 | -38.5% | 69.2% | 26 | -3.7% |
| 7 | CCI ✓ | Daily | 9.5% | 0.58 | -41.9% | 71.6% | 148 | -4.5% |
| 8 | Detrended Price Osc. ✓ | Weekly | 10.3% | 0.58 | -46.6% | 62.6% | 174 | -3.5% |
| 9 | Zero-Lag MACD ✓ | Weekly | 9.4% | 0.58 | -48.5% | 62.2% | 119 | -4.4% |
| 10 | Zero-Lag MACD ✓ | Weekly | 9.4% | 0.58 | -48.5% | 62.2% | 119 | -4.4% |
| 11 | SMA 10/30 Cross ✓ | Weekly | 9.4% | 0.57 | -37.3% | 59.3% | 27 | -4.4% |
| 12 | Stochastic RSI ✓ | Weekly | 8.0% | 0.57 | -43.6% | 77.8% | 45 | -5.8% |
| 13 | TRIX (9) ✓ | Weekly | 9.4% | 0.57 | -43.2% | 64.0% | 25 | -4.4% |
| 14 | Net Volume ✓ | Weekly | 8.8% | 0.57 | -41.9% | 60.6% | 71 | -5.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Yum! Brands (YUM), MA Envelope on the daily timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
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