oex consecutive lower lows

Consecutive Lower Lows, OEX
OEX 4/92 - 11/98:

Buy at close if market down (c < c[1] for n days.
Exit next bar at close.

n bw (inclusive):
days down: % profit/pf: P/L: Avg: n trades:
4-8 76% 2.18 175.30 5.31 33

n >=
days down: % profit/pf: P/L: Avg: n trades:
1 69% 1.02 85 0.12 726
2 68% 1.16 402 1.21 332
3 69% 0.90 -161 -1.05 153
4 76% 1.33 814 13.13 62
5 65% 1.11 99 4.32 23
6 73% 1.62 29 2.60 11
7 50% -81 -67 -11.16 6
8 75% 457 46 11.41 4

n =
days down: % profit/pf: P/L: Avg: n trades:
0 71% 0.63 2443 2.79 875
1 55% 1.06 246 0.62 394
2 49% 0.82 -411 -2.30 179
3 57% 0.83 -260 -2.86 91
4 69% 4.72 785 20.14 39
5 58% 7.69 166 13.85 12
6 60% 0.63 -17 -3.41 5
7 0% 0 -40 -19.90 2
8 50% 52 5 2.55 2