Use DWdataRP utility on SCOM2016

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The DWdataRP utility works on SCOM2016

This tool has been around since SCOM 2007, and blogged about by Kevin Holman and the SCOM Engineering Team

DW Retention https://blogs.technet.microsoft.com/kevinholman/2010/01/05/understanding-and-modifying-data-warehouse-retention-and-grooming/

DWDataRP https://blogs.technet.microsoft.com/momteam/2008/05/13/data-warehouse-data-retention-policy-dwdatarp-exe/

Download the link at the second link, and save to your machine (x86 or x64)

Run the executable

dwdatarp.exe -s <DB Server Name> -D <DW Database Name>

Example dwdatarp.exe -s 16DB02 -D OperationsManagerDW

Set Data sets according to SLA