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Optimization
Strategy Name
Total Trades
Profit Trades, %
Year-to-Date Profit, %
Avg Annual Return, %
Profit Factor
Expected Payoff, $
Max Drawdown, %
Ichimoku Kinko Hyo
1,790
35
-2.23
3.25
1.02
1.30
44.00
Golden Cross
548
49
3.49
14.40
1.90
1,263.00
18.00
The Friday Gold Rush
1,026
55
-0.62
4.39
1.22
14.30
19.00
Turnaround Tuesday
550
57
0.83
4.96
1.67
41.10
13.00
Larry Connors RSI-2
17,905
63
1.23
25.10
1.16
11.10
58.00
CANSLIM System
218
64
2.40
8.14
1.85
192.00
41.00
Dogs of the Dow
260
70
5.39
8.46
2.44
213.00
63.00
Dogs of the Dow - Low Priced 5
130
72
4.83
9.70
2.42
602.00
53.00
Dobermans of the Dow
257
72
3.72
11.40
3.42
416.00
59.00
Stocks-Bonds Seasonal Rotation
47
79
2.48
11.70
3.38
2,349.00
43.00
Sell in May and Go Away
25
80
2.47
7.29
6.53
1,677.00
45.00
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