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Fixed 30 pt Spread 0.01/$1,000 Backtest Summary (13 years)
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Average Monthly Gain :29.06%
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Max Expected Drawdown :51.69%
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YearJanFebMarAprMayJunJulAugSepOctNovDec
Average Monthly Return
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2020-18.50%25.31%90.12%28.83%14.09%8.03%24.65%
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201915.17%16.43%24.52%2.22%3.30%-1.21%-4.35%21.70%-3.07%-8.22%-14.24%7.24%4.96%
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20182.03%22.74%18.38%11.55%5.16%8.19%6.28%17.76%-4.69%0.34%-1.97%11.59%8.11%
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20173.52%31.21%8.74%7.34%22.29%10.12%18.03%8.10%19.76%10.19%-15.73%17.55%11.76%
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201643.58%49.37%54.62%53.14%6.69%52.50%57.62%12.64%5.33%4.44%48.94%47.85%36.39%
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201570.00%5.70%37.84%20.69%18.02%0.73%16.13%11.41%9.82%8.34%19.60%-1.42%18.07%
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201411.49%-2.39%33.25%1.03%-6.64%-12.83%-3.66%-1.90%12.71%47.68%27.32%19.94%10.50%
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201345.81%34.84%1.43%60.58%18.72%51.24%21.06%11.04%40.82%25.67%30.78%19.59%30.13%
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201217.50%14.42%30.36%-0.77%33.16%34.83%12.41%6.95%8.81%15.78%19.93%15.42%17.40%
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201129.51%31.65%54.89%35.49%33.23%6.38%47.30%39.32%55.78%50.10%25.53%35.27%37.04%
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201025.22%74.71%27.08%42.59%88.41%26.39%53.39%5.78%36.81%14.04%28.70%13.91%36.42%
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2009118.74%39.96%75.44%69.46%64.26%33.38%13.95%39.47%40.02%43.55%49.28%43.09%52.55%
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200867.45%45.22%43.38%94.26%48.66%7.95%43.98%22.76%130.68%326.89%58.72%116.74%83.89%
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200720.50%30.71%40.30%30.92%30.61%
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