Here we will show you performance of stocks by market performance.
For example : lets take the last column (>=0.5) , it means that here we put only the trades that during
the holding period (2h) the market performance was better than 0.5%
By market performance we talk here about Russell2000 performance.
As we can see the performance depend alot of the market.
This strategy work better in uptrend market, but it is very bad in bear market.