MFI 30

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 301.83% Avg Sharpe 0.08
Avg Sortino 0.28 Avg Max DD % -5.82%
Avg Win Rate % 9.52% Total Trades 4
Profit Factor 0.00 Volatility (Ann.) % 2.43%
Avg Trade Return % 3012486.14%
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)

0

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+0.00%
Net profit$0
Gross profit$0
Gross loss$0
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.00%
Median monthly return+0.00%
Best month return+0.00%
Worst month return+0.00%
Rolling 12-month return+0.00%
Return per day in trade+0.0000
Log return CAGR+0.00%
Compounded vs simple return difference+0.00%
Inflation-adjusted return-1.96%

Runs by symbol

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