Momentum ROC 15

Strategy

Index symbols only (S&P 500, NASDAQ, DAX, etc.).

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 92.80% Avg Sharpe 0.41
Avg Sortino 0.89 Avg Max DD % -22.53%
Avg Win Rate % 42.93% Total Trades 346
Profit Factor 2.02 Volatility (Ann.) % 5.39%
Avg Trade Return % 33760.25%
Chart for symbol:

Charts & distributions

Equity curve

Log equity curve

Drawdown (underwater)

Rolling 12-month Sharpe

Rolling 12-month return (%)

Period return (≈ monthly)

Return distribution (bar returns)

MAE vs MFE (trades)

Regime return %

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+10.02%
Net profit$100,243
Gross profit$3,125,105,229
Gross loss$2,122,679,924
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.62%
Median monthly return-0.06%
Best month return+15.37%
Worst month return-6.00%
Rolling 12-month return+32.64%
Return per trade+10024.2531
Return per day in trade+0.0000
Log return CAGR+5.76%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+7.87%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).