This is an illustration of a Backtest which flips positions based on recent highest high and lowest low. The rules are:

Enter Long (and close short) at this close when today’s high is higher than 6 month highest high
we go out when we hit a 6 month low

Please note that one can see the key figures on the top of the charts, like Sharpe and Max DD.

Overview of results in equities and eurrencies

Below is a summary of the individal results compared to its benchmarks.

Equities