> stats
                          PCwin_6_MomWin_1 PCwin_9_MomWin_1 PCwin_12_MomWin_1 PCwin_15_MomWin_1 PCwin_18_MomWin_1
Annualized Return                0.0794000        0.0996000         0.1162000          -1.00000         0.1228000
Annualized Std Dev               0.1736000        0.1699000         0.1676000           0.44000         0.1462000
Annualized Sharpe (Rf=0%)        0.4571000        0.5862000         0.6933000          -2.27260         0.8400000
Worst Drawdown                   0.1922706        0.1920255         0.1905680           1.00000         0.1881902
Calmar Ratio                     0.4129597        0.5186812         0.6097563          -1.00000         0.6525313
Ulcer Performance Index          1.2303255        1.6009687         1.8358537         -13.92493         1.7611151
                          PCwin_6_MomWin_3 PCwin_9_MomWin_3 PCwin_12_MomWin_3 PCwin_15_MomWin_3 PCwin_18_MomWin_3
Annualized Return                0.1267000        0.1333000         0.1219000          -1.00000         0.1056000
Annualized Std Dev               0.1670000        0.1671000         0.1640000           0.44570         0.1458000
Annualized Sharpe (Rf=0%)        0.7588000        0.7977000         0.7432000          -2.24370         0.7244000
Worst Drawdown                   0.1803398        0.1727027         0.1693165           1.00000         0.2137634
Calmar Ratio                     0.7025625        0.7718464         0.7199534          -1.00000         0.4940042
Ulcer Performance Index          1.7199179        1.7978900         1.6395787         -11.80562         1.1989407
                          PCwin_6_MomWin_6 PCwin_9_MomWin_6 PCwin_12_MomWin_6 PCwin_15_MomWin_6 PCwin_18_MomWin_6
Annualized Return                0.0334000        0.0686000         0.0699000         0.0383000         0.0762000
Annualized Std Dev               0.1580000        0.1578000         0.1589000         0.1539000         0.1371000
Annualized Sharpe (Rf=0%)        0.2114000        0.4351000         0.4396000         0.2491000         0.5559000
Worst Drawdown                   0.2215008        0.2183292         0.2170041         0.2069793         0.2300757
Calmar Ratio                     0.1507895        0.3142045         0.3221138         0.1850427         0.3311954
Ulcer Performance Index          0.3156747        0.6618561         0.6609373         0.3580561         0.7840563
                          PCwin_6_MomWin_10 PCwin_9_MomWin_10 PCwin_12_MomWin_10 PCwin_15_MomWin_10 PCwin_18_MomWin_10
Annualized Return                 0.0311000         0.0797000          0.0462000           -1.00000          0.0839000
Annualized Std Dev                0.1626000         0.1605000          0.1589000            0.46250          0.1356000
Annualized Sharpe (Rf=0%)         0.1915000         0.4963000          0.2904000           -2.16220          0.6188000
Worst Drawdown                    0.2210130         0.2139437          0.1567226            1.00000          0.1639444
Calmar Ratio                      0.1407157         0.3725280          0.2947883           -1.00000          0.5117588
Ulcer Performance Index           0.3249466         1.0491956          0.7553787          -18.95948          1.4281241
                          PCwin_6_MomWin_12 PCwin_9_MomWin_12 PCwin_12_MomWin_12 PCwin_15_MomWin_12 PCwin_18_MomWin_12
Annualized Return                0.02200000      -0.000900000         0.00720000          -1.000000          0.0591000
Annualized Std Dev               0.16560000       0.160300000         0.15810000           0.469600          0.1357000
Annualized Sharpe (Rf=0%)        0.13260000      -0.005500000         0.04530000          -2.129400          0.4359000
Worst Drawdown                   0.23554368       0.232985846         0.24917375           1.000000          0.2535491
Calmar Ratio                     0.09340094      -0.003862896         0.02889550          -1.000000          0.2330909
Ulcer Performance Index          0.18524592      -0.007964112         0.06497636          -8.690638          0.6459883