Over 2022 to 2025 (4 years of data), OMFUSUSD has tended to move short between 26.08 and 10.10, closing higher in 100.0% of those years for an average +10.46% move and an annualized Sharpe of 5.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 10.10 | Short | 100.0% | +10.46% | 5.65 | 4 |
| 26.08 → 20.10 | Short | 100.0% | +10.10% | 4.23 | 4 |
| 25.08 → 10.10 | Short | 100.0% | +9.96% | 5.98 | 4 |
| 26.08 → 19.10 | Short | 100.0% | +9.85% | 3.94 | 4 |
| 26.08 → 23.10 | Short | 100.0% | +9.85% | 4.74 | 4 |
| 25.08 → 20.10 | Short | 100.0% | +9.62% | 4.48 | 4 |
| 26.08 → 08.10 | Short | 100.0% | +9.62% | 5.85 | 4 |
| 27.08 → 10.10 | Short | 100.0% | +9.57% | 5.92 | 4 |