est period with no sign of abating in the recent past Sharpe 3.92 Yearly Return to Max DD 5.34 Avg Yearly Return 22.8% Profitable Days % 59% Avg Daily Return 0.08% StDev Daily Return 0.37% Best Daily Return 2.91% Worst Daily Return -2.24% Worst DD -4.27% Max DD Duration 136 days Avg Worst 10 DD