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Marché
13 stratégies testées sur Johnson & Johnson. Le profit factor le plus élevé est de 14.53, avec Winter Only sur Walmart Journalier.
| Stratégie | PF | Trades | % de réussite | Net | Max DD |
|---|---|---|---|---|---|
| Winter Only | 14.53 | 49 | 75.51 | 73,757 | -11,588 |
| Bollinger Squeeze | 14.30 | 86 | 43.02 | 386,898 | -361,369 |
| Long-Term Moving Average Cross | 12.31 | 61 | 31.15 | 212,207 | -23,612 |
| Twelve Minus Two Momentum | 12.00 | 52 | 61.54 | 38,440 | -8,990 |
| ATR Band | 10.31 | 53 | 83.02 | 51,575 | -5,068 |
| Four Percent Dip | 8.77 | 68 | 86.76 | 31,547 | -3,129 |
| MACD Exhaustion | 6.35 | 33 | 78.79 | 18,727 | -2,016 |
| Breakout Regime Filter | 6.28 | 70 | 64.29 | 93,926 | -7,379 |
| Dip In Uptrend | 5.49 | 54 | 83.33 | 18,470 | -3,117 |
| Turn Of The Month | 4.86 | 47 | 74.47 | 26,859 | -3,243 |
| Turnaround Tuesday | 3.80 | 39 | 71.79 | 5,718 | -911 |
| Three Down Days | 2.77 | 63 | 61.90 | 8,487 | -1,057 |
| IBS Mean Reversion | 2.65 | 380 | 69.47 | 55,597 | -5,014 |
