| Asset | Return | CAGR | Sharpe | Max DD | Win Rate | PF | Trades |
|---|---|---|---|---|---|---|---|
| 🟡 AAPL | +27.2% | 4.9% | 0.20 | 32.1% | 45.6% | 1.19 | 57 |
| 🟡 BTC | -17.8% | -3.9% | 0.02 | 61.7% | 33.3% | 0.93 | 75 |
| 🔴 QQQ | -1.9% | -0.4% | -0.02 | 37.9% | 41.3% | 1.02 | 63 |
| 🔴 ETH | -47.9% | -12.2% | -0.07 | 76.5% | 34.2% | 0.86 | 73 |
| 🔴 SPY | +1.5% | 0.3% | -0.08 | 25.5% | 41.9% | 1.02 | 62 |
| 🔴 EURUSD | -6.1% | -1.3% | -0.98 | 12.6% | 36.2% | 0.80 | 58 |
🟢 Sharpe > 0.5 · 🟡 0–0.5 · 🔴 Negative
← Back to all indicator backtests
Last refreshed: July 04, 2026