Strategies

MACD TrendTechnical / Trend Following

CAGR
24.1%
Sharpe
1.6
Max DD
18.4%

RSI EdgeTechnical / Mean Reversion

CAGR
18.2%
Sharpe
1.4
Max DD
12.6%

ATR BreakoutVolatility / Breakout

CAGR
16.7%
Sharpe
1.2
Max DD
9.8%