Backtesting of USD JPY
Backtesting of USD JPY
Backtesting of USD JPY
40.00%
30.00%
20.00%
10.00%
0.00%
Strategy Returns
-10.00% Google Returns
-20.00%
-30.00%
-40.00%
-50.00%
5/2/2014 8/2/2014 11/2/2014 2/2/2015 5/2/2015 8/2/2015
Strategy Returns
Google Returns
0.24%
0.22%
-2.19%
-2.21%
-2.97%
-1.51%
0.62%
1.22%
0.00%
-1.27%
-1.14%
0.42%
0.59%
2.33%
3.49%
4.94%
7.46%
6.65%
6.35%
6.31%
5.18%
3.47%
3.42%
5.17%
5.63%
6.73%
6.43%
6.11%
4.69%
4.77%
3.35%
3.10%
5.07%
5.36%
5.64%
7.27%
7.21%
9.87%
9.37%
9.60%
9.23%
10.63%
10.57%
11.03%
10.56%
8.44%
9.38%
8.44%
9.97%
11.05%
11.04%
10.63%
8.94%
12.99%
11.93%
12.93%
13.16%
12.66%
11.84%
12.14%
11.19%
11.54%
8.53%
7.48%
8.83%
7.29%
7.54%
6.97%
8.00%
7.83%
6.85%
9.14%
9.11%
8.89%
10.54%
11.43%
10.98%
10.77%
10.61%
10.17%
9.72%
8.42%
8.08%
8.53%
9.62%
9.74%
10.50%
11.28%
11.97%
10.32%
10.72%
10.38%
9.30%
8.82%
10.12%
11.03%
11.89%
13.18%
11.53%
10.34%
11.65%
9.19%
9.58%
9.44%
9.63%
7.90%
8.24%
9.23%
9.62%
7.04%
8.70%
6.50%
3.39%
1.24%
2.14%
0.64%
-0.41%
-2.94%
-1.11%
-0.02%
1.15%
3.29%
2.49%
2.68%
4.22%
4.30%
4.49%
6.16%
5.42%
5.21%
3.66%
2.92%
2.72%
3.96%
4.49%
3.92%
3.55%
3.37%
1.87%
1.59%
1.96%
1.55%
2.06%
2.39%
2.74%
2.60%
2.88%
1.36%
1.35%
0.88%
2.02%
-0.27%
0.06%
1.27%
-0.11%
0.32%
-1.52%
-2.44%
-5.94%
-4.13%
-2.95%
-1.96%
-0.34%
0.75%
0.40%
1.40%
0.70%
0.71%
-0.05%
-0.35%
-2.43%
-4.69%
-4.85%
-4.55%
-5.79%
-6.48%
-5.79%
-4.90%
-4.72%
-3.53%
-3.75%
-1.64%
1.47%
2.52%
1.62%
-1.52%
-3.16%
-3.04%
1.49%
0.35%
0.49%
-0.74%
0.17%
0.82%
0.22%
1.95%
1.77%
3.09%
4.24%
3.07%
2.48%
3.08%
2.33%
1.00%
1.79%
3.27%
5.47%
6.03%
8.48%
8.92%
8.87%
9.24%
7.79%
8.01%
5.38%
4.66%
5.48%
3.92%
5.29%
4.59%
6.24%
5.95%
6.40%
6.10%
8.27%
6.10%
5.41%
4.12%
4.82%
4.05%
3.02%
1.68%
1.92%
1.97%
2.84%
2.68%
2.53%
2.38%
0.71%
1.11%
1.36%
-0.50%
1.66%
1.39%
2.41%
3.86%
7.29%
5.45%
5.13%
4.26%
2.03%
2.13%
2.68%
0.79%
-0.46%
0.77%
2.19%
1.72%
0.45%
0.56%
2.23%
1.36%
1.07%
2.03%
2.39%
3.01%
2.55%
1.07%
2.49%
2.49%
1.03%
1.39%
2.38%
2.59%
1.91%
1.27%
0.03%
0.01%
1.90%
1.51%
1.08%
0.10%
0.28%
0.49%
1.91%
1.90%
2.19%
2.62%
2.12%
1.63%
0.95%
-0.98%
-1.17%
-0.92%
-0.62%
-0.72%
-0.31%
-1.87%
-1.14%
0.66%
3.78%
6.54%
6.37%
10.10%
27.77%
25.89%
25.75%
25.72%
22.33%
18.40%
19.10%
19.24%
19.99%
20.11%
18.79%
19.85%
19.48%
22.24%
22.03%
20.63%
20.33%
25.47%
25.23%
24.64%
24.77%
25.48%
24.58%
25.49%
22.82%
16.29%
11.95%
10.52%
19.36%
21.07%
19.69%
17.39%
13.51%
16.65%
15.11%
14.06%
16.71%
16.34%
17.98%
18.82%
18.34%
20.60%
20.76%
22.07%
19.48%
20.65%
18.23%
18.17%
18.82%
16.20%
12.95%
12.97%
15.52%
16.07%
19.03%