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Optimization
Strategy Name
Total Trades
Profit Trades, %
Year-to-Date Profit, %
Avg Annual Return, %
Profit Factor
Expected Payoff, $
Max Drawdown, %
Dogs of the Dow
260
70
9.36
8.63
2.49
224.00
63.00
Dogs of the Dow - Low Priced 5
130
73
7.35
9.80
2.44
619.00
53.00
Dobermans of the Dow
258
71
2.52
11.40
3.16
410.00
59.00
Golden Cross
555
49
-0.50
14.60
1.85
1,294.00
18.00
Turnaround Tuesday
554
56
-1.03
4.88
1.64
39.60
13.00
The Friday Gold Rush
1,034
55
-2.82
4.29
1.21
13.70
19.00
Sell in May and Go Away
25
76
-5.06
7.00
5.48
1,522.00
45.00
Stocks-Bonds Seasonal Rotation
47
77
-5.07
11.40
3.09
2,158.00
43.00
Ichimoku Kinko Hyo
1,799
35
-5.23
3.88
1.03
1.79
44.00
CANSLIM System
219
63
-5.39
7.97
1.75
180.00
41.00
Larry Connors RSI-2
18,057
63
-13.74
23.10
1.12
8.37
60.00
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