Correlation of Equity DD Lines - Strategies

  GSBSwing60-23#1+m--Spt.NQ  GSBSwing60-23#1b+m-Bpt.NQ  GSBSwing60-23#1xm-0W-Bpt.NQ  GSBSwing60-23b#1b-+m-SpT.NQ  GSBSwing60-23vC-xm-cWBpt.NQ 
 GSBSwing60-23#1+m--Spt.NQ 1        
 GSBSwing60-23#1b+m-Bpt.NQ 0.31 1      
 GSBSwing60-23#1xm-0W-Bpt.NQ 0.18 0.54 1    
 GSBSwing60-23b#1b-+m-SpT.NQ 0.38 0.14 0.21 1  
 GSBSwing60-23vC-xm-cWBpt.NQ 0.46 0.37 0.44 0.42 1



Correlation of Intraday Equity DD Lines - Strategies

  GSBSwing60-23#1+m--Spt.NQ  GSBSwing60-23#1b+m-Bpt.NQ  GSBSwing60-23#1xm-0W-Bpt.NQ  GSBSwing60-23b#1b-+m-SpT.NQ  GSBSwing60-23vC-xm-cWBpt.NQ 
 GSBSwing60-23#1+m--Spt.NQ 1        
 GSBSwing60-23#1b+m-Bpt.NQ 0.26 1      
 GSBSwing60-23#1xm-0W-Bpt.NQ 0.20 0.52 1    
 GSBSwing60-23b#1b-+m-SpT.NQ 0.44 0.12 0.30 1  
 GSBSwing60-23vC-xm-cWBpt.NQ 0.38 0.34 0.53 0.36 1



Correlation of System Closed Drawdowns to Overall Closed Drawdowns

Strategy Correlation 
 GSBSwing60-23#1+m--Spt.NQ  0.29 
 GSBSwing60-23#1b+m-Bpt.NQ  0.30 
 GSBSwing60-23#1xm-0W-Bpt.NQ  0.31 
 GSBSwing60-23b#1b-+m-SpT.NQ  0.28 
 GSBSwing60-23vC-xm-cWBpt.NQ  0.37 



Correlation of System Open Drawdowns to Overall Open Drawdowns

Strategy Correlation 
 GSBSwing60-23#1+m--Spt.NQ  0.33 
 GSBSwing60-23#1b+m-Bpt.NQ  0.46 
 GSBSwing60-23#1xm-0W-Bpt.NQ  0.22 
 GSBSwing60-23b#1b-+m-SpT.NQ  0.44 
 GSBSwing60-23vC-xm-cWBpt.NQ  0.50