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Richard Wyckoff - Mean Reversion
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Richard Wyckoff - Mean Reversion
1.
Richard Wyckoff –
Mean Reversion: Sensitivity Test Oxford Capital Strategies Ltd: http://www.oxfordstrat.com Trading Strategy: http://www.oxfordstrat.com/trading-strategies/richard-wyckoff-mean-reversion-1 Commission & Slippage: $0 Figure 1.1 Profit Factor.
2.
Figure 1.2 Sharpe
Ratio.
3.
Figure 1.3 Ulcer
Performance Index.
4.
Figure 1.4 Compound
Annual Growth Rate.
5.
Figure 1.5 Maximum
Drawdown.
6.
Figure 1.6 Percent
Profitable Trades.
7.
Figure 1.7 Average
Win/Average Loss Ratio.
8.
Figure 1.8 Equity
($): Sensitivity Test.
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