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Buy & hold (no timing)
When IN When OUT
11.4% N/A 11.4% CAGR
-51% MaxDD
2/5/1950 1.05 Sortino
3/4/2024 15% stdev
===============================================
SMA 43 week (~200 days) -1% sell
When IN When OUT
13.3% 6.4% 9.5% CAGR
-24% MaxDD
2/5/1950 1.28 Sortino
3/4/2024 11% stdev
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SMA 65 week (~325 days) -1% sell
When IN When OUT
13.1% 6.3% 9.7% CAGR
-26% MaxDD
2/5/1950 1.28 Sortino
3/4/2024 11% stdev
===============================================
GTT 43 week (~200 days) SMA -1% sell
When IN When OUT
13.9% -1.2% 11.6% CAGR
-26% MaxDD
2/5/1950 1.90 Sortino
3/4/2024 12% stdev
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GTT 65 week (~325 days) SMA -1% sell
When IN When OUT
13.2% 2.6% 10.9% CAGR
-26% MaxDD
2/5/1950 1.52 Sortino
3/4/2024 12% stdev
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