Momentum ROC 3%

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 136.70% Avg Sharpe 0.43
Avg Sortino 1.00 Avg Max DD % -23.99%
Avg Win Rate % 43.48% Total Trades 311
Profit Factor 3.30 Volatility (Ann.) % 5.63%
Avg Trade Return % 53849.82%
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+36.17%
Net profit$361,737
Gross profit$5,189,264,028
Gross loss$1,571,896,670
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.43%
Median monthly return+1.03%
Best month return+16.38%
Worst month return-6.01%
Rolling 12-month return+33.45%
Return per trade+45217.0920
Return per day in trade+0.0000
Log return CAGR+19.84%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+33.50%

Runs by symbol

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