Strategy Analytics

Corn Moving Average & Profit Factors

SMA-slope optimization on Corn, CAGR / drawdown / Sharpe for the Donchian and MA systems, and an ATR profit-factor sweep.

Instrument
Corn Futures (ZC=F)
History
2000-07-17 → 2026-06-22
SMA Grid
30→70 step 3, then 70→120 step 5 (25 periods)
Profit Factor
1.5 → 10.0 step 0.5 (ATR target × PF)

1. Moving Average Optimization

SMA periods 30, 33, 36, 39, 42, 45, 48, 51, 54, 57, 60, 63, 66, 69, 70, 75, 80, 85, 90, 95, 100, 105, 110, 115, 120. Entry when the SMA turns up, exit when it turns down (System A flat, System B reverses short). Returns are percentages of capital on a compounding equity curve.

Total Return By SMA Period

System A (Long Only) vs System B (Long & Short, stop-and-reverse on the SMA slope). Percentage return on a compounding equity curve.

2. Risk Metrics — Base Systems

CAGR, total return, max drawdown, and Sharpe for every base variant (no profit factor) of both systems, on a compounding equity curve over 6,487 daily bars. System A = Long Only, System B = Long & Short (stop-and-reverse). All figures are percentages of capital; CAGR just annualizes the same compounding equity curve, so CAGR and Total Return always move in the same direction.

Donchian Breakout — Pure Channel

Lookback N grid 20–80 step 3, then 85, 90, 95, 100. Exit on the opposite N-period band break.

NA: CAGRA: Total ReturnA: Max DDA: SharpeB: CAGRB: Total ReturnB: Max DDB: Sharpe
203.1%118.5%-63.5%0.150.3%6.8%-76.9%0.01
233.1%120.2%-63.6%0.150.3%8.3%-80.6%0.01
263.4%135.7%-69.6%0.170.9%26.2%-85.8%0.03
292.6%91.7%-66.9%0.12-0.4%-9.0%-82.0%-0.01
320.5%14.6%-70.8%0.03-4.1%-65.8%-87.0%-0.15
351.4%42.0%-70.1%0.07-2.3%-44.8%-86.6%-0.09
381.4%42.6%-66.1%0.07-2.2%-43.0%-81.6%-0.08
412.6%92.6%-50.1%0.13-0.4%-8.8%-69.7%-0.01
444.2%190.5%-49.9%0.212.9%110.2%-55.5%0.11
473.4%137.3%-48.1%0.171.3%39.0%-58.1%0.05
503.5%145.1%-49.4%0.181.5%47.3%-59.5%0.06
533.4%137.8%-48.2%0.171.4%43.0%-54.6%0.05
563.3%132.9%-49.4%0.171.1%33.0%-63.7%0.04
592.7%97.5%-53.2%0.14-0.3%-7.8%-68.6%-0.01
622.7%96.3%-58.4%0.13-0.1%-1.7%-72.8%-0.00
653.0%111.8%-58.0%0.150.7%21.0%-71.4%0.03
682.9%109.0%-53.5%0.150.7%21.0%-70.4%0.03
713.3%133.4%-54.2%0.171.8%60.0%-67.5%0.07
742.4%86.2%-58.5%0.120.0%0.2%-73.8%0.00
772.2%73.6%-58.5%0.11-0.6%-13.8%-74.1%-0.02
801.8%60.1%-60.4%0.09-1.3%-28.2%-77.1%-0.05
851.1%31.2%-62.7%0.05-2.9%-53.5%-79.0%-0.11
901.1%31.6%-66.2%0.05-2.9%-52.7%-82.6%-0.11
95-0.1%-3.5%-68.5%-0.01-4.8%-71.7%-84.2%-0.18
1000.1%2.2%-69.5%0.00-4.8%-72.0%-85.1%-0.18

Moving Average — SMA Slope

SMA period grid 30→70 step 3, then 70→120 step 5. Exit/reverse when the SMA slope flips. Trades = number of completed trades per system.

SMAA: CAGRA: Total ReturnA: Max DDA: SharpeA: TradesB: CAGRB: Total ReturnB: Max DDB: SharpeB: Trades
304.0%172.7%-69.9%0.192431.8%59.5%-86.7%0.07486
332.6%92.5%-64.1%0.12220-0.4%-9.8%-78.8%-0.01440
362.5%88.4%-62.6%0.12203-0.7%-16.8%-80.7%-0.03406
393.6%149.5%-54.3%0.182151.6%50.2%-73.0%0.06430
426.4%397.1%-53.0%0.342045.9%332.9%-67.0%0.22408
456.9%451.7%-50.0%0.351887.8%597.1%-56.8%0.30376
486.9%457.3%-56.2%0.351818.1%645.2%-66.2%0.31362
514.6%216.1%-63.6%0.231963.8%158.5%-77.5%0.14392
542.5%87.9%-74.1%0.12183-0.5%-11.1%-90.5%-0.02366
573.4%135.3%-70.4%0.161961.6%52.2%-83.5%0.06392
602.2%73.8%-75.6%0.11189-0.6%-13.3%-88.1%-0.02378
632.1%70.6%-79.4%0.10165-0.6%-13.4%-91.5%-0.02330
663.1%121.1%-73.7%0.151581.2%37.3%-86.4%0.05316
693.3%131.1%-69.2%0.161741.7%54.0%-79.2%0.06348
704.9%239.5%-54.7%0.241774.5%211.0%-55.6%0.17354
754.5%211.7%-47.6%0.231503.8%163.6%-56.4%0.15300
802.4%83.4%-60.4%0.12151-0.3%-6.4%-77.2%-0.01302
851.7%53.6%-61.2%0.08146-1.5%-32.1%-80.2%-0.06292
900.5%14.7%-71.5%0.03151-3.7%-61.9%-88.5%-0.14302
950.5%13.4%-60.8%0.02139-3.9%-63.9%-74.1%-0.15278
1001.1%33.3%-64.8%0.05132-2.1%-42.8%-77.2%-0.08264
1051.6%51.9%-55.4%0.08136-1.5%-32.2%-65.4%-0.06272
1102.2%73.9%-57.4%0.11126-0.5%-12.1%-69.9%-0.02252
115-1.6%-34.1%-69.8%-0.08119-7.7%-87.2%-91.5%-0.29238
120-1.5%-32.8%-74.2%-0.08135-7.4%-86.0%-91.4%-0.28270

3. Equity Curve Explorer

Pick any strategy — system, variant, direction, and ATR profit target (or Base) — to see its equity curve: month-end cumulative return on the compounding equity curve, starting at 0%. Use “Compare A vs B” to overlay long-only against long & short.

Equity curves for every strategy (system × variant × direction × profit target) are loaded on demand (~3 MB).

4. Profit Factor Sweep

For every Donchian variant and every MA variant, an ATR profit target is swept from 1.5 to 10.0 (step 0.5) — 900 Donchian strategies and 900 MA strategies. Pick a system, variant, and direction to see how CAGR, Sharpe, and total return respond to the target distance.

Profit factor is the ATR profit-target multiple (target = entry ± PF × ATR₂₀). Each point re-runs the backtest with that target; the position still exits on the opposite signal if the target is not hit first.

CAGR vs Profit Factor

Sharpe vs Profit Factor

Total Return vs Profit Factor

Profit FactorCAGRMax DrawdownSharpeTotal ReturnTrades
1.5-7.5%-89.9%-0.29-86.7%495
2.0-7.0%-90.7%-0.26-84.4%421
2.5-3.9%-80.4%-0.15-64.3%365
3.0-5.0%-82.9%-0.18-73.1%328
3.5-3.9%-80.4%-0.15-64.5%301
4.0-5.3%-87.1%-0.19-75.4%280
4.5-4.8%-86.8%-0.18-72.1%268
5.0-3.3%-81.2%-0.12-57.8%254
5.5-2.6%-82.9%-0.10-49.5%244
6.0-1.6%-81.9%-0.06-34.3%236
6.5-1.7%-82.7%-0.06-35.9%225
7.0-1.7%-78.7%-0.06-36.4%219
7.5-2.2%-81.0%-0.08-43.6%213
8.0-0.5%-72.8%-0.02-11.2%207
8.5-1.5%-77.0%-0.06-32.2%202
9.0-0.8%-79.3%-0.03-18.6%197
9.5-0.3%-77.1%-0.01-7.8%194
10.0-0.1%-75.1%-0.00-1.7%192

5. Volatility-Adjusted Profit Target (Dynamic)

SMA system only. The same ATR profit-target sweep as section 4, but the target is recomputed each day from the current ATR (target = entry ± PF × ATR₂₀ today) instead of being frozen at entry. Because it stays measured from the original entry price it only expands or contracts modestly as volatility changes — a more dynamic take-profit that adapts to the market. Pick a variant and direction to compare its CAGR, Sharpe, and total return against the static target above.

SMA system only. Like the profit-factor sweep above, but the ATR target is recomputed each day from the current ATR (target = entry ± PF × ATR₂₀ today) instead of being frozen at entry. It stays anchored to the original entry price, so it expands or contracts modestly as volatility breathes.

CAGR vs Profit Factor

Sharpe vs Profit Factor

Total Return vs Profit Factor

Profit FactorCAGRMax DrawdownSharpeTotal ReturnTrades
1.5-5.6%-91.2%-0.20-77.5%1004
2.0-4.1%-88.0%-0.15-65.6%857
2.5-3.0%-87.3%-0.11-54.7%779
3.0-1.0%-86.5%-0.03-22.1%724
3.5-0.6%-86.2%-0.02-15.0%677
4.0-1.4%-86.9%-0.05-29.6%648
4.5-0.9%-87.8%-0.03-21.3%625
5.0-1.0%-87.0%-0.04-22.7%602
5.50.1%-85.7%0.003.5%591
6.00.5%-86.0%0.0214.7%572
6.50.8%-85.8%0.0323.0%564
7.00.7%-86.2%0.0319.3%553
7.51.7%-85.0%0.0653.5%546
8.01.2%-85.8%0.0434.7%543
8.50.7%-85.8%0.0319.5%537
9.00.3%-85.8%0.018.5%531
9.50.4%-86.5%0.0110.6%526
10.00.5%-86.6%0.0214.7%522

6. Stop Loss Sweep

SMA system only. For every MA variant a protective ATR stop is swept from 1.5 to 10.0 (step 0.5) — 900 MA strategies. Stop = entry ∓ SL × ATR₂₀ (no take-profit); the position still reverses on the opposite SMA-slope signal if the stop is not hit first. Tighter stops cap per-trade losses to try to reduce max drawdown. Pick a variant and direction to see how max drawdown, CAGR, and Sharpe respond to the stop distance.

Stop-loss factor is the ATR stop multiple (stop = entry ∓ SL × ATR₂₀). Each point re-runs the SMA backtest with that protective stop and no take-profit; the position still reverses on the opposite SMA-slope signal if the stop is not hit first. Tighter stops cap per-trade losses to lower max drawdown.

Max Drawdown vs Stop-Loss Factor

CAGR vs Stop-Loss Factor

Sharpe vs Stop-Loss Factor

Stop-Loss FactorCAGRMax DrawdownSharpeTotal ReturnTrades
1.56.5%-80.1%0.25405.1%572
2.04.7%-80.1%0.18229.2%541
2.53.9%-83.0%0.15171.0%517
3.03.2%-83.7%0.12126.5%506
3.52.8%-84.3%0.11104.3%501
4.02.7%-84.9%0.10100.6%495
4.52.6%-85.5%0.1094.4%492
5.02.6%-85.6%0.1092.6%488
5.52.7%-85.8%0.1096.6%488
6.02.6%-85.5%0.1094.8%488
6.52.4%-85.7%0.0986.4%488
7.02.4%-85.9%0.0982.2%486
7.52.2%-86.1%0.0873.1%486
8.02.1%-86.2%0.0868.6%486
8.52.0%-86.4%0.0866.8%486
9.01.9%-86.6%0.0760.6%486
9.51.8%-86.7%0.0759.5%486
10.01.8%-86.7%0.0759.5%486

7. ATR Trailing Stop Sweep

SMA system only. A trailing ATR stop, distinct from the fixed stop in section 6: stop = best price reached since entry ∓ f × ATR₂₀, recomputed every day. It ratchets in the trade's favour as the move extends and retreats when volatility rises, giving the trade room. After a stop-out the strategy waits for the next SMA-slope signal to re-enter. The factor is swept 1.0 → 10.0 (step 0.5) — 950 MA strategies. Pick a variant and direction to see how max drawdown, CAGR, and Sharpe respond to the trail distance.

Trailing-stop factor is the ATR multiple subtracted from the best price reached since entry (stop = peak ∓ f × ATR₂₀, recomputed daily). The stop ratchets in the trade's favour as the move extends and retreats when volatility rises. After a stop-out the strategy waits for the next SMA-slope signal to re-enter.

Max Drawdown vs Trailing-Stop Factor

CAGR vs Trailing-Stop Factor

Sharpe vs Trailing-Stop Factor

Trailing-Stop FactorCAGRMax DrawdownSharpeTotal ReturnTrades
1.019.2%-53.9%0.929030.6%1577
1.511.2%-77.7%0.491436.7%1149
2.06.9%-83.6%0.29462.8%935
2.57.7%-81.5%0.31573.5%794
3.06.6%-82.6%0.26414.5%706
3.57.0%-82.0%0.27472.6%636
4.04.1%-84.3%0.16182.7%591
4.52.9%-86.0%0.11109.8%563
5.03.7%-86.1%0.14157.1%534
5.52.5%-85.4%0.1090.4%529
6.02.8%-85.4%0.11102.5%520
6.53.2%-85.8%0.12124.3%513
7.03.1%-86.1%0.12118.7%506
7.53.1%-85.9%0.12121.9%499
8.02.7%-86.7%0.1097.5%496
8.52.7%-86.7%0.1097.1%495
9.02.3%-86.7%0.0981.7%493
9.51.8%-86.7%0.0759.5%493
10.01.6%-86.7%0.0651.3%492

8. Stop Loss + Time Stop — Equity Curves

SMA system only. The full strategy is now: enter on the SMA slope, exit on the opposite signal, ATR stop loss (entry ∓ SL × ATR₂₀), and a time stop — exit a trade still not in profit 5/10/15/20/30/40 days after entry. Pick an SMA period, direction, and ATR SL factor to overlay the equity curve of the ATR stop alone against the 5/10/15/20/30/40-day time-stop upgrades, with CAGR / max drawdown / Sharpe for each.

Equity curves for the SMA stop-loss / time-stop family (every period × direction × ATR SL factor × time stop) are loaded on demand.

9. Time Stop Only — Equity Curves

SMA system only, with no ATR stop — the only risk control is the time stop, so you can judge it on its own as an alternative to the ATR exit. Each line exits a trade still underwater 5/10/15/20/30/40 days after entry; the baseline holds every trade until the SMA slope flips. Pick an SMA period and direction to overlay the equity curve of the plain SMA system against each time-stop-only variant, with CAGR / max drawdown / Sharpe for each.

Equity curves for the SMA time-stop-only family (every period × direction × time stop) are loaded on demand.

Source: Yahoo Finance daily OHLC, full available history. Generated 2026-06-22 22:13:29 UTC.