This document presents the results of a sensitivity test of an ADX filter trading strategy. It includes 8 figures analyzing the profit factor, Sharpe ratio, ulcer performance index, compound annual growth rate, maximum drawdown, percentage of profitable trades, average win/average loss ratio, and equity curve of the strategy under varying market conditions. The strategy and more information can be found on the Oxford Capital Strategies website.

1. ADX Filter: Sensitivity Test
Oxford Capital Strategies Ltd: http://www.oxfordstrat.com
Trading Strategy: http://www.oxfordstrat.com/trading-strategies/adx
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.