OCaml version 4.03.0 is now officially supported. There are four different switches:
4.03.0+mingw324.03.0+mingw644.03.0+flambda+mingw324.03.0+flambda+mingw64
You can also install the pre-compiled binaries by adding a suffix-c to the
switch, e.g opam switch 4.03.0+mingw64c. Bootstrapping is much
faster this way, but the binaries might not work any longer, if the
maintainers of the cygwin repository update their mingw64-gcc packages.