Backtest Results
| Symbol | Total Return | Ann. Return | Sharpe | B&H Sharpe | Max DD | Win Rate | Trades | Profit Factor |
|---|
| GOLD_ETFvt15_fwd5vol_v2 | +98.08% | +27.90% | 1.66 | 1.39 | -20.42% | 55.9% | 203 | 1.33 |
| GOLDvt15_fwd5vol_v2 | +92.37% | +26.56% | 1.59 | 1.40 | -20.40% | 56.6% | 216 | 1.31 |
| SP500vt15_fwd5vol_v2 | +54.00% | +16.82% | 1.26 | 1.30 | -15.00% | 57.0% | 96 | 1.24 |
| GOOGLEvt15_fwd5vol_v2 | +71.99% | +21.56% | 1.18 | 1.31 | -15.02% | 54.6% | 305 | 1.24 |
| DOWvt15_fwd5vol_v2 | +45.18% | +14.36% | 1.14 | 1.17 | -14.28% | 55.0% | 73 | 1.22 |
| NASDAQvt15_fwd5vol_v2 | +56.96% | +17.62% | 1.13 | 1.21 | -17.09% | 57.9% | 275 | 1.21 |
| APPLEvt15_fwd5vol_v2 | +40.40% | +12.99% | 0.81 | 0.91 | -19.95% | 54.1% | 333 | 1.16 |
| NAT_GASvt15_fwd5vol_v2 | +33.25% | +10.89% | 0.69 | 0.52 | -13.72% | 50.3% | 184 | 1.13 |
| AMAZONvt15_fwd5vol_v2 | +22.60% | +7.61% | 0.52 | 0.79 | -16.59% | 52.7% | 342 | 1.09 |
| GBPUSDvt15_fwd5vol_v2 | +9.24% | +3.23% | 0.49 | 0.49 | -9.36% | 51.1% | 1 | 1.08 |
| EURUSDvt15_fwd5vol_v2 | +7.86% | +2.76% | 0.43 | 0.43 | -8.46% | 46.9% | 1 | 1.08 |
| MICROSOFTvt15_fwd5vol_v2 | +14.57% | +5.02% | 0.38 | 0.40 | -24.76% | 52.9% | 323 | 1.07 |
| USDJPYvt15_fwd5vol_v2 | +8.32% | +2.92% | 0.35 | 0.36 | -12.91% | 55.0% | 16 | 1.06 |
| OIL_ETFvt15_fwd5vol_v2 | +10.76% | +3.75% | 0.30 | 0.43 | -14.73% | 50.3% | 350 | 1.05 |
| AUDUSDvt15_fwd5vol_v2 | +5.53% | +1.96% | 0.25 | 0.37 | -13.82% | 50.6% | 5 | 1.04 |
| OIL_WTIvt15_fwd5vol_v2 | -8.10% | -3.00% | -0.10 | -0.04 | -21.78% | 49.9% | 325 | 0.98 |
| OIL_BRENTvt15_fwd5vol_v2 | -12.38% | -4.65% | -0.20 | -0.06 | -24.33% | 51.0% | 317 | 0.97 |
| USDCHFvt15_fwd5vol_v2 | -10.54% | -3.93% | -0.47 | -0.44 | -17.45% | 52.1% | 10 | 0.92 |