This document presents the results of a sensitivity test on a linear regression trading strategy. It includes figures showing the profit factor, Sharpe ratio, ulcer performance index, compound annual growth rate, maximum drawdown, percentage of profitable trades, and average win/average loss ratio from applying the strategy with $0 commission and slippage. The final figure shows the equity curve from the sensitivity test of the linear regression strategy.

1. Linear Regression Slope: Sensitivity Test
Oxford Capital Strategies Ltd: http://www.oxfordstrat.com
Trading Strategy: http://www.oxfordstrat.com/trading-strategies/linear-regression
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.