Market
109 strategies tested on S&P 500. The highest profit factor is 14.53, from Winter Only on Walmart Daily.
| Strategy | PF | Trades | Win % | 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 |
| Percent B Bollinger Trend | 5.43 | 3,202 | 57.90 | 552,570 | -18,577 |
| Turn Of The Month | 4.86 | 47 | 74.47 | 26,859 | -3,243 |
| Gap Catcher | 4.51 | 631 | 74.64 | 123,862 | -33,131 |
| Stochastic Extreme Reversal | 3.94 | 974 | 56.98 | 571,597 | -568,775 |
| Turnaround Tuesday | 3.80 | 39 | 71.79 | 5,718 | -911 |
| Negated Hammer | 3.20 | 372 | 87.10 | 8,515 | -2,494 |
| Navigator | 2.93 | 181 | 77.35 | 259,996 | -48,890 |
| Candle Body Sum Intraday | 2.86 | 124 | 60.48 | 6,859 | -1,368 |
| Three Down Days | 2.77 | 63 | 61.90 | 8,487 | -1,057 |
| IBS Mean Reversion | 2.65 | 380 | 69.47 | 55,597 | -5,014 |
| Two-Day Range Midline Cross | 2.52 | 114 | 92.98 | 70,128 | -18,951 |
