FREE DAY TRADING SYSTEMS RESEARCH

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.

This strategy show that it don't really depond on the market.
If the market go down more than 0.2% it affect the performance of channel breakout strategy.
Don't consider the column where market<0 ( Market<0 and market > -0.01) because, there is very few trades for this period.
In bull market the strategy are ok.
We have alot of trade when the market performance is >0.2%, but it doesn't outperform the general system trading performance.