| Asset | Return | CAGR | Sharpe | Max DD | Win Rate | PF | Trades |
|---|---|---|---|---|---|---|---|
| 🟡 AAPL | +27.2% | 4.9% | 0.20 | 32.1% | 47.4% | 1.19 | 57 |
| 🔴 BTC | -31.3% | -7.2% | -0.07 | 56.3% | 33.3% | 0.82 | 75 |
| 🔴 QQQ | -9.3% | -1.9% | -0.08 | 37.5% | 41.0% | 0.89 | 61 |
| 🔴 SPY | -1.9% | -0.4% | -0.13 | 24.2% | 41.7% | 1.00 | 60 |
| 🔴 ETH | -65.3% | -19.1% | -0.45 | 76.5% | 32.9% | 0.68 | 73 |
| 🔴 EURUSD | -6.7% | -1.4% | -1.01 | 11.9% | 36.2% | 0.79 | 58 |
🟢 Sharpe > 0.5 · 🟡 0–0.5 · 🔴 Negative
← Back to all indicator backtests
Last refreshed: October 31, 2026