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Screen CAGR SAWR GSD MDD Sharpe AT
SP500EW_sell_if_SMAC 13 8 13 -23 0.69 3
SP500EW_sell_if_All_Bearish 14 10 16 -39 0.68 1
SP500EW_sell_if_SMA_Bearish_simple_updated 11 7 14 -35 0.53 1
SP500EqualWeight 12 8 19 -60 0.50 0
SP500EW_sell_if_SMA_Bearish 10 7 14 -35 0.47 1
SP500EW_sell_if_SMA_Bearish_simple 10 7 14 -35 0.47 1
SP500MktCapWeight 11 6 17 -54 0.46 0
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