United States
Over 2022 to 2025 (4 years of data), OMFUSUSD has tended to move long between 11.10 and 03.12, closing higher in 100.0% of those years for an average +21.72% move and an annualized Sharpe of 11.69.
Best window
11.10 - 03.12
Direction
Long
Win rate
100.0%
Avg return
+21.72%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 03.12 | Long | 100.0% | +21.72% | 11.69 | 4 |
| 12.10 → 11.12 | Long | 100.0% | +21.67% | 7.23 | 4 |
| 11.10 → 04.12 | Long | 100.0% |
| +21.66% |
| 11.65 |
| 4 |
| 11.10 → 02.12 | Long | 100.0% | +21.50% | 10.67 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +21.42% | 11.17 | 4 |
| 11.10 → 24.11 | Long | 100.0% | +21.32% | 13.17 | 3 |
| 11.10 → 06.12 | Long | 100.0% | +21.10% | 12.05 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +21.02% | 10.36 | 4 |