Trading Strategy: Trend-following based on volatility breakouts.

1. Opening Range Breakout – Weekly Bars: Sensitivity Test
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Trading Strategy: http://www.oxfordstrat.com/trading-strategies/opening-range-breakout-weekly
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Figure 1.1 Profit Factor.

2. Figure 1.2 Sharpe Ratio.

3. Figure 1.3 Ulcer Performance Index.

4. Figure 1.4 Compound Annual Growth Rate.

5. Figure 1.5 Maximum Drawdown.

6. Figure 1.6 Percent Profitable Trades.

7. Figure 1.7 Average Win/Average Loss Ratio.

8. Figure 1.8 Equity ($): Sensitivity Test.