Over 2022 to 2025 (4 years of data), OMFUSUSD has tended to move long between 09.07 and 24.07, closing higher in 100.0% of those years for an average +6.35% move and an annualized Sharpe of 8.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 24.07 | Long | 100.0% | +6.35% | 8.47 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +6.07% | 8.91 | 4 |
| 08.07 → 24.07 | Long | 100.0% | +6.04% | 8.62 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +5.76% | 8.85 | 4 |
| 13.07 → 08.08 | Short | 100.0% | +5.20% | 14.82 | 4 |
| 13.07 → 05.08 | Short | 100.0% | +5.05% | 6.62 | 4 |
| 11.07 → 24.07 | Long | 100.0% | +5.01% | 9.57 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +4.98% | 4.94 | 4 |