Over 2018 to 2025 (8 years of data), OMCUSUSD has tended to move short between 13.07 and 04.08, closing higher in 87.5% of those years for an average +4.55% move and an annualized Sharpe of 2.49.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 04.08 | Short | 87.5% | +4.55% | 2.49 | 8 |
| 12.07 → 04.08 | Short | 87.5% | +4.47% | 2.36 | 8 |
| 13.07 → 03.08 | Short | 87.5% | +4.34% | 2.29 | 8 |
| 13.07 → 06.08 | Short | 87.5% | +4.31% | 2.29 | 8 |
| 12.07 → 03.08 | Short | 87.5% | +4.25% | 2.15 | 8 |
| 13.07 → 02.08 | Short | 87.5% | +4.24% | 2.35 | 8 |
| 12.07 → 06.08 | Short | 87.5% | +4.22% | 2.18 | 8 |
| 12.07 → 02.08 | Short | 87.5% | +4.15% | 2.21 | 8 |