United States
Over 2018 to 2025 (8 years of data), OMCUSUSD has tended to move long between 11.10 and 16.10, closing higher in 87.5% of those years for an average +2.69% move and an annualized Sharpe of 9.70.
Best window
11.10 - 16.10
Direction
Long
Win rate
87.5%
Avg return
+2.69%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Long | 87.5% | +2.69% | 9.70 | 8 |
| 11.10 → 17.10 | Long | 87.5% | +2.67% | 6.05 | 8 |
| 10.10 → 18.10 | Long | 87.5% |
| +1.94% |
| 4.01 |
| 8 |
| 11.10 → 14.10 | Long | 87.5% | +1.71% | 15.78 | 8 |
| 10.10 → 14.10 | Long | 87.5% | +0.85% | 5.31 | 8 |
| 11.10 → 02.12 | Long | 75.0% | +7.55% | 1.97 | 8 |
| 06.10 → 02.12 | Long | 75.0% | +7.52% | 1.80 | 8 |
| 11.10 → 10.12 | Long | 75.0% | +7.47% | 1.75 | 8 |