| Investment | Total Profit $ | Win Rate% | Average Days/Trade | Annual ROI(%) | Number of Investments |
|---|---|---|---|---|---|
| Commodities | $744.50 | 71.6 | 15 | 11.9 | 15 |
| Cryptocurrency | $6,210.00 | 70.7 | 17.5 | 29.65 | 6 |
| Stocks | $216.62 | 77.1 | 13 | 13.2 | 53 |
| Mean | $2,390.37 | 73.13 | 15.17 | 18.25 | – |
| Median | $744.50 | 71.6 | 15 | 13.2 | – |
| Commodity Name | Total Profit $ | Win Rate% | Average Days/Trade | Annual ROI(%) |
|---|---|---|---|---|
| Corn | $1,939.51 | 73.4 | 13 | 12.5 |
| Cotton | $548.22 | 74.2 | 11 | 19.3 |
| Crude Oil WTI | $81.15 | 66.7 | 23 | 7.0 |
| Lead | $5,853.16 | 78.9 | 11 | 8.7 |
| Lean Hogs | $335.13 | 65.6 | 11 | 11.9 |
| Live Cattle | $148.15 | 66.7 | 15 | 4.2 |
| Lumber | $8,145.73 | 77.0 | 11 | 40.5 |
| Natural gas | $65.43 | 68.3 | 12 | 75.2 |
| Palladium | $2,905.00 | 95.7 | 60 | 35.9 |
| Platinum | $744.50 | 67.7 | 21 | 4.4 |
| Silver | $34.39 | 70.4 | 26 | 11.0 |
| Soybeans | $4,065.96 | 80.0 | 13 | 10.8 |
| Sugar | $35.76 | 71.6 | 21 | 11.4 |
| Tin | $1,399.00 | 68.8 | 87 | 1.0 |
| Wheat | $3,972.00 | 77.2 | 11 | 17.7 |
| Mean | $2,018.21 | 73.48 | 23.07 | 18.10 |
| Median | $744.50 | 71.6 | 13 | 11.4 |
| Cryptocurrency | Total Profit $ | Win Rate% | Average Days/Trade | Annual ROI(%) |
|---|---|---|---|---|
| BTC-USD | $226,400.00 | 70.9 | 14 | 15.8 |
| ETH-USD | $17,446.20 | 67.7 | 15 | 34.4 |
| PAXG-USD | $10,600.00 | 75.6 | 20 | 24.9 |
| SOL-USD | $1,412.95 | 73.6 | 14 | 74.1 |
| XAUT-USD | $1,820.00 | 70.5 | 25 | 6.2 |
| ZEC-USD | $166.80 | 70.5 | 35 | 45.3 |
| Mean | $42,974.33 | 71.47 | 20.5 | 33.45 |
| Median | $6,210.00 | 70.7 | 17.5 | 29.65 |
| Ticker | Total Profit $ | Win Rate% | Average Days/Trade | Annual ROI(%) |
|---|---|---|---|---|
| AAPL | $137.47 | 77.1 | 17 | 5.0 |
| ABBV | $221.75 | 70.3 | 38 | 15.3 |
| ACGL | $35.82 | 83.9 | 45 | 10.2 |
| AEM | $139.28 | 72.2 | 39 | 30.0 |
| AIR | $263.87 | 74.0 | 11 | 16.4 |
| AMZN | $88.33 | 64.9 | 38 | 7.6 |
| ARCB | $159.94 | 65.1 | 22 | 10.9 |
| ASO | $56.43 | 69.8 | 12 | 4.2 |
| BN | $38.36 | 65.1 | 11 | 3.1 |
| CAT | $1,425.59 | 80.9 | 12 | 19.4 |
| CDNS | $242.67 | 73.0 | 38 | 12.0 |
| CELH | $53.47 | 72.7 | 42 | 18.0 |
| CENT | $145.28 | 76.0 | 11 | 13.2 |
| CFR | $133.30 | 67.6 | 20 | 6.6 |
| CNM | $283.50 | 86.7 | 9 | 21.0 |
| CPRX | $41.50 | 100.0 | 110 | 136.7 |
| CTVA | $216.62 | 78.0 | 11 | 12.7 |
| DD | $332.77 | 74.5 | 14 | 18.6 |
| DE | $2,349.84 | 78.4 | 13 | 22.4 |
| DECK | $573.98 | 84.4 | 31 | 58.6 |
| DELL | $790.21 | 85.6 | 11 | 34.3 |
| EMR | $212.51 | 84.2 | 18 | 11.3 |
| ET | $47.32 | 82.1 | 12 | 14.3 |
| ETN | $16.59 | 64.7 | 82 | 1.8 |
| EXC | $19.46 | 66.7 | 42 | 6.4 |
| GIS | $253.48 | 85.1 | 11 | 12.2 |
| GOOGL | $321.50 | 72.3 | 12 | 7.3 |
| HII | $929.34 | 75.2 | 10 | 12.4 |
| HUM | $577.80 | 79.6 | 28 | 11.5 |
| ISRG | $750.90 | 69.3 | 12 | 7.2 |
| JPM | $190.63 | 70.8 | 19 | 6.5 |
| LNW | $522.76 | 81.1 | 11 | 23.1 |
| LYB | $48.04 | 66.7 | 29 | 4.5 |
| MRK | $339.15 | 78.1 | 14 | 14.2 |
| NOC | $2,838.75 | 80.0 | 10 | 16.8 |
| O | $204.98 | 79.7 | 11 | 11.2 |
| OMI | $161.31 | 74.8 | 12 | 26.2 |
| PAYX | $480.68 | 82.6 | 12 | 13.6 |
| PEP | $130.80 | 77.2 | 24 | 5.4 |
| PIPR | $1,393.89 | 79.8 | 11 | 24.1 |
| PNC | $503.19 | 80.7 | 13 | 11.4 |
| QSR | $26.96 | 66.2 | 17 | 2.3 |
| SAN | $7.48 | 81.2 | 87 | 57.1 |
| SIEGY | $322.50 | 67.7 | 11 | 11.9 |
| SIGA | $30.90 | 71.1 | 31 | 35.7 |
| SNA | $1,238.31 | 76.2 | 10 | 13.2 |
| SPG | $444.89 | 71.3 | 12 | 11.4 |
| SPY | $1,333.48 | 87.9 | 11 | 9.0 |
| TRN | $44.82 | 72.7 | 32 | 15.9 |
| VNOM | $178.94 | 80.5 | 12 | 19.4 |
| VRTX | $1,695.27 | 82.5 | 14 | 20.7 |
| WM | $144.40 | 77.3 | 63 | 15.0 |
| WMT | $279.06 | 82.0 | 10 | 13.6 |
| Mean | $441.89 | 76.37 | 23.74 | 17.79 |
| Median | $216.62 | 77.1 | 13 | 13.2 |
Note 1 – All results computed over 5 calendar years.
Note 2 – Average days per trade (Average Days/Trade) is computed by taking the total number of days in the back test and dividing it by the total number of trades generated by the back test.