The equity curve above shows the cumulative % daily returns of The Summit trading system tracked monthly.
CAGR = 177.5%
monthly max drawdown = -40%
daily maximum drawdown = -40% (compounded -40%)
trade frequency = 4.18 trades per week on average
inception = 2004 (live since September 2016)
The Summit exploits both roll-yield and VXX price behavior. The backtest extends from January 2011 to present.
Here are cumulative monthly percentage returns:
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