Pegasus v5.1 profit equity charts

Pegasus 5 year fixed-trade portfolio trading simulation - 01/01/1999 to 01/01/2004

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Simulations include transaction costs & 1.5% total slippage
Trade simulations courtesy of TradeSim



Pegasus' profit equity chart



Pegasus' monthly profit distribution



Pegasus' relative drawdown



Pegasus' Monte Carlo 20-million trade simulation analysis

Pegasus v5.1 - no ADT-05 trend filter

Pegasus 5 year fixed-trade simulation without ADT-05 market trend filter - 01/01/1999 to 01/01/2004



Pegasus' profit equity chart without ADT-05 market trend filter



Pegasus' monthly profit distribution without ADT-05



Pegasus' relative drawdown without ADT-05 market trend filter