J. Welles Wilder, Jr.

Volatility Breakout: Sensitivity Test

Oxford Capital Strategies Ltd: http://www.oxfordstrat.com Trading Strategy: http://www.oxfordstrat.com/trading-strategies/welles-wilder-1 Commission & Slippage: !

Figure 1.1 "rofit #actor.

Figure 1.2 Sharpe $atio.

Figure 1.3 %lcer "erformance &ndex.

Figure 1.4 Compo'nd (nn'al )rowth $ate.

Figure 1.5 *axim'm +rawdown.

Figure 1.6 "ercent "rofita,le Trades.

Figure 1.7 (-erage .in/(-erage Loss $atio.

Figure 1.8 /0'ity 1 2: Sensiti-ity Test.