CMI Backtesting (from 5/21 to 8/14/07):
- 13 trades (5 bullish, 8 bearish)
- 5 costs (42%)
- 7 profits (58%)
- Ratio Profit:Cost = 4:1
- Longest Trade Duration = 10 days
- Shortest Trade Duration = 2 days

Notes: The last month of CMI was much more challenging to trade. Starting from 7/26, some of the daily candles had long wicks, which is not how CMI typically trades. Some of the gaps ate into my profits, making them costing trades, which would've otherwise been profitable trades. Though a 4:1 ratio is still very good, because of being whipsawed on my positions on several occasions, this probably would've been much better like closer to a 7:1 or 8:1 ratio. CMI was definitely easier to trade in the May-June timeframe.
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