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Optimization
Strategy Name
Total Trades
Profit Trades, %
Year-to-Date Profit, %
Avg Annual Return, %
Profit Factor
Expected Payoff, $
Max Drawdown, %
Dogs of the Dow
260
70
5.08
8.45
2.41
213.00
63.00
Dogs of the Dow - Low Priced 5
130
73
2.55
9.61
2.34
587.00
53.00
Stocks-Bonds Seasonal Rotation
47
79
2.30
11.70
3.37
2,342.00
43.00
Sell in May and Go Away
25
80
2.29
7.29
6.51
1,674.00
45.00
Golden Cross
550
48
2.10
14.30
1.87
1,247.00
18.00
Turnaround Tuesday
551
57
1.49
4.99
1.68
41.40
13.00
Dobermans of the Dow
258
71
1.47
11.30
3.25
404.00
59.00
Larry Connors RSI-2
17,929
63
1.25
25.10
1.16
11.00
58.00
The Friday Gold Rush
1,027
55
-0.48
4.40
1.22
14.40
19.00
CANSLIM System
218
63
-0.81
8.01
1.80
185.00
41.00
Ichimoku Kinko Hyo
1,793
35
-2.75
3.33
1.02
1.35
44.00
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