Here is a link with an overview of system performances for the last few years: click here . Also note that this is a simple report based on capital required to trade - it does not reflect a proper allocation. Also, keep in mind that the model is using the same settings for all the securities in this spreadsheet, with the exception of trade frequency - which is a highly unusual capability and also indicates that entries that these results are not curve fit.
The Huge US Bond Market and the US Dollar Blow Off the “Debasement Trade”
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Why the dollar and Treasuries have rallied despite the Liberation Day swoon
and "debasement trade" patter.
2 hours ago