Linear Regression Slope

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Information about Linear Regression Slope

Published on March 10, 2014

Author: oxfordstrat



Trading Strategy: Trend-following based on a linear regression slope.

Linear Regression Slope: Sensitivity Test Oxford Capital Strategies Ltd: Trading Strategy: Commission & Slippage: $0 Figure 1.1 Profit Factor.

Figure 1.2 Sharpe Ratio.

Figure 1.3 Ulcer Performance Index.

Figure 1.4 Compound Annual Growth Rate.

Figure 1.5 Maximum Drawdown.

Figure 1.6 Percent Profitable Trades.

Figure 1.7 Average Win/Average Loss Ratio.

Figure 1.8 Equity ($): Sensitivity Test.

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