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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
50.4%
16.77%
-IndustryYearLast 25
-14.38%
16.77%
5
+IndustryYearTop 10
64.89%
16.78%
-IndustryYearLast 5
-29.52%
16.78%
A
+GlobalYearTop 10
55.74%
15.48%
-IndustryWeekLast 25
1%
0.25%

Omega Ratio

A ratio of the probability weighted returns above the threshold level to probability weighted returns below the threshold level. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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