Over 2022 to 2025 (4 years of data), OMFUSUSD has tended to move short between 27.07 and 25.09, closing higher in 100.0% of those years for an average +13.24% move and an annualized Sharpe of 3.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 25.09 | Short | 100.0% | +13.24% | 3.78 | 4 |
| 28.07 → 25.09 | Short | 100.0% | +12.75% | 4.26 | 4 |
| 28.07 → 26.09 | Short | 100.0% | +12.36% | 4.16 | 4 |
| 25.07 → 21.08 | Short | 100.0% | +9.84% | 6.77 | 4 |
| 24.07 → 21.08 | Short | 100.0% | +9.72% | 7.16 | 4 |
| 25.07 → 20.08 | Short | 100.0% | +9.61% | 6.26 | 4 |
| 24.07 → 20.08 | Short | 100.0% | +9.50% | 6.55 | 4 |
| 23.07 → 21.08 | Short | 100.0% | +8.97% | 5.58 | 4 |