Weekly (ex-quarterly)

The equity curve above shows the cumulative % daily returns of The Quarterly trading system tracked monthly.

CAGR = 53,71%

monthly max drawdown = -23,19%

trade frequency = weekly

inception = Jan 2011 (live since February 2018)

The Quarterly exploits long-term price momentum. The backtest extends from January 2012 to present.

Here are cumulative monthly percentage returns:

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