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K-ArtSell 12.2 연구 번들
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1) K-ArtSell_12_2_quant_review_ko.md부터 읽으십시오.
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2) 결과는 연구 후보이며 자동주문/고객성과 홍보에 사용할 수 없습니다.
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3) 미국 데이터 최종일 2026-03-20, 한국 데이터 최종일 2021-04-16입니다.
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4) 원시 가격데이터는 재배포하지 않았습니다. 소스코드의 로컬 파일 경로를 확인하십시오.
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5) 실행 순서: kartsell_v12_research.py → kartsell_v12_2_extension.py → kartsell_parameter_robustness_fast.py
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version: 12.2-proposal
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evidence_status: RESEARCH_CANDIDATE_NOT_PRODUCTION
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as_of: '2026-08-01'
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verified_data_end:
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US: '2026-03-20'
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KR: '2021-04-16'
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universe:
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markets:
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- KOSPI
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- KOSDAQ
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- NYSE
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- NASDAQ
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broker_assumption: MiraeAsset Securities; tradability capability-gated
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products:
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- cash_equity
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- unlevered_index_etf
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- sector_etf
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- bond_etf
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objective:
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primary: maximize after-cost expected utility subject to permanent-loss and recovery constraints
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utility: expected_return - lambda_es*ES95 - lambda_mdd*MDD - impairment_loss - costs - tax - false_exit_cost
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not_primary: maximum CAGR
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execution:
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decision_frequency: daily_close + weekly evidence review
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execution_lag: next tradable session
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fee_model: PIT account/venue/asset/side schedule
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slippage: participation-rate + spread + volatility + gap
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adapter: MiraeAssetAdapter; proposal/manual approval until API capability verified
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sell_engine:
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priority:
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- hard_permanent_impairment
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- portfolio_survival
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- dynamic_profit_floor
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- concentration_liquidity
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- opportunity_cost
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- reentry_option
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soft_sell:
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two_close_fraction:
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- 0.15
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- 0.25
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gap_1_5_atr_fraction:
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- 0.3
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- 0.5
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same_direction_cooldown_sessions: 5
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asset_policies:
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broad_index_etf:
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strategic_core:
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- 0.5
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- 0.7
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activation_gain: 0.15
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activation_atr: 5.0
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confirm:
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- sma200
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- breadth
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- credit_spread
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reentry_stages:
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- 0.3
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- 0.3
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- 0.4
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quality_compounder:
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strategic_core:
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- 0.3
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- 0.5
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activation_gain: 0.2
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activation_atr: 5.0
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confirm:
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- fcf
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- roic
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- earnings_revision
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- valuation_stretch
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reentry_stages:
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- 0.2
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- 0.3
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- 0.5
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cyclical_stock:
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strategic_core:
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- 0.1
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- 0.25
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activation_gain:
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- 0.15
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- 0.2
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confirm:
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- industry_price
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- inventory
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- spread
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- earnings_revision
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reentry_stages:
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- 0.15
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- 0.25
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- 0.6
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high_vol_growth:
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strategic_core:
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- 0.1
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- 0.2
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activation_gain: 0.25
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activation_atr: 4.0
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confirm:
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- dilution
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- cash_runway
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- relative_strength
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- earnings_revision
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reentry_stage: 0.2
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distressed_special_situation:
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strategic_core:
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- 0.0
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- 0.1
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automatic_reentry: false
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reentry:
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minimum_wait_sessions: 10
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minimum_spacing_sessions: 10
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watch_sessions: 126
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base_conditions:
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- close_above_rising_sma50
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- close_above_prior_20_session_high
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reset_cycle_state: true
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portfolio_risk:
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drawdown_to_risky_cap:
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'-0.08': 0.9
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'-0.12': 0.75
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'-0.18': 0.55
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'-0.25': 0.35
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single_name_cap: 0.12
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sector_cap: 0.3
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correlation_cluster_cap: 0.35
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liquidity_order_adv_cap: 0.1
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risk_measures:
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- ES95
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- MDD
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- factor_exposure
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- liquidity
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- gap_risk
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buy_engine:
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stock_weights:
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quality_survival: 0.25
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valuation: 0.2
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revisions_momentum: 0.2
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regime_breadth: 0.15
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liquidity_crowding: 0.1
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downside_resilience: 0.1
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minimum_score: 70
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cash_excess_return_hurdle_pp: 5
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replacement_hurdle_net_pp:
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- 4
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- 5
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entry_stages:
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- 0.4
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- 0.3
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- 0.3
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first_order_cap: min(fair_value_upper, previous_close + 0.25*ATR20)
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forecast_outputs:
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- P10_total_return_12m
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- P50_total_return_12m
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- P90_total_return_12m
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- P_permanent_impairment_12m
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- P_drawdown_before_recovery
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- ES95
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- fair_value_range
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- sell_floor
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- next_order_cap
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validation:
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splits:
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research:
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- '2007-01-01'
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- '2013-12-31'
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validation:
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- '2014-01-01'
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- '2017-12-31'
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rolling_oos:
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- '2018-01-01'
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- '2023-12-31'
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frozen_oos:
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- '2024-01-01'
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- latest_verified
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required:
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- PIT_security_master
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- survivorship_free_universe
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- delisting_returns
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- corporate_actions
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- total_return
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- PIT_fundamentals_consensus
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- FX
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- PIT_cost_tax
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- walk_forward
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- block_bootstrap
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- CSCV_PBO
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- deflated_sharpe
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- execution_simulation
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promotion_gates:
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PBO_max: 0.2
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DSR_probability_min: 0.95
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reentry_capture_min: 0.65
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false_exit_cost_max_per_year: 0.02
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double_cost_expected_utility_positive: true
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architecture:
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style:
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- Modular Monolith
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- Vertical Slice
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- FastEndpoints
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backend:
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- .NET 10
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- ASP.NET Core 10
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- PostgreSQL
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- Npgsql
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- Dapper
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- DbUp
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- Hangfire
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- SignalR
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- Outbox
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- Inbox
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frontend:
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- Vue 3
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- Vite 8
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- pnpm
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- TanStack Query
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- Pinia
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- vee-validate
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- Zod
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- PrimeVue
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- AG Grid
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quality:
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- xUnit
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- Vitest
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- Playwright
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- Gitea Actions
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- Serilog
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- OpenTelemetry
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- Telegram
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- Polly
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- Swashbuckle.AspNetCore
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# K-ArtSell 11.0 정량 감사 및 12.2 매도 중심 고도화 제안
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- 분석 기준일: **2026-08-01**
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- 검증 시작일: **2007-01-01**
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- 미국 가격 표본 최종일: **2026-03-20**
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- 한국 가격 표본 최종일: 삼성전자·JYP **2021-04-15**, SK하이닉스 **2021-04-16**
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- 대상시장: KOSPI, KOSDAQ, NYSE, NASDAQ
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- 대상상품: 미래에셋증권에서 주문 가능한 현물 주식·비레버리지 지수/섹터/채권 ETF를 기본 범위로 정의
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- 운용철학: **매수는 기술, 매도는 예술이다. 다만 그 예술은 상태기계, 기대효용, 위험예산, 재진입 옵션으로 계량화한다.**
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- 현재 승인등급: **RESEARCH_CANDIDATE / 자동주문·고객성과 홍보 금지**
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## 1. 투자위원회 최종 판정
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K-ArtSell 11.0은 폐기 대상이 아니다. **동적 이익보호선이라는 핵심 아이디어는 보존할 가치가 있다.** 그러나 현재 구현은 운용사급 알고리즘이 아니라 종목별 가격정책 스트레스 하네스다. 가장 심각한 문제는 다음 네 가지다.
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1. 재진입 이후에도 최초 원가·고점·보호선이 유지되어 서로 다른 투자 사이클이 오염된다.
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2. 재진입 조건이 지속되면 매일 15%씩 자동 매수해 한 신호가 여러 주문으로 증식한다.
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3. 포트폴리오 자본바닥, 상관집중, 섹터 위험예산, 현금·대체자산 기회비용이 없다.
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4. PIT 재무·컨센서스·기업행사·상장폐지·총수익 데이터가 없어 영구 가치훼손과 일시적 가격하락을 구분하지 못한다.
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따라서 12.2의 방향은 **매도식을 더 복잡하게 만드는 것**이 아니라 다음과 같이 명확하다.
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- 매도 우선순위를 `영구 가치훼손 → 포트폴리오 생존 → 이익보호 → 집중/유동성 → 기회비용 → 재진입`으로 고정한다.
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- 모든 소프트 매도는 부분매도로 실행하며, 매도와 동시에 재진입 감시계약을 생성한다.
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- 광범위 지수 ETF, 우량 복리주, 경기민감주, 고변동 성장주에 동일한 청산식을 적용하지 않는다.
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- 성능목표를 CAGR 최대화에서 **회복 가능한 손실, Expected Shortfall, 거짓매도 비용, 세후·비용후 기대효용**으로 바꾼다.
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## 2. 사실 데이터 범위와 한계
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### 2.1 실제 계산한 표본
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**미국:** SPY, AAPL, AMZN, NVDA, TSLA, AIG 및 상장폐지 스트레스 AAMRQ. 핵심 비교 포트폴리오는 AAMRQ를 제외한 6종 동적 동일가중이다.
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**한국:** 삼성전자(005930), SK하이닉스(000660), JYP Ent.(035900) 3종 동일가중이다. KOSPI 대형 우량주, 메모리 경기민감주, KOSDAQ 고변동 성장주의 서로 다른 청산 특성을 보기 위한 제한 표본이다.
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### 2.2 “2007년부터 현재” 충족 여부
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요청 기간을 2007년부터 시작하도록 제한했으나, 공개 원천의 검증 가능한 마지막 종가는 미국 2026-03-20, 한국 2021-04-16이다. 따라서 본 문서는 **2007년부터 확보 가능한 최신 검증 종가까지**의 연구이며, 2026-08-01까지 완전한 한국·미국 동시 백테스트라고 주장하지 않는다. 생산 승격 전에는 거래소·벤더 데이터로 누락기간을 보충해야 한다.
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### 2.3 데이터 정합성
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한국 원천에서 삼성전자 2018년 가격단위 변화와 JYP 과거 가격단위 변화가 연속 수정되지 않은 구간을 탐지했다. 연속성 확보를 위해 근사 비율 조정을 수행했으나 공식 기업행사 마스터에 의한 검증이 아니다. 조정 후 50% 초과 일수익 점프는 제거되었고, 잔여 비정상 OHLC는 삼성전자 7건, JYP 2건이다.
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이 결과에는 배당 포함 총수익, 환율손익, 세금, 계좌별 실제 수수료, 현금이자, PIT 재무·컨센서스, 전체 상장폐지 수익률이 없다. 따라서 **가격 기반 청산정책 비교**로만 해석한다.
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## 3. 구현 감사 결과
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### 3.1 즉시 수정해야 할 결함
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| 결함 | 왜곡 | 12.2 조치 |
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|---|---|---|
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| 최초 원가 영구 고정 | 재진입 사이클의 보호선 경직 | 전술 lot별 `CycleId`, 원가·고점·보호선 리셋 |
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| 일별 15% 재충전 | 회전율·비용 과대, 중복 주문 | 증거 이벤트당 1회, 10거래일 최소 간격 |
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| 종목별 독립 계산 | 상관·집중·자본바닥 무시 | 포트폴리오 위험 오버레이를 최상위로 이동 |
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| 최초일부터 100% 투자 | 매수시기·밸류·현금대안 부재 | 후보선정→기대효용→단계진입 엔진 분리 |
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| 수정종가/원시 OHLC 혼용 | 분할일 ATR·보호선 오류 | 기업행사 조정 OHLC 한 체계로 통일 |
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| 같은 월말 추세 실행 | 룩어헤드 | 다음 거래가능 세션으로 지연 |
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| 비용·FX·세금 없음 | 고회전 전략 과대평가 | PIT 비용원장과 계좌/시장/상품별 모델 |
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| 하드엑시트 데이터 없음 | 영구손실 방어 실패 | 공시·부도·희석·ETF 구조 이벤트 게이트 |
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### 3.2 11.0에서 보존할 요소
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- 수익구간 진입 후에만 활성화되는 이익보호 개념
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- 고점 대비 이익잠금선, ATR선, 최대 되돌림선의 최대값을 사용하는 단조 보호선
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- 2종가 확인과 갭 이탈을 구분하는 부분매도
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- 포트폴리오 고점 대비 손실구간에 따른 위험자산 상한
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## 4. 미국 실제 가격 시뮬레이션
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### 4.1 6종 동적 동일가중, 2007-01-03~2026-03-20
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| 전략 | CAGR | MDD | Calmar | 연간 회전율 | 평균 익스포저 |
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|---|---:|---:|---:|---:|---:|
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| Buy & Hold | 24.31% | -77.31% | 0.314 | 0.00x | 100.0% |
|
||||
| 10개월 추세, 1개월 지연 | 16.36% | -34.07% | 0.480 | 1.63x | 66.6% |
|
||||
| 고정 12% 추적매도 | 18.55% | -34.02% | 0.545 | 4.47x | 70.4% |
|
||||
| K-ArtSell 11.0 원형 | 19.44% | -43.76% | 0.444 | 11.58x | 75.5% |
|
||||
| 12.2 단계 재진입 후보 | 18.23% | -37.30% | 0.489 | 1.51x | 66.2% |
|
||||
| 12.2 + 자본바닥 | 15.98% | -27.44% | 0.582 | 3.39x | 61.6% |
|
||||
|
||||
**판정:** 11.0 대비 단계 재진입 후보는 CAGR이 -1.21%p 낮지만 MDD를 6.46%p 개선했고, 회전율을 약 87.0% 낮췄다. 자본바닥 오버레이는 MDD를 -27.44%까지 줄였지만 Buy & Hold 대비 CAGR 기회비용이 8.33%p다.
|
||||
|
||||
### 4.2 국면별 핵심 결과
|
||||
|
||||
| 국면 | Buy & Hold | 11.0 | 12.2 후보 | 12.2+자본바닥 |
|
||||
|---|---:|---:|---:|---:|
|
||||
| 연구 2007–2013 | 15.8% / -77.3% / 0.20 | 17.0% / -43.8% / 0.39 | 16.1% / -37.3% / 0.43 | 13.0% / -27.4% / 0.48 |
|
||||
| 검증 2014–2017 | 29.3% / -23.3% / 1.26 | 20.1% / -15.2% / 1.32 | 20.7% / -10.5% / 1.97 | 20.4% / -10.5% / 1.95 |
|
||||
| 롤링 OOS 2018–2023 | 30.5% / -39.9% / 0.76 | 24.1% / -29.1% / 0.83 | 18.9% / -23.0% / 0.82 | 16.4% / -20.2% / 0.81 |
|
||||
| 동결구간 2024–2026-03-20 | 27.3% / -26.3% / 1.04 | 14.2% / -20.8% / 0.68 | 18.9% / -14.4% / 1.31 | 16.7% / -14.2% / 1.18 |
|
||||
| 금융위기 2007–2009 | 2.1% / -77.3% / 0.03 | 12.8% / -43.8% / 0.29 | 13.8% / -37.3% / 0.37 | 10.5% / -27.4% / 0.38 |
|
||||
| 코로나 2020 | 109.2% / -39.9% / 2.73 | 101.4% / -29.1% / 3.49 | 67.0% / -20.0% / 3.34 | 61.1% / -18.4% / 3.33 |
|
||||
| 인플레 약세 2022 | -35.5% / -39.6% / -0.90 | -25.2% / -28.1% / -0.89 | -20.3% / -22.1% / -0.92 | -17.8% / -19.3% / -0.92 |
|
||||
|
||||
|
||||
미국 표본에서 매도 알고리즘은 금융위기와 2022년의 손실 폭을 줄였지만 코로나 V자 반등에서는 큰 기회비용을 냈다. 이것은 **매도 강도보다 재진입 지연과 승자 조기축소가 더 중요한 오차원인**임을 뜻한다.
|
||||
|
||||
## 5. 한국 실제 가격 시뮬레이션
|
||||
|
||||
### 5.1 3종 동일가중, 2007-01-02~2021-04-16, 편도 10bp 가정
|
||||
|
||||
| 전략 | CAGR | MDD | Calmar | 연간 회전율 | 평균 익스포저 |
|
||||
|---|---:|---:|---:|---:|---:|
|
||||
| Buy & Hold | 15.97% | -74.69% | 0.214 | 0.00x | 100.0% |
|
||||
| 10개월 추세 | 10.28% | -34.70% | 0.296 | 2.01x | 54.8% |
|
||||
| 고정 12% 추적매도 | 11.88% | -25.99% | 0.457 | 5.47x | 58.1% |
|
||||
| K-ArtSell 11.0 | 8.50% | -57.23% | 0.149 | 10.60x | 70.6% |
|
||||
| 12.2 후보 | 10.36% | -50.20% | 0.206 | 1.49x | 57.9% |
|
||||
| 12.2+자본바닥 | 6.64% | -35.16% | 0.189 | 3.85x | 43.1% |
|
||||
|
||||
|
||||
**중요한 반증:** 한국 표본에서는 고정 12% 추적매도의 Calmar가 12.2 후보보다 높았다. 즉 미국 성장주 중심 표본에서 개선된 일반식이 한국 경기민감·KOSDAQ 성장주에 그대로 최적이라고 볼 수 없다. 하나의 전역 파라미터를 모든 시장과 자산에 적용하는 설계는 기각한다.
|
||||
|
||||
### 5.2 자산별 해석
|
||||
|
||||
#### 삼성전자 — 대형 우량 복리주
|
||||
|
||||
- Buy & Hold: CAGR 15.06%, MDD -47.34%, Calmar 0.318.
|
||||
- 고정 12% 추적: CAGR 7.31%, MDD -37.19%, Calmar 0.197.
|
||||
- 12.2 후보: CAGR 7.78%, MDD -36.67%, Calmar 0.212, 회전율 1.43x.
|
||||
|
||||
우량 복리주는 전량 청산보다 구조적 코어를 유지하고, 밸류에이션 과열·집중위험에만 전술 슬리브를 줄이는 편이 타당하다. 가격만으로 강하게 현금화하면 상승 참여 기회비용이 과도하다.
|
||||
|
||||
#### SK하이닉스 — 메모리 경기민감주
|
||||
|
||||
- Buy & Hold: CAGR 10.98%, MDD -84.57%, Calmar 0.130.
|
||||
- 고정 12% 추적: CAGR 14.78%, MDD -46.93%, Calmar 0.315.
|
||||
- 12.2 후보: CAGR 8.41%, MDD -55.14%, Calmar 0.152, 회전율 1.50x.
|
||||
|
||||
경기민감주는 업황 전환이 수익의 핵심이다. 메모리 가격, 재고일수, 설비투자, 영업이익 추정치 확산을 매도 게이트에 넣고, 업황 하강 확인 시 우량주보다 빠른 이익회수를 적용해야 한다.
|
||||
|
||||
#### JYP Ent. — KOSDAQ 고변동 성장주
|
||||
|
||||
- Buy & Hold: CAGR 2.95%, MDD -95.70%, Calmar 0.031.
|
||||
- 고정 12% 추적: CAGR 4.94%, MDD -77.60%, Calmar 0.064.
|
||||
- 12.2 후보: CAGR 7.06%, MDD -78.18%, Calmar 0.090, 회전율 1.46x.
|
||||
|
||||
고변동 성장주는 가격 보호만으로 MDD를 허용 가능한 수준까지 낮추지 못했다. 희석, 현금흐름, 핵심 아티스트/고객 집중, 지배구조 이벤트를 하드엑시트에 연결하고 포지션 상한을 낮춰야 한다.
|
||||
|
||||
## 6. 비용 민감도와 회전율
|
||||
|
||||
한국 표본의 편도 비용을 7bp, 15bp, 30bp로 높였을 때 11.0 CAGR은 각각 8.84%, 7.93%, 6.23%로 급락했다. 12.2 후보는 10.41%, 10.28%, 10.03%로 상대적으로 안정적이었다. 회전율 감소는 단순 편의가 아니라 **알파의 비용 누수와 세금·슬리피지 불확실성을 줄이는 핵심 개선**이다.
|
||||
|
||||
미래에셋 비용은 계좌개설 유형, 프로모션, 시장, 상품, 거래소/ATS, 환전, 현지 제비용에 따라 달라질 수 있으므로 고정 수수료 하나를 생산 백테스트에 넣으면 안 된다. `FeeSchedule(valid_from, valid_to, account_type, venue, asset_type, side, notional_band)`를 PIT 테이블로 관리한다.
|
||||
|
||||
## 7. 파라미터 강건성
|
||||
|
||||
기준 설정 주변에서 활성화 임계치와 최대 되돌림 허용치를 각각 ±20% 변화시킨 9개 근방 설정을 검사했다.
|
||||
|
||||
- 학습구간–OOS 강건점수 Spearman 순위상관: **0.832**
|
||||
- 학습 상위 3개가 OOS 중앙값 아래로 추락한 비율: **0.0%**
|
||||
- 기준 설정 학습 순위: **3/9**
|
||||
- 기준 설정 OOS 순위: **1/9**
|
||||
|
||||
이는 국소 파라미터 절벽이 크지 않았다는 1차 근거다. 그러나 9개 설정은 PBO/CSCV를 계산하기에 부족하고, 재진입 대기·돌파기간·자산별 파라미터까지 포함한 전체 탐색을 하지 않았다. **최적화 완료가 아니라 과적합 위험을 아직 배제하지 못한 상태**다.
|
||||
|
||||
## 8. 가격 팩터 탐색 결과와 냉정한 해석
|
||||
|
||||
미국 6종+한국 3종의 월별 가격패널에서 12개월 선행수익을 겹치는 방식으로 단순 진단했다. 표본이 작고 생존편향이 있으며 독립 관측이 아니므로 팩터 채택 검정이 아니다.
|
||||
|
||||
- 12-1 모멘텀 선호 tercile은 선행수익 **중앙값**이 반대 tercile보다 4.30%p 높았지만 **평균**은 10.08%p 낮았다. 소수 초대형 반등이 평균을 왜곡했다.
|
||||
- 6-1 모멘텀도 중앙값 우위 2.57%p, 평균 열위 3.85%p로 일관성이 부족했다.
|
||||
- 저변동 tercile은 20% 초과 손실률이 7.09%로 고변동 tercile 15.33%보다 낮았지만 평균수익은 크게 낮았다.
|
||||
- 최근 고점 대비 낙폭이 작은 종목은 꼬리손실이 다소 낮았으나, 깊은 낙폭 종목의 반등 수익이 평균을 끌어올렸다.
|
||||
|
||||
**결론:** 가격 팩터만으로는 “예측 정확도”를 높일 수 없다. 모멘텀과 저변동은 수익 예언자가 아니라 **진입확률 조정과 포지션 크기 결정용 위험팩터**로 사용해야 한다. 실전 발굴은 PIT 품질·밸류에이션·실적수정과 결합해야 한다.
|
||||
|
||||
## 9. 12.2 핵심 매도 알고리즘
|
||||
|
||||
### 9.1 의사결정 우선순위
|
||||
|
||||
`HARD_IMPAIRMENT → PORTFOLIO_SURVIVAL → PROFIT_FLOOR → CONCENTRATION/LIQUIDITY → OPPORTUNITY_COST → REENTRY_OPTION`
|
||||
|
||||
### 9.2 매도 기대효용
|
||||
|
||||
각 보유자산 i에 대해 다음 값을 매일 종가 후 계산한다.
|
||||
|
||||
```text
|
||||
EU_HOLD_i = E[R12_i | X_t]
|
||||
- λ1 × ES95_i
|
||||
- λ2 × P(permanent_impairment_i) × LGD_i
|
||||
- λ3 × marginal_portfolio_risk_i
|
||||
- λ4 × liquidity_cost_i
|
||||
|
||||
EU_SELL_i = cash_or_bond_carry
|
||||
+ max_j E[R12_j | X_t]
|
||||
- tax_i - commission_i - FX_i - slippage_i
|
||||
- reentry_option_loss_i
|
||||
|
||||
NET_EXIT_EDGE_i = EU_SELL_i - EU_HOLD_i
|
||||
```
|
||||
|
||||
소프트 교체매도는 `NET_EXIT_EDGE`가 최소 4~5%p이고 신뢰구간 하단도 0보다 클 때만 허용한다. 하드엑시트는 기대수익 비교가 아니라 영구손실 확률과 증거등급으로 즉시 처리한다.
|
||||
|
||||
### 9.3 매도 크기
|
||||
|
||||
```text
|
||||
sell_fraction = clip(
|
||||
thesis_break_component
|
||||
+ profit_floor_component
|
||||
+ risk_budget_excess
|
||||
+ concentration_excess
|
||||
+ opportunity_cost_component,
|
||||
0, 1)
|
||||
```
|
||||
|
||||
- 하드 가치훼손: 80~100%
|
||||
- 1.5 ATR 이상 갭 보호선 이탈: 30~50%
|
||||
- 2종가 보호선 이탈: 15~25%
|
||||
- 집중한도 초과: 초과분 + 안전버퍼
|
||||
- 기회비용 교체: 10~25%, 한 번에 전량 교체 금지
|
||||
|
||||
### 9.4 자산유형별 정책
|
||||
|
||||
| 자산유형 | 구조적 최소보유 | 이익보호 활성화 | 핵심 매도 확인팩터 | 재진입 |
|
||||
|---|---:|---:|---|---|
|
||||
| 광범위 지수 ETF | 50~70% | +15% 또는 5×ATR | 200일선, 시장폭, 신용스프레드 | 30/30/40 |
|
||||
| 우량 복리주 | 30~50% | +20% 또는 5×ATR | FCF·ROIC·실적수정·밸류과열 | 20/30/50 |
|
||||
| 경기민감주 | 10~25% | +15~20% | 업황가격·재고·스프레드·추정치 | 15/25/60 |
|
||||
| 고변동 성장주 | 10~20% | +25% 또는 4×ATR | 희석·현금소진·상대강도·수정치 | 20%씩 |
|
||||
| 가치훼손/특수상황 | 0~10% | 적용 제외 | 지급불능·회계·구조 이벤트 | 자동 금지 |
|
||||
|
||||
광범위 ETF 코어 50~80% 실험은 CAGR을 높였으나 MDD도 확대해 Calmar 개선이 거의 없었다. 따라서 코어비중은 백테스트 우월성 주장이 아니라 고객의 추적오차·세금·행동위험을 반영한 IPS 선택값이어야 한다.
|
||||
|
||||
## 10. 재진입은 매도 알고리즘의 일부다
|
||||
|
||||
모든 비가치훼손 매도 이벤트는 `ReentryWatch`를 생성한다.
|
||||
|
||||
1. 최소 10거래일 대기.
|
||||
2. 상승 중인 50일선 회복.
|
||||
3. 직전 20일 고점 돌파.
|
||||
4. 우량·성장주는 실적추정 상향 또는 상대강도 회복 중 하나 추가.
|
||||
5. 경기민감주는 업황 선행지표 개선 추가.
|
||||
6. 20%p 단위로 재진입하고 각 단계 사이 10거래일 이상 간격.
|
||||
7. 새 전술 lot는 원가·고점·보호선을 새로 시작.
|
||||
8. 126거래일 내 재진입하지 못하면 거짓매도 비용을 확정해 모델 성과에 차감.
|
||||
|
||||
핵심 KPI는 매도 성공률이 아니라 `영구손실 회피액 - 거짓매도 기회비용 - 비용/세금 + 재진입 포착가치`다.
|
||||
|
||||
## 11. 매수 종목·섹터·ETF 발굴 알고리즘
|
||||
|
||||
### 11.1 주식 팩터 100점
|
||||
|
||||
| 팩터 | 비중 | PIT 변수 |
|
||||
|---|---:|---|
|
||||
| 품질·생존성 | 25 | ROIC, gross profitability, FCF margin, accrual, 순부채, 희석, 이자보상 |
|
||||
| 밸류에이션 | 20 | FCF yield, EV/EBIT, 잔여이익, reverse DCF 기대성장, 섹터 상대 z-score |
|
||||
| 실적수정·모멘텀 | 20 | 12-1/6-1, EPS·매출 추정 변화, 어닝서프라이즈 확산, 상대강도 |
|
||||
| 국면·시장폭 | 15 | 지수 50/200일, 상승종목 비율, 변동성, 금리·신용, 통화 |
|
||||
| 유동성·혼잡 | 10 | ADV, 스프레드, 시장충격, 대차/공매도, 소유집중, 자금흐름 |
|
||||
| 하방복원력 | 10 | 하락장 beta, ES95, 갭위험, 부도·증자·재무재작성 확률 |
|
||||
|
||||
### 11.2 ETF 팩터 100점
|
||||
|
||||
- 추세·상대강도 20
|
||||
- 구성종목 시장폭·이익수정 20
|
||||
- 밸류에이션 또는 채권 carry/term/credit 20
|
||||
- 유동성·추적오차·괴리율 15
|
||||
- 거시국면 적합성 15
|
||||
- 구조·세금·대차·청산위험 10
|
||||
|
||||
레버리지·인버스·변동성 ETF는 장기 코어에서 제외한다. 별도 상품정책이 승인된 경우에만 일일 재설정, 변동성 소모, 갭위험을 모델링한다.
|
||||
|
||||
### 11.3 매수 게이트와 매수가
|
||||
|
||||
- 총점 70 이상.
|
||||
- 12개월 기대초과수익 P50이 현금/단기채보다 5%p 이상.
|
||||
- 기대초과수익 P10이 위험예산 허용범위 이내.
|
||||
- 품질·회계·유동성 하드필터 통과.
|
||||
- 대체 기존 보유자산 대비 세후·비용후 교체우위 4%p 이상.
|
||||
- 진입 40/30/30. 첫 주문 상한은 `min(적정가 상단, 전일종가 + 0.25×ATR20)`.
|
||||
- 단순 가격하락만으로 물타기 금지. 투자논리 또는 기대값이 개선된 경우만 추가한다.
|
||||
|
||||
현재 데이터로는 2026-08-01의 개별 종목 적정 매수가·매도가를 사실 기반으로 산출할 수 없다. 생산 서비스는 `P10/P50/P90 총수익, 적정가 범위, ES95, 손실확률, 보호선, 다음 주문 상한`을 날짜·모델버전과 함께 제공해야 한다.
|
||||
|
||||
## 12. 예측모델 설계
|
||||
|
||||
가격을 한 점으로 맞히는 모델이 아니라 다음 세 확률을 분리 예측한다.
|
||||
|
||||
1. `P(permanent impairment within 12m)` — 부도·희석·회계·사업붕괴.
|
||||
2. `P(drawdown > threshold before recovery)` — 경로 의존 하방위험.
|
||||
3. `Distribution(total return 12m)` — P10/P50/P90 총수익.
|
||||
|
||||
모델군은 단순하고 설명 가능한 기준모델부터 시작한다.
|
||||
|
||||
- 생존/가치훼손: regularized logistic 또는 survival model.
|
||||
- 수익분포: quantile regression / gradient boosting with monotonic constraints.
|
||||
- 시장국면: 규칙 기반 추세·시장폭·신용 + 숨은상태모형은 challenger로 제한.
|
||||
- 포트폴리오: shrinkage covariance, factor exposure, historical/filtered ES.
|
||||
|
||||
딥러닝·강화학습은 PIT 데이터와 충분한 단면 표본, 독립 OOS, 비용포함 우월성이 확인되기 전에는 도입하지 않는다.
|
||||
|
||||
## 13. 생산급 검증 프로토콜
|
||||
|
||||
1. **보안마스터:** 당시 상장·상폐·합병·ETF 청산·미래에셋 주문가능 상태.
|
||||
2. **총수익·기업행사:** 조정 OHLC, 배당, 분할, 권리, 유상증자, 합병, 상폐수익.
|
||||
3. **PIT 재무/컨센서스:** 공시 접수시각과 벤더 공개시각 기준, 재작성 버전 보존.
|
||||
4. **PIT 비용:** 미래에셋 계좌·프로모션·거래소·상품·세금·FX·현지 제비용.
|
||||
5. **워크포워드:** 2007–2013 연구, 2014–2017 검증, 2018–2023 롤링 OOS, 2024+ 완전 동결. 한국 누락기간 보충 후 동일 적용.
|
||||
6. **과최적화:** 모든 시도 원장, CSCV/PBO, Deflated Sharpe, block bootstrap, Reality Check/SPA.
|
||||
7. **생존편향:** 상장폐지 포함 당시 구성종목과 당시 ETF 구성.
|
||||
8. **체결:** 다음 세션 open/VWAP, 참여율, ADV 제한, 갭·부분체결, 거래정지.
|
||||
9. **세후성과:** 국내/해외 계좌유형별 실현손익, 배당, FX, 세금 lot.
|
||||
10. **챔피언/챌린저:** 파라미터 변경은 동결 OOS를 소급 재최적화하지 않고 새 모델버전으로 시작.
|
||||
|
||||
### 승격 게이트
|
||||
|
||||
- PBO ≤ 20%
|
||||
- DSR 유의확률 ≥ 95%
|
||||
- OOS Calmar와 ES 개선이 시장·자산군 다수에서 일관
|
||||
- 재진입 포착률 ≥ 65%
|
||||
- 거짓매도 비용 ≤ 연 2%
|
||||
- 비용 2배 스트레스에서도 기대효용 양수
|
||||
- 단일 종목·단일 위기·단일 초대형 승자 제거 후에도 결론 유지
|
||||
- 데이터 완전성·기업행사·룩어헤드 자동검사 통과
|
||||
|
||||
## 14. 자산운용사 고객 서비스 기본설계
|
||||
|
||||
### 14.1 모듈러 모놀리스 경계
|
||||
|
||||
- `SecurityMaster`: 거래소, 통화, 상장·상폐, 상품구조, 주문가능성
|
||||
- `MarketData`: 조정 OHLCV, FX, 금리, 시장폭, ETF NAV/구성
|
||||
- `FundamentalsPIT`: 공시·컨센서스·재작성 이력
|
||||
- `ResearchFactors`: 팩터, IC, decay, 중복·군집 분석
|
||||
- `Valuation`: DCF/reverse DCF/상대가치와 분포
|
||||
- `SignalEngine`: 매수·매도·재진입 상태기계
|
||||
- `PortfolioConstruction`: 위험예산, ES, 상관클러스터, 현금·채권 대안
|
||||
- `RiskCompliance`: IPS, 적합성, 한도, 제한종목, 손실바닥
|
||||
- `Backtesting`: PIT 워크포워드, PBO/DSR, 챌린저 평가
|
||||
- `Execution`: `MiraeAssetAdapter`, 주문제안→승인→체결→대사
|
||||
- `ClientReporting`: 성과, 위험, 매도사유, 기회비용, 세후 attribution
|
||||
- `Notifications`: SignalR/Telegram, 이중 승인, kill-switch
|
||||
|
||||
### 14.2 요청 기술스택 적용
|
||||
|
||||
- .NET 10 / ASP.NET Core 10 + FastEndpoints Vertical Slice.
|
||||
- PostgreSQL/Npgsql/Dapper, DbUp; `SignalDecision`, `EvidenceSnapshot`, `OrderIntent`, `Fill`, `PositionLot`, `ModelVersion` 불변 원장.
|
||||
- Outbox+Inbox로 신호·주문·알림 멱등성, Hangfire로 데이터·팩터·동결 OOS 정기검증.
|
||||
- Polly로 벤더/브로커 장애 회복, SignalR로 위험·주문상태 실시간 배포.
|
||||
- Vue 3/Vite 8/pnpm, TanStack Query/Pinia, vee-validate/Zod, PrimeVue/AG Grid.
|
||||
- Serilog/OpenTelemetry로 입력 해시→모델버전→신호→승인→체결 전체 추적.
|
||||
- xUnit/Vitest/Playwright와 Gitea Actions에 룩어헤드, 기업행사, 재진입 중복, 비용, 멱등성, 자본바닥 회귀테스트를 배포 게이트로 설정.
|
||||
|
||||
### 14.3 고객 화면 필수 카드
|
||||
|
||||
- 현재 포지션과 구조적 코어/전술 슬리브
|
||||
- 적정가 범위와 P10/P50/P90 기대수익
|
||||
- 현재 보호선, 매도 트리거, 증거등급
|
||||
- 매도하지 않을 때의 ES·영구손실 확률
|
||||
- 매도할 때의 세금·비용·대체자산 기대값
|
||||
- 재진입 조건과 감시 만료일
|
||||
- 포트폴리오 MDD 구간, 위험자산 상한, 현금/채권 배분
|
||||
- 모델버전, 데이터 기준시각, 감사로그
|
||||
|
||||
## 15. 개발 우선순위
|
||||
|
||||
### P0 — 데이터·회계 정확성
|
||||
|
||||
기업행사 조정 OHLC, PIT 보안마스터, 수정/총수익 분리, 비용·FX·세금 원장, 룩어헤드 테스트.
|
||||
|
||||
### P1 — 매도 상태기계
|
||||
|
||||
Cycle/Lot 리셋, 중복신호 제거, 부분매도, 하드엑시트, 재진입 감시계약, 거짓매도 비용.
|
||||
|
||||
### P2 — 포트폴리오 생존
|
||||
|
||||
자본바닥, ES, 상관클러스터, 섹터·종목·유동성 한도, 현금·단기채 대안.
|
||||
|
||||
### P3 — 매수·기회비용
|
||||
|
||||
PIT 품질·가치·수정·모멘텀, 기대수익 분포, 교체 기대효용, 단계진입.
|
||||
|
||||
### P4 — 검증·고객서비스
|
||||
|
||||
워크포워드/PBO/DSR, 챔피언-챌린저, 적합성, maker-checker, 고객 설명·세후 attribution.
|
||||
|
||||
## 16. 최종 제안
|
||||
|
||||
1. **11.0 원형은 실전 사용 중단**: 재진입 상태오염과 고회전 결함 때문이다.
|
||||
2. **12.2 후보는 연구 채택**: 미국 표본에서 회전율과 MDD가 개선되고 국소 파라미터 강건성이 확인됐다.
|
||||
3. **단일 전역 매도식은 기각**: 한국 표본에서 고정 추적매도가 더 우수했고 자산유형별 반응이 달랐다.
|
||||
4. **자본바닥은 선택형 오버레이**: 자산보호에는 유효하지만 상승기 CAGR 기회비용이 크므로 고객 위험성향별로 분리한다.
|
||||
5. **매도 KPI를 변경**: 고점 적중률이 아니라 영구손실 회피, ES 감소, 거짓매도 비용, 재진입 포착, 세후 기대효용으로 평가한다.
|
||||
6. **생산 승격 전 데이터 투자가 선행**: 2026년 현재까지의 한국/미국 PIT 총수익·상폐·기업행사·재무·비용 없이는 운용사급 정확도라고 부를 수 없다.
|
||||
|
||||
K-ArtSell의 핵심 문장은 다음으로 정리한다.
|
||||
|
||||
> **좋은 매도는 하락을 피하는 행위가 아니라, 영구손실을 줄이면서 상승에 다시 참여할 권리를 보존하는 행위다.**
|
||||
|
||||
---
|
||||
|
||||
## 산출물 목록
|
||||
|
||||
- `K-ArtSell_12_2_quant_review_ko.md`: 본 보고서
|
||||
- `K-ArtSell_12_2_config_proposal.yaml`: 정책·검증·아키텍처 구성 초안
|
||||
- `kartsell_v12_research.py`: 미국 가격 연구 하네스
|
||||
- `kartsell_v12_2_extension.py`: 한국 표본·팩터·비용 민감도 확장
|
||||
- `kartsell_parameter_robustness_fast.py`: 9개 국소 강건성 검사
|
||||
- `results_us/`, `results_kr/`: 모든 CSV 결과
|
||||
|
||||
## 면책과 증거등급
|
||||
|
||||
본 결과는 투자자문, 수익보장, 자동주문 승인이 아니다. 공개 데이터의 정확성·완전성은 보장되지 않으며, 한국 데이터는 2021년 4월에 종료되고 기업행사 조정 일부는 추론이다. 실제 투자 전에는 거래일 기준 미래에셋 계좌별 수수료·세금·환전·주문가능 상품과 최신 시장 데이터를 다시 검증해야 한다.
|
||||
@@ -0,0 +1,47 @@
|
||||
{
|
||||
"created_at": "2026-08-01",
|
||||
"evidence_status": "RESEARCH_CANDIDATE_NOT_PRODUCTION",
|
||||
"data_sources": [
|
||||
{
|
||||
"market": "US",
|
||||
"symbols": [
|
||||
"SPY",
|
||||
"AAPL",
|
||||
"AMZN",
|
||||
"NVDA",
|
||||
"TSLA",
|
||||
"AIG",
|
||||
"AAMRQ"
|
||||
],
|
||||
"verified_end": "2026-03-20",
|
||||
"limitations": [
|
||||
"price return",
|
||||
"no PIT fundamentals",
|
||||
"no total return",
|
||||
"public repository accuracy not guaranteed"
|
||||
]
|
||||
},
|
||||
{
|
||||
"market": "KR",
|
||||
"symbols": [
|
||||
"005930",
|
||||
"000660",
|
||||
"035900"
|
||||
],
|
||||
"verified_end": "2021-04-16",
|
||||
"limitations": [
|
||||
"stale source",
|
||||
"inferred corporate-action rescaling",
|
||||
"no PIT fundamentals",
|
||||
"no total return"
|
||||
]
|
||||
}
|
||||
],
|
||||
"simulation_assumptions": {
|
||||
"US_one_way_cost": 0.0007,
|
||||
"KR_one_way_cost": 0.001,
|
||||
"tax_fx_cash_yield": "excluded",
|
||||
"execution": "close-to-close with next-day position lag"
|
||||
},
|
||||
"reproducibility_warning": "Raw source data are not bundled. Scripts expect the local filenames documented in source code."
|
||||
}
|
||||
@@ -0,0 +1,85 @@
|
||||
from __future__ import annotations
|
||||
import sys
|
||||
from itertools import product
|
||||
from pathlib import Path
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
sys.path.insert(0,'/mnt/data')
|
||||
import kartsell_v12_research as base
|
||||
from kartsell_v12_2_extension import load_kr, KR_FILES, KR_CLASS
|
||||
|
||||
OUT=Path('/mnt/data/kartsell_v12_2_results'); OUT.mkdir(exist_ok=True)
|
||||
US={s:base.load_symbol(s,p) for s,p in base.FILES.items() if s in ['SPY','AAPL','AMZN','NVDA','TSLA','AIG']}
|
||||
KR={s:load_kr(s,p) for s,p in KR_FILES.items()}
|
||||
CLASSES={**{s:base.ASSET_CLASS[s] for s in US},**KR_CLASS}
|
||||
FEATURES={s:base.add_features(d).reset_index(drop=True) for s,d in {**US,**KR}.items()}
|
||||
BASE_MIN={'broad_index_etf':.35,'large_quality_stock':.25,'high_vol_stock':.20,'cyclical_stock':.20,'distressed_stock':.10}
|
||||
CRISIS={'broad_index_etf':-.18,'large_quality_stock':-.18,'high_vol_stock':-.22,'cyclical_stock':-.20,'distressed_stock':-.30}
|
||||
|
||||
def positions_fast(x, asset_class, act_mult=1., gb_mult=1., wait=10, breakout=20, min_shift=0.):
|
||||
close=x.close.to_numpy(float); atr=x.atr20.to_numpy(float); sma50=x.sma50.to_numpy(float); sma200=x.sma200.to_numpy(float)
|
||||
slope=x.sma50_slope20.to_numpy(float); vol=x.vol63.to_numpy(float); dates=x.date.to_numpy()
|
||||
highprev=pd.Series(close).rolling(breakout,min_periods=max(5,breakout//2)).max().shift(1).to_numpy(float)
|
||||
n=len(x); out=np.empty(n,float)
|
||||
pos=1.; entry=close[0]; peak=entry; prev_floor=-np.inf; breach=0; last_sell=-10000; last_buy=-10000; below=0
|
||||
minpos=float(np.clip(BASE_MIN[asset_class]+min_shift,.05,.75)); act=base.activation_gain(asset_class)*act_mult; crisis=CRISIS[asset_class]
|
||||
for i in range(n):
|
||||
px=close[i]; peak=max(peak,px); pg=peak/entry-1.; dd=px/peak-1.
|
||||
below=below+1 if np.isfinite(sma200[i]) and px<sma200[i] else 0
|
||||
regime=np.clip((-dd-.08)/.22,0,1); flow=np.clip((vol[i]-.20)/.50,0,1) if np.isfinite(vol[i]) else 0.
|
||||
active=pg>=act or (np.isfinite(atr[i]) and peak-entry>=4*atr[i])
|
||||
if active and np.isfinite(atr[i]):
|
||||
lock=np.clip(.30+.25*regime+.15*flow,.30,.85); mult=np.clip(3.5-1.7*regime-.8*flow,1.6,3.5)
|
||||
gb=np.clip(base.giveback_cap_v11(asset_class,pg)*gb_mult,.05,.40)
|
||||
floor=max(entry+lock*(peak-entry),peak-mult*atr[i],peak*(1-gb),prev_floor); prev_floor=floor
|
||||
breach=breach+1 if px<floor else 0; gap=(floor-px)/atr[i] if atr[i]>0 else 0
|
||||
if i-last_sell>=5 and pos>minpos:
|
||||
if gap>=1.5: pos=max(minpos,pos-.40); last_sell=i; breach=0
|
||||
elif breach>=2: pos=max(minpos,pos-.20); last_sell=i; breach=0
|
||||
if below>=1 and dd<=crisis and i-last_sell>=5 and pos>minpos:
|
||||
pos=max(minpos,pos-.25); last_sell=i
|
||||
if pos<1 and i-last_sell>=wait and i-last_buy>=wait:
|
||||
reclaim=np.isfinite(sma50[i]) and px>sma50[i] and np.isfinite(slope[i]) and slope[i]>0
|
||||
br=np.isfinite(highprev[i]) and px>highprev[i]
|
||||
if reclaim and br:
|
||||
pos=min(1,pos+.20); last_buy=i; entry=px; peak=px; prev_floor=-np.inf; breach=0
|
||||
out[i]=pos
|
||||
return pd.DataFrame({'date':dates,'position':out})
|
||||
|
||||
def bt(s,par):
|
||||
x=FEATURES[s]; p=positions_fast(x,CLASSES[s],**par); cost=.0010 if s in KR else .0007
|
||||
return base.backtest(x[['date','close']],p,cost=cost)
|
||||
|
||||
def market_port(bts,syms,start,end):
|
||||
selected={s:base.period_slice(bts[s],start,end) for s in syms}
|
||||
selected={s:b for s,b in selected.items() if len(b)>=60}
|
||||
return base.portfolio_backtest(selected,False)
|
||||
|
||||
def score(m):
|
||||
if not m or not np.isfinite(m.get('calmar',np.nan)): return -999.
|
||||
return float(m['calmar']-.015*m['turnover_annual']+.25*max(-.3,min(.3,m['cagr'])))
|
||||
|
||||
rows=[]
|
||||
# Compact local-neighbourhood test: activation and giveback ±20%, re-entry frozen.
|
||||
for act,gb in product([.8,1.,1.2],[.8,1.,1.2]):
|
||||
par={'act_mult':act,'gb_mult':gb,'wait':10,'breakout':20,'min_shift':0.}
|
||||
bts={s:bt(s,par) for s in FEATURES}; mets={}
|
||||
for region,syms,end in [('US',list(US),'2026-03-20'),('KR',list(KR),'2021-04-16')]:
|
||||
for split,(st,en) in [('TRAIN',('2007-01-01','2017-12-31')),('OOS',('2018-01-01',end))]:
|
||||
p=market_port(bts,syms,st,en); mets[(region,split)]=base.metrics(p) if len(p) else {}
|
||||
row={**par,'train_robust_score':min(score(mets[('US','TRAIN')]),score(mets[('KR','TRAIN')])),
|
||||
'oos_robust_score':min(score(mets[('US','OOS')]),score(mets[('KR','OOS')]))}
|
||||
for (r,sp),m in mets.items():
|
||||
for k in ['cagr','mdd','calmar','turnover_annual','avg_exposure']:
|
||||
row[f'{r.lower()}_{sp.lower()}_{k}']=m.get(k,np.nan)
|
||||
rows.append(row)
|
||||
res=pd.DataFrame(rows).sort_values('train_robust_score',ascending=False).reset_index(drop=True)
|
||||
res['train_rank']=np.arange(1,len(res)+1); res['oos_rank']=res.oos_robust_score.rank(ascending=False,method='min')
|
||||
res.to_csv(OUT/'parameter_robustness_grid_9.csv',index=False)
|
||||
top=res.head(3)
|
||||
summary={'variants':len(res),'train_oos_spearman':res[['train_robust_score','oos_robust_score']].corr(method='spearman').iloc[0,1],
|
||||
'top3_train_below_median_oos_rate':float((top.oos_robust_score<res.oos_robust_score.median()).mean()),
|
||||
'baseline_train_rank':int(res.index[(res.act_mult==1)&(res.gb_mult==1)][0]+1),
|
||||
'baseline_oos_rank':int(res.loc[(res.act_mult==1)&(res.gb_mult==1),'oos_rank'].iloc[0])}
|
||||
pd.DataFrame([summary]).to_csv(OUT/'parameter_robustness_summary_9.csv',index=False)
|
||||
print(pd.DataFrame([summary]).to_string(index=False)); print(res.to_string(index=False))
|
||||
@@ -0,0 +1,217 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import math
|
||||
from pathlib import Path
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
import sys
|
||||
sys.path.insert(0, '/mnt/data')
|
||||
import kartsell_v12_research as base
|
||||
|
||||
ROOT = Path('/mnt/data')
|
||||
OUT = ROOT / 'kartsell_v12_2_results'
|
||||
OUT.mkdir(exist_ok=True)
|
||||
|
||||
KR_FILES = {
|
||||
'005930': ROOT / '005930_KR.csv',
|
||||
'000660': ROOT / '000660_KR.csv',
|
||||
'035900': ROOT / '035900_KR.csv',
|
||||
}
|
||||
KR_NAMES = {'005930':'Samsung Electronics','000660':'SK Hynix','035900':'JYP Ent.'}
|
||||
KR_CLASS = {'005930':'large_quality_stock','000660':'cyclical_stock','035900':'high_vol_stock'}
|
||||
|
||||
US_FILES = base.FILES
|
||||
US_CLASS = base.ASSET_CLASS
|
||||
|
||||
|
||||
def load_kr(symbol: str, path: Path) -> pd.DataFrame:
|
||||
raw = pd.read_csv(path)
|
||||
raw.columns = [c.strip().lower() for c in raw.columns]
|
||||
raw['date'] = pd.to_datetime(raw['date'], errors='coerce')
|
||||
for c in ['open','high','low','close','volume','adj_close']:
|
||||
raw[c] = pd.to_numeric(raw[c], errors='coerce')
|
||||
raw = raw.dropna(subset=['date','open','high','low','close','adj_close']).copy()
|
||||
raw = raw[(raw['date'] >= pd.Timestamp('2007-01-01')) & (raw['date'] <= pd.Timestamp('2026-08-01'))]
|
||||
raw = raw.sort_values('date').drop_duplicates('date', keep='last').reset_index(drop=True)
|
||||
|
||||
# Historical Korean Yahoo files sometimes put raw Close on a pre-split scale while OHLC is already adjusted.
|
||||
# If raw Close is inside the raw daily range, OHLC and Close share a scale and all OHLC are adjusted by adj/close.
|
||||
# If Adj_Close is inside the range but raw Close is not, the OHLC is already on the adjusted scale (notably old JYP rows).
|
||||
raw = raw[(raw['adj_close'] > 0) & (raw['open'] > 0) & (raw['high'] > 0) & (raw['low'] > 0) & (raw['close'] > 0)].copy()
|
||||
raw_in_range = (raw['close'] >= raw['low'] * .995) & (raw['close'] <= raw['high'] * 1.005)
|
||||
adj_in_range = (raw['adj_close'] >= raw['low'] * .995) & (raw['adj_close'] <= raw['high'] * 1.005)
|
||||
scale_raw = raw_in_range | (~adj_in_range)
|
||||
factor = raw['adj_close'] / raw['close']
|
||||
for c in ['open','high','low']:
|
||||
raw[c] = np.where(scale_raw, raw[c] * factor, raw[c])
|
||||
raw['close'] = raw['adj_close']
|
||||
|
||||
# Infer only near-integer discontinuities above 80% as provisional corporate-action adjustments.
|
||||
# These are audit flags, not a substitute for an official corporate-action master.
|
||||
raw = raw.reset_index(drop=True)
|
||||
inferred = []
|
||||
for i in range(1, len(raw)):
|
||||
prev = float(raw.at[i-1,'close']); cur = float(raw.at[i,'close'])
|
||||
if prev <= 0 or cur <= 0:
|
||||
continue
|
||||
ratio = cur / prev
|
||||
mult = None
|
||||
if ratio >= 1.8:
|
||||
k = round(ratio)
|
||||
if 2 <= k <= 100 and abs(ratio-k)/k <= .04:
|
||||
mult = float(k)
|
||||
elif ratio <= .55:
|
||||
inv = 1.0/ratio
|
||||
k = round(inv)
|
||||
if 2 <= k <= 100 and abs(inv-k)/k <= .04:
|
||||
mult = 1.0/float(k)
|
||||
if mult is not None:
|
||||
raw.loc[:i-1, ['open','high','low','close','adj_close']] *= mult
|
||||
inferred.append((raw.at[i,'date'], mult))
|
||||
raw.attrs['inferred_actions'] = inferred
|
||||
raw['symbol'] = symbol
|
||||
return raw[['date','symbol','open','high','low','close','adj_close','volume']]
|
||||
|
||||
|
||||
def quality(symbol: str, path: Path, df: pd.DataFrame) -> dict:
|
||||
raw = pd.read_csv(path)
|
||||
dates = pd.to_datetime(raw['Date'], errors='coerce')
|
||||
ret = df['close'].pct_change()
|
||||
invalid = ((df['high'] < df[['open','close','low']].max(axis=1)) |
|
||||
(df['low'] > df[['open','close','high']].min(axis=1))).sum()
|
||||
return {
|
||||
'symbol':symbol,'name':KR_NAMES[symbol],'market':'KOSPI' if symbol!='035900' else 'KOSDAQ',
|
||||
'start':df.date.min().date().isoformat(),'end':df.date.max().date().isoformat(),'rows':len(df),
|
||||
'raw_sorted':bool(dates.dropna().is_monotonic_increasing),'duplicate_dates':int(dates.duplicated().sum()),
|
||||
'invalid_adjusted_ohlc_rows':int(invalid),'abs_daily_return_gt_50pct':int((ret.abs()>.5).sum()),
|
||||
'zero_or_missing_volume_rows':int((df.volume.fillna(0)<=0).sum()),
|
||||
'total_return_available':False,'pit_fundamentals_available':False,
|
||||
'inferred_corporate_action_rescales': {'005930':'1:50 pre-2018-04-09','035900':'2:1 pre-2007-10-04'}.get(symbol,''),
|
||||
'source_vintage_warning':'source ends 2021-04; not current'
|
||||
}
|
||||
|
||||
|
||||
def run_assets(dfs: dict[str,pd.DataFrame], classes: dict[str,str], market: str, cost: float):
|
||||
rows=[]; periods=[]; events=[]; bts={k:{} for k in ['buy_hold','trend_10m_shifted','trailing_12','kartsell_v11_original','kartsell_v12_candidate']}
|
||||
period_def={
|
||||
'research_2007_2013':('2007-01-01','2013-12-31'),
|
||||
'validation_2014_2017':('2014-01-01','2017-12-31'),
|
||||
'oos_2018_source_end':('2018-01-01','2026-08-01'),
|
||||
'gfc_2007_2009':('2007-01-01','2009-12-31'),
|
||||
'covid_2020':('2020-01-01','2020-12-31'),
|
||||
}
|
||||
for s,df in dfs.items():
|
||||
v11,e11=base.v11_positions(df,classes[s]); v12,e12=base.v12_positions(df,classes[s])
|
||||
posmap={'buy_hold':base.buyhold_positions(df),'trend_10m_shifted':base.trend10m_positions(df),
|
||||
'trailing_12':base.trailing_positions(df),'kartsell_v11_original':v11,'kartsell_v12_candidate':v12}
|
||||
for n,p in posmap.items():
|
||||
bt=base.backtest(df,p,cost=cost); bts[n][s]=bt
|
||||
rows.append({'market':market,'symbol':s,'strategy':n,'cost_one_way':cost,**base.metrics(bt)})
|
||||
for pn,(ps,pe) in period_def.items():
|
||||
q=base.period_slice(bt,ps,pe)
|
||||
if len(q)>=60: periods.append({'market':market,'symbol':s,'strategy':n,'period':pn,**base.metrics(q)})
|
||||
events.extend([base.event_stats(s,df,e11,'kartsell_v11_original'),base.event_stats(s,df,e12,'kartsell_v12_candidate')])
|
||||
e11.to_csv(OUT/f'{s}_v11_events.csv',index=False); e12.to_csv(OUT/f'{s}_v12_events.csv',index=False)
|
||||
return pd.DataFrame(rows),pd.DataFrame(periods),pd.DataFrame(events),bts
|
||||
|
||||
|
||||
def portfolio_from(bts, name: str, cost: float):
|
||||
rows=[]; curves={}
|
||||
for strategy, assets in bts.items():
|
||||
p=base.portfolio_backtest(assets,use_capital_floor=False)
|
||||
curves[strategy]=p; rows.append({'portfolio':name,'strategy':strategy,'cost_one_way':cost,**base.metrics(p)})
|
||||
p=base.portfolio_backtest(bts['kartsell_v12_candidate'],use_capital_floor=True)
|
||||
curves['kartsell_v12_plus_capital_floor']=p
|
||||
rows.append({'portfolio':name,'strategy':'kartsell_v12_plus_capital_floor','cost_one_way':cost,**base.metrics(p)})
|
||||
return pd.DataFrame(rows),curves
|
||||
|
||||
|
||||
def factor_panel(dfs: dict[str,pd.DataFrame], market_map: dict[str,str]) -> pd.DataFrame:
|
||||
frames=[]
|
||||
for s,df in dfs.items():
|
||||
x=df[['date','close']].copy().set_index('date')
|
||||
m=x['close'].resample('ME').last().dropna().to_frame('close')
|
||||
m['mom12_1']=m['close'].shift(1)/m['close'].shift(12)-1
|
||||
m['mom6_1']=m['close'].shift(1)/m['close'].shift(6)-1
|
||||
daily=df.set_index('date')['close'].pct_change()
|
||||
vol63=daily.rolling(63,min_periods=40).std()*math.sqrt(252)
|
||||
high252=df.set_index('date')['close'].rolling(252,min_periods=126).max()
|
||||
m['vol63']=vol63.resample('ME').last()
|
||||
m['drawdown252']=(df.set_index('date')['close']/high252-1).resample('ME').last()
|
||||
m['fwd12m']=m['close'].shift(-12)/m['close']-1
|
||||
m['symbol']=s; m['market']=market_map[s]
|
||||
frames.append(m.reset_index())
|
||||
return pd.concat(frames,ignore_index=True).dropna(subset=['fwd12m'])
|
||||
|
||||
|
||||
def factor_summary(panel: pd.DataFrame) -> pd.DataFrame:
|
||||
rows=[]
|
||||
# Monthly cross-sectional terciles within region; no future data in factor formation.
|
||||
for fac,ascending in [('mom12_1',False),('mom6_1',False),('vol63',True),('drawdown252',False)]:
|
||||
p=panel.dropna(subset=[fac]).copy()
|
||||
p['rank_pct']=p.groupby(['market','date'])[fac].rank(pct=True,ascending=True)
|
||||
# For momentum/drawdown, high factor is preferred; for vol, low preferred.
|
||||
if fac=='vol63':
|
||||
top=p[p.rank_pct<=1/3]; bottom=p[p.rank_pct>=2/3]
|
||||
else:
|
||||
top=p[p.rank_pct>=2/3]; bottom=p[p.rank_pct<=1/3]
|
||||
for label,q in [('preferred_tercile',top),('opposite_tercile',bottom)]:
|
||||
r=q['fwd12m']
|
||||
rows.append({'factor':fac,'bucket':label,'observations':len(q),'mean_fwd12m':r.mean(),'median_fwd12m':r.median(),
|
||||
'positive_rate':(r>0).mean(),'loss_gt_20_rate':(r<-.20).mean()})
|
||||
rows.append({'factor':fac,'bucket':'preferred_minus_opposite','observations':min(len(top),len(bottom)),
|
||||
'mean_fwd12m':top.fwd12m.mean()-bottom.fwd12m.mean(),
|
||||
'median_fwd12m':top.fwd12m.median()-bottom.fwd12m.median(),
|
||||
'positive_rate':np.nan,'loss_gt_20_rate':np.nan})
|
||||
return pd.DataFrame(rows)
|
||||
|
||||
|
||||
def core_tactical_spy(spy: pd.DataFrame):
|
||||
v12,_=base.v12_positions(spy,'broad_index_etf')
|
||||
out=[]
|
||||
for core in [.50,.65,.80]:
|
||||
p=v12[['date','position']].copy(); p['position']=core+(1-core)*p['position']
|
||||
bt=base.backtest(spy,p,cost=base.ONE_WAY_COST)
|
||||
out.append({'strategy':f'SPY_core_{int(core*100)}_tactical_{int((1-core)*100)}',**base.metrics(bt)})
|
||||
return pd.DataFrame(out)
|
||||
|
||||
|
||||
def main():
|
||||
kr={s:load_kr(s,p) for s,p in KR_FILES.items()}
|
||||
pd.DataFrame([quality(s,KR_FILES[s],d) for s,d in kr.items()]).to_csv(OUT/'kr_data_quality.csv',index=False)
|
||||
|
||||
kr_rows,kr_periods,kr_events,kr_bts=run_assets(kr,KR_CLASS,'KR',cost=.0010)
|
||||
kr_rows.to_csv(OUT/'kr_asset_metrics_10bps.csv',index=False)
|
||||
kr_periods.to_csv(OUT/'kr_period_metrics_10bps.csv',index=False)
|
||||
kr_events.to_csv(OUT/'kr_sell_event_stats.csv',index=False)
|
||||
kr_port,kr_curves=portfolio_from(kr_bts,'kr_three_equal_weight',cost=.0010)
|
||||
kr_port.to_csv(OUT/'kr_portfolio_metrics_10bps.csv',index=False)
|
||||
for n,c in kr_curves.items(): c.to_csv(OUT/f'kr_portfolio_{n}.csv',index=False)
|
||||
|
||||
# Cost stress for sell-heavy strategies.
|
||||
stress=[]
|
||||
for cost in [.0007,.0015,.0030]:
|
||||
r,_,_,b=run_assets(kr,KR_CLASS,'KR',cost=cost)
|
||||
p,_=portfolio_from(b,f'kr_three_equal_weight_cost_{cost:.4f}',cost=cost)
|
||||
stress.append(p[p.strategy.isin(['kartsell_v11_original','kartsell_v12_candidate'])])
|
||||
pd.concat(stress,ignore_index=True).to_csv(OUT/'kr_cost_sensitivity.csv',index=False)
|
||||
|
||||
us={s:base.load_symbol(s,p) for s,p in US_FILES.items() if s!='AAMRQ'}
|
||||
all_dfs={**us,**kr}
|
||||
market_map={**{s:'US' for s in us},**{s:'KR' for s in kr}}
|
||||
panel=factor_panel(all_dfs,market_map)
|
||||
panel.to_csv(OUT/'price_factor_panel_monthly.csv',index=False)
|
||||
factor_summary(panel).to_csv(OUT/'price_factor_summary.csv',index=False)
|
||||
core_tactical_spy(us['SPY']).to_csv(OUT/'spy_core_tactical_metrics.csv',index=False)
|
||||
|
||||
print('KR DATA QUALITY')
|
||||
print(pd.read_csv(OUT/'kr_data_quality.csv').to_string(index=False))
|
||||
print('\nKR PORTFOLIO')
|
||||
print(kr_port[['strategy','cagr','mdd','calmar','turnover_annual','avg_exposure']].to_string(index=False))
|
||||
print('\nFACTOR SUMMARY')
|
||||
print(pd.read_csv(OUT/'price_factor_summary.csv').to_string(index=False))
|
||||
print('\nSPY CORE TACTICAL')
|
||||
print(pd.read_csv(OUT/'spy_core_tactical_metrics.csv')[['strategy','cagr','mdd','calmar','turnover_annual','avg_exposure']].to_string(index=False))
|
||||
|
||||
if __name__=='__main__': main()
|
||||
@@ -0,0 +1,495 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import math
|
||||
from dataclasses import dataclass, asdict
|
||||
from pathlib import Path
|
||||
from typing import Dict, Tuple
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
ROOT = Path('/mnt/data')
|
||||
OUT = ROOT / 'kartsell_v12_results'
|
||||
OUT.mkdir(exist_ok=True)
|
||||
|
||||
FILES = {
|
||||
'SPY': ROOT / 'SPY_Historical_Data.csv',
|
||||
'AAPL': ROOT / 'AAPL.csv',
|
||||
'AMZN': ROOT / 'AMZN.csv',
|
||||
'NVDA': ROOT / 'NVDA.csv',
|
||||
'TSLA': ROOT / 'TSLA.csv',
|
||||
'AIG': ROOT / 'AIG.csv',
|
||||
'AAMRQ': ROOT / 'AAMRQ.csv',
|
||||
}
|
||||
ASSET_CLASS = {
|
||||
'SPY': 'broad_index_etf',
|
||||
'AAPL': 'large_quality_stock',
|
||||
'AMZN': 'large_quality_stock',
|
||||
'NVDA': 'high_vol_stock',
|
||||
'TSLA': 'high_vol_stock',
|
||||
'AIG': 'cyclical_stock',
|
||||
'AAMRQ': 'distressed_stock',
|
||||
}
|
||||
START = pd.Timestamp('2007-01-01')
|
||||
END = pd.Timestamp('2026-08-01')
|
||||
ONE_WAY_COST = 0.0007 # 7 bps: 2 bps commission + 5 bps slippage; FX/tax excluded.
|
||||
|
||||
|
||||
def load_symbol(symbol: str, path: Path) -> pd.DataFrame:
|
||||
df = pd.read_csv(path)
|
||||
# Drop unnamed index columns.
|
||||
df = df.loc[:, ~df.columns.astype(str).str.startswith('Unnamed')]
|
||||
if df.columns[0] == '':
|
||||
df = df.iloc[:, 1:]
|
||||
rename = {c: c.strip().lower().replace('datetime', 'date') for c in df.columns}
|
||||
df = df.rename(columns=rename)
|
||||
if 'date' not in df.columns and 'DateTime' in df.columns:
|
||||
df = df.rename(columns={'DateTime': 'date'})
|
||||
df['date'] = pd.to_datetime(df['date'], errors='coerce', format='mixed')
|
||||
for c in ['open', 'high', 'low', 'close', 'volume']:
|
||||
df[c] = pd.to_numeric(df[c], errors='coerce')
|
||||
df = df.dropna(subset=['date', 'open', 'high', 'low', 'close']).copy()
|
||||
df = df[(df['date'] >= START) & (df['date'] <= END)]
|
||||
df = df.sort_values('date').drop_duplicates('date', keep='last').reset_index(drop=True)
|
||||
df['symbol'] = symbol
|
||||
df['adj_close'] = df['close']
|
||||
return df[['date','symbol','open','high','low','close','adj_close','volume']]
|
||||
|
||||
|
||||
def data_quality(symbol: str, df: pd.DataFrame) -> dict:
|
||||
raw = pd.read_csv(FILES[symbol])
|
||||
date_col = 'DateTime' if 'DateTime' in raw.columns else 'date'
|
||||
raw_dates = pd.to_datetime(raw[date_col], errors='coerce', format='mixed')
|
||||
sorted_raw = raw_dates.dropna().is_monotonic_increasing
|
||||
dup = raw_dates.duplicated().sum()
|
||||
invalid_ohlc = ((df['high'] < df[['open','close','low']].max(axis=1)) |
|
||||
(df['low'] > df[['open','close','high']].min(axis=1))).sum()
|
||||
ret = df['close'].pct_change()
|
||||
jumps50 = (ret.abs() > 0.50).sum()
|
||||
gaps = df['date'].diff().dt.days
|
||||
max_gap = int(gaps.max()) if len(gaps.dropna()) else 0
|
||||
zero_vol = int((df['volume'].fillna(0) <= 0).sum())
|
||||
return {
|
||||
'symbol': symbol,
|
||||
'start': df['date'].min().date().isoformat() if len(df) else None,
|
||||
'end': df['date'].max().date().isoformat() if len(df) else None,
|
||||
'rows': len(df),
|
||||
'raw_sorted': bool(sorted_raw),
|
||||
'raw_duplicate_dates': int(dup),
|
||||
'invalid_ohlc_rows': int(invalid_ohlc),
|
||||
'abs_daily_return_gt_50pct': int(jumps50),
|
||||
'max_calendar_gap_days': max_gap,
|
||||
'zero_or_missing_volume_rows': zero_vol,
|
||||
'total_return_available': False,
|
||||
'pit_fundamentals_available': False,
|
||||
'corporate_action_table_available': False,
|
||||
}
|
||||
|
||||
|
||||
def add_features(df: pd.DataFrame) -> pd.DataFrame:
|
||||
x = df.copy()
|
||||
prev = x['close'].shift(1)
|
||||
tr = pd.concat([(x['high']-x['low']), (x['high']-prev).abs(), (x['low']-prev).abs()], axis=1).max(axis=1)
|
||||
x['atr20'] = tr.rolling(20, min_periods=20).mean()
|
||||
x['sma50'] = x['close'].rolling(50, min_periods=50).mean()
|
||||
x['sma200'] = x['close'].rolling(200, min_periods=200).mean()
|
||||
x['sma50_slope20'] = x['sma50'] / x['sma50'].shift(20) - 1
|
||||
x['ret1'] = x['close'].pct_change()
|
||||
x['vol63'] = x['ret1'].rolling(63, min_periods=30).std() * math.sqrt(252)
|
||||
x['vol252_med'] = x['vol63'].rolling(252, min_periods=63).median()
|
||||
x['high20_prev'] = x['close'].rolling(20, min_periods=20).max().shift(1)
|
||||
x['high63_prev'] = x['close'].rolling(63, min_periods=40).max().shift(1)
|
||||
x['low20_prev'] = x['close'].rolling(20, min_periods=20).min().shift(1)
|
||||
x['weekly_close'] = x.set_index('date')['close'].resample('W-FRI').last().reindex(x['date'], method='ffill').to_numpy()
|
||||
return x
|
||||
|
||||
|
||||
def activation_gain(asset_class: str) -> float:
|
||||
return {
|
||||
'broad_index_etf': 0.12,
|
||||
'large_quality_stock': 0.18,
|
||||
'high_vol_stock': 0.25,
|
||||
'cyclical_stock': 0.22,
|
||||
'distressed_stock': 0.30,
|
||||
}[asset_class]
|
||||
|
||||
|
||||
def core_floor(asset_class: str) -> float:
|
||||
return {
|
||||
'broad_index_etf': 0.55,
|
||||
'large_quality_stock': 0.40,
|
||||
'high_vol_stock': 0.25,
|
||||
'cyclical_stock': 0.30,
|
||||
'distressed_stock': 0.15,
|
||||
}[asset_class]
|
||||
|
||||
|
||||
def giveback_cap_v11(asset_class: str, peak_gain: float) -> float:
|
||||
if asset_class == 'broad_index_etf':
|
||||
return 0.12 if peak_gain < .25 else 0.10 if peak_gain < .50 else 0.08 if peak_gain < 1 else 0.07
|
||||
if asset_class == 'large_quality_stock':
|
||||
return 0.15 if peak_gain < .25 else 0.14 if peak_gain < .50 else 0.12 if peak_gain < 1 else 0.10
|
||||
return 0.18 if peak_gain < .50 else 0.15 if peak_gain < 1 else 0.12
|
||||
|
||||
|
||||
def giveback_cap_v12(asset_class: str, peak_gain: float) -> float:
|
||||
# Deliberately wider than v11 to preserve secular winners; the portfolio floor handles systemic risk.
|
||||
if asset_class == 'broad_index_etf':
|
||||
return 0.14 if peak_gain < .25 else 0.12 if peak_gain < .50 else 0.10 if peak_gain < 1 else 0.08
|
||||
if asset_class == 'large_quality_stock':
|
||||
return 0.19 if peak_gain < .25 else 0.17 if peak_gain < .50 else 0.14 if peak_gain < 1 else 0.11
|
||||
if asset_class == 'cyclical_stock':
|
||||
return 0.20 if peak_gain < .50 else 0.17 if peak_gain < 1 else 0.14
|
||||
if asset_class == 'distressed_stock':
|
||||
return 0.28 if peak_gain < .50 else 0.23 if peak_gain < 1 else 0.18
|
||||
return 0.25 if peak_gain < .50 else 0.20 if peak_gain < 1 else 0.16
|
||||
|
||||
|
||||
def v11_positions(df: pd.DataFrame, asset_class: str) -> Tuple[pd.DataFrame, pd.DataFrame]:
|
||||
x = add_features(df)
|
||||
pos = 1.0
|
||||
entry = float(x.iloc[0]['close'])
|
||||
peak = entry
|
||||
prev_floor = -np.inf
|
||||
breach_count = 0
|
||||
last_sell_idx = -10000
|
||||
rows, events = [], []
|
||||
for i, row in x.iterrows():
|
||||
px = float(row['close'])
|
||||
peak = max(peak, px)
|
||||
peak_gain = peak / entry - 1
|
||||
atr = float(row['atr20']) if pd.notna(row['atr20']) else np.nan
|
||||
dd = px / peak - 1
|
||||
trend_bad = pd.notna(row['sma200']) and px < row['sma200']
|
||||
regime = min(1, max(0, (-dd - .08)/.22))
|
||||
flow = min(1, max(0, (float(row['vol63'])-.20)/.50)) if pd.notna(row['vol63']) else 0
|
||||
lock = np.clip(.30 + .25*regime + .15*flow, .30, .85)
|
||||
floor = np.nan
|
||||
active = peak_gain >= activation_gain(asset_class)
|
||||
if pd.notna(atr) and peak-entry >= 4*atr:
|
||||
active = True
|
||||
old = pos
|
||||
reason = None
|
||||
if active and pd.notna(atr):
|
||||
atr_mult = np.clip(3.5-1.7*regime-.8*flow,1.6,3.5)
|
||||
floor = max(entry + lock*(peak-entry), peak-atr_mult*atr, peak*(1-giveback_cap_v11(asset_class,peak_gain)), prev_floor)
|
||||
prev_floor = floor
|
||||
breach_count = breach_count+1 if px<floor else 0
|
||||
gap=(floor-px)/atr if atr>0 else 0
|
||||
if i-last_sell_idx>=5:
|
||||
if gap>=1.5:
|
||||
pos=max(.35,pos-.40); last_sell_idx=i; breach_count=0; reason='gap_floor'
|
||||
elif breach_count>=2:
|
||||
pos=max(.50,pos-.20); last_sell_idx=i; breach_count=0; reason='two_close_floor'
|
||||
if trend_bad and dd<=-.18 and i-last_sell_idx>=5:
|
||||
f=.35 if asset_class=='broad_index_etf' else .20
|
||||
pos=max(f,pos-.25); last_sell_idx=i; reason='trend_crisis'
|
||||
no_new_low=i>=5 and px>float(x.iloc[max(0,i-5):i+1]['close'].min())
|
||||
recovery=pd.notna(row['sma200']) and px>row['sma200']
|
||||
if pos<1 and no_new_low and recovery:
|
||||
pos=min(1,pos+.15)
|
||||
if pos>old: reason='daily_reentry'
|
||||
if pos != old:
|
||||
events.append({'date':row['date'],'old_position':old,'new_position':pos,'side':'BUY' if pos>old else 'SELL','reason':reason,'price':px,'peak':peak,'cycle_entry':entry,'floor':floor})
|
||||
rows.append({'date':row['date'],'position':pos,'floor':floor,'entry':entry,'peak':peak})
|
||||
return pd.DataFrame(rows), pd.DataFrame(events)
|
||||
|
||||
|
||||
def v12_positions(df: pd.DataFrame, asset_class: str) -> Tuple[pd.DataFrame, pd.DataFrame]:
|
||||
"""K-ArtSell 12.1 balanced candidate.
|
||||
|
||||
Keeps v11's strong profit floor, but fixes the stale-cycle and daily-refill defects:
|
||||
- separated core floor by asset class;
|
||||
- re-entry only after 10 sessions, 50D trend recovery and 20D breakout;
|
||||
- no more than one 20%-point refill per 10 sessions;
|
||||
- every refill starts a new tactical protection cycle.
|
||||
"""
|
||||
x = add_features(df)
|
||||
pos = 1.0
|
||||
entry = float(x.iloc[0]['close'])
|
||||
peak = entry
|
||||
prev_floor = -np.inf
|
||||
breach_count = 0
|
||||
last_sell = -10000
|
||||
last_buy = -10000
|
||||
below200_count = 0
|
||||
rows, events = [], []
|
||||
min_pos = {
|
||||
'broad_index_etf': .35,
|
||||
'large_quality_stock': .25,
|
||||
'high_vol_stock': .20,
|
||||
'cyclical_stock': .20,
|
||||
'distressed_stock': .10,
|
||||
}[asset_class]
|
||||
crisis_dd = {
|
||||
'broad_index_etf': -.18,
|
||||
'large_quality_stock': -.18,
|
||||
'high_vol_stock': -.22,
|
||||
'cyclical_stock': -.20,
|
||||
'distressed_stock': -.30,
|
||||
}[asset_class]
|
||||
|
||||
for i, row in x.iterrows():
|
||||
px = float(row['close'])
|
||||
peak = max(peak, px)
|
||||
peak_gain = peak / entry - 1.0
|
||||
atr = float(row['atr20']) if pd.notna(row['atr20']) else np.nan
|
||||
dd = px / peak - 1.0
|
||||
below200_count = below200_count + 1 if pd.notna(row['sma200']) and px < row['sma200'] else 0
|
||||
regime = np.clip((-dd - .08) / .22, 0, 1)
|
||||
flow_proxy = np.clip((float(row['vol63']) - .20) / .50, 0, 1) if pd.notna(row['vol63']) else 0
|
||||
floor = np.nan
|
||||
old = pos
|
||||
reason = None
|
||||
|
||||
active = peak_gain >= activation_gain(asset_class)
|
||||
if pd.notna(atr) and peak - entry >= 4.0 * atr:
|
||||
active = True
|
||||
|
||||
if active and pd.notna(atr):
|
||||
lock = np.clip(.30 + .25 * regime + .15 * flow_proxy, .30, .85)
|
||||
atr_mult = np.clip(3.5 - 1.7 * regime - .8 * flow_proxy, 1.6, 3.5)
|
||||
floor = max(
|
||||
entry + lock * (peak - entry),
|
||||
peak - atr_mult * atr,
|
||||
peak * (1.0 - giveback_cap_v11(asset_class, peak_gain)),
|
||||
prev_floor,
|
||||
)
|
||||
prev_floor = floor
|
||||
breach_count = breach_count + 1 if px < floor else 0
|
||||
gap = (floor - px) / atr if atr > 0 else 0
|
||||
if i - last_sell >= 5 and pos > min_pos:
|
||||
if gap >= 1.5:
|
||||
pos = max(min_pos, pos - .40)
|
||||
last_sell = i
|
||||
breach_count = 0
|
||||
reason = 'gap_floor'
|
||||
elif breach_count >= 2:
|
||||
pos = max(min_pos, pos - .20)
|
||||
last_sell = i
|
||||
breach_count = 0
|
||||
reason = 'two_close_floor'
|
||||
|
||||
if below200_count >= 1 and dd <= crisis_dd and i - last_sell >= 5 and pos > min_pos:
|
||||
pos = max(min_pos, pos - .25)
|
||||
last_sell = i
|
||||
reason = 'trend_crisis'
|
||||
|
||||
# Staged, non-daily re-entry. Both trend recovery and a fresh breakout are required.
|
||||
if pos < 1.0 and i - last_sell >= 10 and i - last_buy >= 10:
|
||||
reclaim50 = (
|
||||
pd.notna(row['sma50']) and px > row['sma50'] and
|
||||
pd.notna(row['sma50_slope20']) and row['sma50_slope20'] > 0
|
||||
)
|
||||
breakout20 = pd.notna(row['high20_prev']) and px > row['high20_prev']
|
||||
if reclaim50 and breakout20:
|
||||
pos = min(1.0, pos + .20)
|
||||
last_buy = i
|
||||
reason = 'reentry_reclaim50_breakout20'
|
||||
# New tactical capital must not inherit an obsolete historical floor.
|
||||
entry = px
|
||||
peak = px
|
||||
prev_floor = -np.inf
|
||||
breach_count = 0
|
||||
|
||||
if pos != old:
|
||||
events.append({
|
||||
'date': row['date'], 'old_position': old, 'new_position': pos,
|
||||
'side': 'BUY' if pos > old else 'SELL', 'reason': reason,
|
||||
'price': px, 'peak': peak, 'cycle_entry': entry, 'floor': floor,
|
||||
})
|
||||
rows.append({
|
||||
'date': row['date'], 'position': pos, 'floor': floor,
|
||||
'entry': entry, 'peak': peak, 'regime_proxy': regime,
|
||||
'volshock_proxy': flow_proxy,
|
||||
})
|
||||
return pd.DataFrame(rows), pd.DataFrame(events)
|
||||
|
||||
def buyhold_positions(df):
|
||||
return pd.DataFrame({'date':df['date'],'position':1.0})
|
||||
|
||||
|
||||
def trend10m_positions(df):
|
||||
x=df[['date','close']].copy()
|
||||
m=x.set_index('date')['close'].resample('ME').last().dropna().to_frame('close')
|
||||
m['sma10']=m['close'].rolling(10,min_periods=10).mean()
|
||||
# Execute only after the month-end observation becomes known.
|
||||
m['position']=(m['close']>=m['sma10']).astype(float).shift(1)
|
||||
daily=m['position'].reindex(x['date'],method='ffill').fillna(1.0).to_numpy()
|
||||
return pd.DataFrame({'date':x['date'],'position':daily})
|
||||
|
||||
|
||||
def trailing_positions(df, trail=.12):
|
||||
pos=1.0; peak=float(df.iloc[0]['close']); cooldown=0; out=[]
|
||||
for _,r in df.iterrows():
|
||||
px=float(r['close'])
|
||||
if pos>0:
|
||||
peak=max(peak,px)
|
||||
if px<=peak*(1-trail): pos=0; cooldown=20
|
||||
else:
|
||||
cooldown-=1
|
||||
if cooldown<=0 and px>=df.loc[:r.name,'close'].rolling(50,min_periods=20).mean().iloc[-1]:
|
||||
pos=1; peak=px
|
||||
out.append({'date':r['date'],'position':pos})
|
||||
return pd.DataFrame(out)
|
||||
|
||||
|
||||
def backtest(df: pd.DataFrame, posdf: pd.DataFrame, cost=ONE_WAY_COST) -> pd.DataFrame:
|
||||
z=df[['date','close']].merge(posdf[['date','position']],on='date',how='inner').copy()
|
||||
z['asset_return']=z['close'].pct_change().fillna(0)
|
||||
z['position_lag']=z['position'].shift(1).fillna(z['position'].iloc[0])
|
||||
delta=z['position'].diff().fillna(0)
|
||||
z['turnover']=delta.abs()
|
||||
z['cost']=z['turnover']*cost
|
||||
z['strategy_return']=z['position_lag']*z['asset_return']-z['cost']
|
||||
z['equity']=(1+z['strategy_return']).cumprod()
|
||||
return z
|
||||
|
||||
|
||||
def max_recovery_days(equity: pd.Series) -> int:
|
||||
dd=equity/equity.cummax()-1
|
||||
cur=mx=0
|
||||
for v in dd<0:
|
||||
cur=cur+1 if v else 0; mx=max(mx,cur)
|
||||
return int(mx)
|
||||
|
||||
|
||||
def metrics(bt: pd.DataFrame) -> dict:
|
||||
if len(bt)<2: return {}
|
||||
years=max((bt['date'].iloc[-1]-bt['date'].iloc[0]).days/365.25,1/365.25)
|
||||
eq=bt['equity']; ret=bt['strategy_return']
|
||||
final=float(eq.iloc[-1]); cagr=final**(1/years)-1
|
||||
vol=float(ret.std(ddof=1)*math.sqrt(252)) if ret.std(ddof=1)>0 else 0
|
||||
sh=float(ret.mean()/ret.std(ddof=1)*math.sqrt(252)) if ret.std(ddof=1)>0 else 0
|
||||
dd=eq/eq.cummax()-1; mdd=float(dd.min())
|
||||
downside=ret[ret<0]
|
||||
sortino=float(ret.mean()/downside.std(ddof=1)*math.sqrt(252)) if len(downside)>2 and downside.std(ddof=1)>0 else 0
|
||||
cvar=float(ret[ret<=ret.quantile(.05)].mean()) if len(ret)>20 else np.nan
|
||||
return {
|
||||
'start':bt['date'].iloc[0].date().isoformat(),'end':bt['date'].iloc[-1].date().isoformat(),'observations':len(bt),
|
||||
'cagr':cagr,'mdd':mdd,'calmar':cagr/abs(mdd) if mdd<0 else np.nan,'annual_vol':vol,'sharpe_zero_rf':sh,'sortino_zero_rf':sortino,
|
||||
'ulcer_index':float(np.sqrt(np.mean((dd*100)**2))),'recovery_days_max':max_recovery_days(eq),
|
||||
'turnover_annual':float(bt['turnover'].sum()/years),'avg_exposure':float(bt['position_lag'].mean()),
|
||||
'cvar_5_daily':cvar,'final_equity':final,
|
||||
}
|
||||
|
||||
|
||||
def event_stats(symbol: str, df: pd.DataFrame, events: pd.DataFrame, strategy: str) -> dict:
|
||||
if events.empty:
|
||||
return {'symbol':symbol,'strategy':strategy,'sell_events':0,'buy_events':0,'median_gain_capture':np.nan,'median_63d_post_sell_return':np.nan,'false_exit_rate_63d':np.nan}
|
||||
close=df.set_index('date')['close']
|
||||
sells=events[events['side']=='SELL'].copy(); buys=events[events['side']=='BUY']
|
||||
captures=[]; fwd=[]; false=[]
|
||||
for _,e in sells.iterrows():
|
||||
d=e['date']; px=e['price']; entry=e['cycle_entry']; peak=e['peak']
|
||||
denom=peak-entry
|
||||
captures.append((px-entry)/denom if denom>0 else np.nan)
|
||||
idx=close.index.get_indexer([d])[0]
|
||||
if idx>=0 and idx+63<len(close):
|
||||
r=close.iloc[idx+63]/px-1; fwd.append(r); false.append(r>0.10)
|
||||
return {'symbol':symbol,'strategy':strategy,'sell_events':len(sells),'buy_events':len(buys),
|
||||
'median_gain_capture':float(np.nanmedian(captures)) if captures else np.nan,
|
||||
'median_63d_post_sell_return':float(np.nanmedian(fwd)) if fwd else np.nan,
|
||||
'false_exit_rate_63d':float(np.mean(false)) if false else np.nan}
|
||||
|
||||
|
||||
def period_slice(bt, start, end):
|
||||
q=bt[(bt['date']>=pd.Timestamp(start)) & (bt['date']<=pd.Timestamp(end))].copy()
|
||||
if len(q):
|
||||
# Rebase within period.
|
||||
q['equity']=(1+q['strategy_return']).cumprod()
|
||||
return q
|
||||
|
||||
|
||||
def portfolio_backtest(asset_bts: Dict[str,pd.DataFrame], use_capital_floor: bool) -> pd.DataFrame:
|
||||
rets=[]; exps=[]; turns=[]
|
||||
for s,bt in asset_bts.items():
|
||||
q=bt.set_index('date')
|
||||
rets.append(q['strategy_return'].rename(s)); exps.append(q['position_lag'].rename(s)); turns.append(q['turnover'].rename(s))
|
||||
R=pd.concat(rets,axis=1).sort_index()
|
||||
E=pd.concat(exps,axis=1).reindex(R.index)
|
||||
T=pd.concat(turns,axis=1).reindex(R.index)
|
||||
base=R.mean(axis=1,skipna=True).fillna(0)
|
||||
avgexp=E.mean(axis=1,skipna=True).fillna(0)
|
||||
avgturn=T.mean(axis=1,skipna=True).fillna(0)
|
||||
scale=1.0; equity=1.0; peak=1.0; prev_scale=1.0; rows=[]
|
||||
for d,r in base.items():
|
||||
dd=equity/peak-1
|
||||
target=1.0
|
||||
if use_capital_floor:
|
||||
if dd<=-.25: target=.35
|
||||
elif dd<=-.18: target=.55
|
||||
elif dd<=-.12: target=.75
|
||||
elif dd<=-.08: target=.90
|
||||
# Hysteresis: scale up only in 10%-points per day after recovery.
|
||||
if target>scale: scale=min(target,scale+.10)
|
||||
else: scale=target
|
||||
else: scale=1.0
|
||||
overlay_turn=abs(scale-prev_scale)
|
||||
strat=scale*r-overlay_turn*ONE_WAY_COST
|
||||
equity*=1+strat; peak=max(peak,equity)
|
||||
rows.append({'date':d,'asset_return':r,'position':scale*avgexp.loc[d],'position_lag':scale*avgexp.loc[d],
|
||||
'turnover':scale*avgturn.loc[d]+overlay_turn,'cost':overlay_turn*ONE_WAY_COST,'strategy_return':strat,'equity':equity,'risk_scale':scale})
|
||||
prev_scale=scale
|
||||
return pd.DataFrame(rows)
|
||||
|
||||
|
||||
def main():
|
||||
dfs={s:load_symbol(s,p) for s,p in FILES.items()}
|
||||
pd.DataFrame([data_quality(s,df) for s,df in dfs.items()]).to_csv(OUT/'data_quality.csv',index=False)
|
||||
asset_rows=[]; period_rows=[]; event_rows=[]
|
||||
bts_by_strategy={k:{} for k in ['buy_hold','trend_10m_shifted','trailing_12','kartsell_v11_original','kartsell_v12_candidate']}
|
||||
periods={
|
||||
'research_2007_2013':('2007-01-01','2013-12-31'),
|
||||
'validation_2014_2017':('2014-01-01','2017-12-31'),
|
||||
'rolling_oos_2018_2023':('2018-01-01','2023-12-31'),
|
||||
'frozen_oos_2024_latest':('2024-01-01','2026-08-01'),
|
||||
'gfc_2007_2009':('2007-01-01','2009-12-31'),
|
||||
'covid_2020':('2020-01-01','2020-12-31'),
|
||||
'inflation_bear_2022':('2022-01-01','2022-12-31'),
|
||||
}
|
||||
for s,df in dfs.items():
|
||||
v11,e11=v11_positions(df,ASSET_CLASS[s]); v12,e12=v12_positions(df,ASSET_CLASS[s])
|
||||
posmap={'buy_hold':buyhold_positions(df),'trend_10m_shifted':trend10m_positions(df),'trailing_12':trailing_positions(df),
|
||||
'kartsell_v11_original':v11,'kartsell_v12_candidate':v12}
|
||||
for name,pos in posmap.items():
|
||||
bt=backtest(df,pos); bts_by_strategy[name][s]=bt
|
||||
asset_rows.append({'symbol':s,'asset_class':ASSET_CLASS[s],'strategy':name,**metrics(bt)})
|
||||
for pn,(ps,pe) in periods.items():
|
||||
q=period_slice(bt,ps,pe)
|
||||
if len(q)>=60:
|
||||
period_rows.append({'symbol':s,'strategy':name,'period':pn,**metrics(q)})
|
||||
e11.to_csv(OUT/f'{s}_v11_events.csv',index=False); e12.to_csv(OUT/f'{s}_v12_events.csv',index=False)
|
||||
event_rows += [event_stats(s,df,e11,'kartsell_v11_original'),event_stats(s,df,e12,'kartsell_v12_candidate')]
|
||||
pd.DataFrame(asset_rows).to_csv(OUT/'asset_metrics.csv',index=False)
|
||||
pd.DataFrame(period_rows).to_csv(OUT/'period_metrics.csv',index=False)
|
||||
pd.DataFrame(event_rows).to_csv(OUT/'sell_event_stats.csv',index=False)
|
||||
|
||||
port_rows=[]; port_bts={}
|
||||
portfolio_sets = {
|
||||
'core_six_dynamic_equal_weight': ['SPY','AAPL','AMZN','NVDA','TSLA','AIG'],
|
||||
'all_seven_including_delisted_stress': list(FILES.keys()),
|
||||
}
|
||||
for portfolio_name, symbols in portfolio_sets.items():
|
||||
for name,abd in bts_by_strategy.items():
|
||||
selected={k:v for k,v in abd.items() if k in symbols}
|
||||
p=portfolio_backtest(selected,use_capital_floor=False)
|
||||
port_bts[f'{portfolio_name}_{name}']=p
|
||||
port_rows.append({'portfolio':portfolio_name,'strategy':name,**metrics(p)})
|
||||
selected={k:v for k,v in bts_by_strategy['kartsell_v12_candidate'].items() if k in symbols}
|
||||
pcap=portfolio_backtest(selected,use_capital_floor=True)
|
||||
port_bts[f'{portfolio_name}_kartsell_v12_plus_capital_floor']=pcap
|
||||
port_rows.append({'portfolio':portfolio_name,'strategy':'kartsell_v12_plus_capital_floor',**metrics(pcap)})
|
||||
pd.DataFrame(port_rows).to_csv(OUT/'portfolio_metrics.csv',index=False)
|
||||
for name,p in port_bts.items(): p.to_csv(OUT/f'portfolio_{name}.csv',index=False)
|
||||
|
||||
# Compact summary comparison.
|
||||
am=pd.DataFrame(asset_rows)
|
||||
wide=am.pivot(index='symbol',columns='strategy',values=['cagr','mdd','calmar','turnover_annual','avg_exposure'])
|
||||
wide.to_csv(OUT/'asset_comparison_wide.csv')
|
||||
print(pd.DataFrame(port_rows)[['strategy','cagr','mdd','calmar','turnover_annual','avg_exposure','final_equity']].to_string(index=False))
|
||||
print('\nAsset v11 vs v12:')
|
||||
print(am[am.strategy.isin(['kartsell_v11_original','kartsell_v12_candidate'])][['symbol','strategy','cagr','mdd','calmar','turnover_annual','avg_exposure']].to_string(index=False))
|
||||
|
||||
if __name__=='__main__':
|
||||
main()
|
||||
@@ -0,0 +1,758 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-10-23,1.0,0.75,SELL,trend_crisis,20843.0,32487.0,31037.0,
|
||||
2007-10-30,0.75,0.5,SELL,trend_crisis,20594.0,32487.0,31037.0,
|
||||
2007-11-06,0.5,0.25,SELL,trend_crisis,20014.0,32487.0,31037.0,
|
||||
2007-11-13,0.25,0.2,SELL,trend_crisis,19227.0,32487.0,31037.0,
|
||||
2008-04-02,0.2,0.35,BUY,daily_reentry,24127.0,32487.0,31037.0,
|
||||
2008-04-03,0.35,0.5,BUY,daily_reentry,24213.0,32487.0,31037.0,
|
||||
2008-04-04,0.5,0.25,SELL,trend_crisis,23999.0,32487.0,31037.0,
|
||||
2008-04-11,0.25,0.4,BUY,daily_reentry,24813.0,32487.0,31037.0,
|
||||
2008-04-14,0.4,0.55,BUY,daily_reentry,24770.0,32487.0,31037.0,
|
||||
2008-04-15,0.55,0.30000000000000004,SELL,trend_crisis,23870.0,32487.0,31037.0,
|
||||
2008-04-17,0.30000000000000004,0.45000000000000007,BUY,daily_reentry,24042.0,32487.0,31037.0,
|
||||
2008-04-18,0.45000000000000007,0.6000000000000001,BUY,daily_reentry,24256.0,32487.0,31037.0,
|
||||
2008-04-21,0.6000000000000001,0.7500000000000001,BUY,daily_reentry,25156.0,32487.0,31037.0,
|
||||
2008-04-22,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,25242.0,32487.0,31037.0,
|
||||
2008-04-23,0.9000000000000001,1.0,BUY,daily_reentry,24813.0,32487.0,31037.0,
|
||||
2008-04-28,1.0,0.75,SELL,trend_crisis,22842.0,32487.0,31037.0,
|
||||
2008-05-02,0.75,0.9,BUY,daily_reentry,23956.0,32487.0,31037.0,
|
||||
2008-05-05,0.9,1.0,BUY,daily_reentry,23956.0,32487.0,31037.0,
|
||||
2008-06-27,1.0,0.75,SELL,trend_crisis,22242.0,32487.0,31037.0,
|
||||
2008-07-04,0.75,0.5,SELL,trend_crisis,20013.0,32487.0,31037.0,
|
||||
2008-07-11,0.5,0.25,SELL,trend_crisis,20356.0,32487.0,31037.0,
|
||||
2008-07-18,0.25,0.2,SELL,trend_crisis,19413.0,32487.0,31037.0,
|
||||
2009-04-06,0.2,0.35,BUY,daily_reentry,13173.0,32487.0,31037.0,
|
||||
2009-04-07,0.35,0.5,BUY,daily_reentry,13313.0,32487.0,31037.0,
|
||||
2009-04-08,0.5,0.65,BUY,daily_reentry,13034.0,32487.0,31037.0,
|
||||
2009-04-09,0.65,0.8,BUY,daily_reentry,13127.0,32487.0,31037.0,
|
||||
2009-04-10,0.8,0.9500000000000001,BUY,daily_reentry,12568.0,32487.0,31037.0,
|
||||
2009-04-14,0.9500000000000001,1.0,BUY,daily_reentry,12894.0,32487.0,31037.0,
|
||||
2009-05-27,1.0,0.75,SELL,trend_crisis,10706.0,32487.0,31037.0,
|
||||
2009-05-28,0.75,0.9,BUY,daily_reentry,11684.0,32487.0,31037.0,
|
||||
2009-05-29,0.9,1.0,BUY,daily_reentry,12010.0,32487.0,31037.0,
|
||||
2010-07-22,1.0,0.75,SELL,trend_crisis,21426.0,32487.0,31037.0,
|
||||
2010-07-26,0.75,0.9,BUY,daily_reentry,22706.0,32487.0,31037.0,
|
||||
2010-07-27,0.9,1.0,BUY,daily_reentry,22280.0,32487.0,31037.0,
|
||||
2010-07-29,1.0,0.75,SELL,trend_crisis,21189.0,32487.0,31037.0,
|
||||
2010-08-05,0.75,0.5,SELL,trend_crisis,20763.0,32487.0,31037.0,
|
||||
2010-08-12,0.5,0.25,SELL,trend_crisis,20099.0,32487.0,31037.0,
|
||||
2010-08-19,0.25,0.2,SELL,trend_crisis,21332.0,32487.0,31037.0,
|
||||
2010-10-22,0.2,0.35,BUY,daily_reentry,22943.0,32487.0,31037.0,
|
||||
2010-10-25,0.35,0.5,BUY,daily_reentry,23038.0,32487.0,31037.0,
|
||||
2010-10-26,0.5,0.25,SELL,trend_crisis,22469.0,32487.0,31037.0,
|
||||
2010-11-02,0.25,0.2,SELL,trend_crisis,20763.0,32487.0,31037.0,
|
||||
2010-11-22,0.2,0.35,BUY,daily_reentry,23986.0,32487.0,31037.0,
|
||||
2010-11-23,0.35,0.5,BUY,daily_reentry,24034.0,32487.0,31037.0,
|
||||
2010-11-24,0.5,0.65,BUY,daily_reentry,24413.0,32487.0,31037.0,
|
||||
2010-11-25,0.65,0.8,BUY,daily_reentry,23891.0,32487.0,31037.0,
|
||||
2010-11-26,0.8,0.9500000000000001,BUY,daily_reentry,23370.0,32487.0,31037.0,
|
||||
2010-11-29,0.9500000000000001,1.0,BUY,daily_reentry,23512.0,32487.0,31037.0,
|
||||
2010-11-30,1.0,0.75,SELL,trend_crisis,22280.0,32487.0,31037.0,
|
||||
2010-12-07,0.75,0.5,SELL,trend_crisis,22374.0,32487.0,31037.0,
|
||||
2010-12-10,0.5,0.65,BUY,daily_reentry,23228.0,32487.0,31037.0,
|
||||
2010-12-13,0.65,0.8,BUY,daily_reentry,23086.0,32487.0,31037.0,
|
||||
2010-12-14,0.8,0.9500000000000001,BUY,daily_reentry,23465.0,32487.0,31037.0,
|
||||
2010-12-15,0.9500000000000001,0.7000000000000001,SELL,trend_crisis,22991.0,32487.0,31037.0,
|
||||
2010-12-22,0.7000000000000001,0.45000000000000007,SELL,trend_crisis,22090.0,32487.0,31037.0,
|
||||
2010-12-29,0.45000000000000007,0.6000000000000001,BUY,daily_reentry,23282.0,32487.0,31037.0,
|
||||
2010-12-30,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,23042.0,32487.0,31037.0,
|
||||
2011-01-03,0.3500000000000001,0.5000000000000001,BUY,daily_reentry,24291.0,32487.0,31037.0,
|
||||
2011-01-04,0.5000000000000001,0.6500000000000001,BUY,daily_reentry,24579.0,32487.0,31037.0,
|
||||
2011-01-05,0.6500000000000001,0.8000000000000002,BUY,daily_reentry,24867.0,32487.0,31037.0,
|
||||
2011-01-06,0.8000000000000002,0.9500000000000002,BUY,daily_reentry,25059.0,32487.0,31037.0,
|
||||
2011-01-07,0.9500000000000002,1.0,BUY,daily_reentry,25059.0,32487.0,31037.0,
|
||||
2011-06-13,1.0,0.75,SELL,trend_crisis,25299.0,35524.0,31037.0,
|
||||
2011-06-15,0.75,0.9,BUY,daily_reentry,25875.0,35524.0,31037.0,
|
||||
2011-06-20,0.9,0.65,SELL,trend_crisis,24194.0,35524.0,31037.0,
|
||||
2011-06-24,0.65,0.8,BUY,daily_reentry,26787.0,35524.0,31037.0,
|
||||
2011-06-27,0.8,0.55,SELL,trend_crisis,25635.0,35524.0,31037.0,
|
||||
2011-07-04,0.55,0.30000000000000004,SELL,trend_crisis,25875.0,35524.0,31037.0,
|
||||
2011-07-05,0.30000000000000004,0.45000000000000007,BUY,daily_reentry,26883.0,35524.0,31037.0,
|
||||
2011-07-11,0.45000000000000007,0.20000000000000007,SELL,trend_crisis,25395.0,35524.0,31037.0,
|
||||
2011-07-18,0.20000000000000007,0.35,BUY,gap_floor,22034.0,35524.0,31037.0,33937.49441263012
|
||||
2011-08-16,0.35,0.2,SELL,trend_crisis,19682.0,35524.0,31037.0,
|
||||
2011-10-14,0.2,0.35,BUY,gap_floor,21074.0,35524.0,31037.0,34177.9
|
||||
2012-01-13,0.35,0.5,BUY,daily_reentry,24261.0,35524.0,31037.0,34257.480441723135
|
||||
2012-01-17,0.5,0.65,BUY,daily_reentry,24647.0,35524.0,31037.0,34406.456179670786
|
||||
2012-01-18,0.65,0.8,BUY,daily_reentry,24358.0,35524.0,31037.0,34410.02195230588
|
||||
2012-01-19,0.8,0.9500000000000001,BUY,daily_reentry,25371.0,35524.0,31037.0,34410.02195230588
|
||||
2012-01-20,0.9500000000000001,1.0,BUY,daily_reentry,25998.0,35524.0,31037.0,34410.02195230588
|
||||
2012-01-25,1.0,0.75,SELL,gap_floor,26480.0,35524.0,31037.0,34410.02195230588
|
||||
2012-01-26,0.75,0.9,BUY,daily_reentry,26094.0,35524.0,31037.0,34410.02195230588
|
||||
2012-01-27,0.9,1.0,BUY,daily_reentry,25081.0,35524.0,31037.0,34410.02195230588
|
||||
2012-02-01,1.0,0.75,SELL,gap_floor,26239.0,35524.0,31037.0,34410.02195230588
|
||||
2012-02-02,0.75,0.9,BUY,daily_reentry,26336.0,35524.0,31037.0,34410.02195230588
|
||||
2012-02-03,0.9,1.0,BUY,daily_reentry,25371.0,35524.0,31037.0,34410.02195230588
|
||||
2012-02-08,1.0,0.75,SELL,gap_floor,25564.0,35524.0,31037.0,34410.02195230588
|
||||
2012-02-09,0.75,0.9,BUY,daily_reentry,26094.0,35524.0,31037.0,34410.02195230588
|
||||
2012-02-10,0.9,1.0,BUY,daily_reentry,26046.0,35524.0,31037.0,34410.02195230588
|
||||
2012-02-15,1.0,0.75,SELL,gap_floor,27976.0,35524.0,31037.0,34410.02195230588
|
||||
2012-02-16,0.75,0.9,BUY,daily_reentry,27686.0,35524.0,31037.0,34410.02195230588
|
||||
2012-02-17,0.9,1.0,BUY,daily_reentry,27831.0,35524.0,31037.0,34410.02195230588
|
||||
2012-02-22,1.0,0.75,SELL,gap_floor,27976.0,35524.0,31037.0,34410.02195230588
|
||||
2012-02-23,0.75,0.9,BUY,daily_reentry,27831.0,35524.0,31037.0,34410.02195230588
|
||||
2012-02-24,0.9,1.0,BUY,daily_reentry,27831.0,35524.0,31037.0,34410.02195230588
|
||||
2012-02-29,1.0,0.75,SELL,gap_floor,29133.0,35524.0,31037.0,34410.02195230588
|
||||
2012-03-02,0.75,0.9,BUY,daily_reentry,29374.0,35524.0,31037.0,34410.02195230588
|
||||
2012-03-05,0.9,1.0,BUY,daily_reentry,28988.0,35524.0,31037.0,34410.02195230588
|
||||
2012-03-08,1.0,0.75,SELL,gap_floor,28699.0,35524.0,31037.0,34410.02195230588
|
||||
2012-03-09,0.75,0.9,BUY,daily_reentry,28747.0,35524.0,31037.0,34410.02195230588
|
||||
2012-03-12,0.9,1.0,BUY,daily_reentry,28554.0,35524.0,31037.0,34410.02195230588
|
||||
2012-03-15,1.0,0.6,SELL,gap_floor,28217.0,35524.0,31037.0,34410.02195230588
|
||||
2012-03-19,0.6,0.75,BUY,daily_reentry,28265.0,35524.0,31037.0,34410.02195230588
|
||||
2012-03-20,0.75,0.9,BUY,daily_reentry,28120.0,35524.0,31037.0,34410.02195230588
|
||||
2012-03-21,0.9,1.0,BUY,daily_reentry,27879.0,35524.0,31037.0,34410.02195230588
|
||||
2012-03-22,1.0,0.75,SELL,gap_floor,28313.0,35524.0,31037.0,34410.02195230588
|
||||
2012-03-23,0.75,0.9,BUY,daily_reentry,29085.0,35524.0,31037.0,34410.02195230588
|
||||
2012-03-26,0.9,1.0,BUY,daily_reentry,29230.0,35524.0,31037.0,34410.02195230588
|
||||
2012-03-29,1.0,0.75,SELL,gap_floor,29423.0,35524.0,31037.0,34410.02195230588
|
||||
2012-04-02,0.75,0.9,BUY,daily_reentry,28313.0,35524.0,31037.0,34410.02195230588
|
||||
2012-04-03,0.9,1.0,BUY,daily_reentry,29230.0,35524.0,31037.0,34410.02195230588
|
||||
2012-04-05,1.0,0.75,SELL,gap_floor,28796.0,35524.0,31037.0,34410.02195230588
|
||||
2012-04-13,0.75,0.5,SELL,gap_floor,27976.0,35524.0,31037.0,34410.02195230588
|
||||
2012-04-16,0.5,0.65,BUY,daily_reentry,28217.0,35524.0,31037.0,34410.02195230588
|
||||
2012-04-17,0.65,0.8,BUY,daily_reentry,27300.0,35524.0,31037.0,34410.02195230588
|
||||
2012-04-18,0.8,0.9500000000000001,BUY,daily_reentry,27059.0,35524.0,31037.0,34410.02195230588
|
||||
2012-04-19,0.9500000000000001,1.0,BUY,daily_reentry,27783.0,35524.0,31037.0,34410.02195230588
|
||||
2012-04-20,1.0,0.6,SELL,gap_floor,26673.0,35524.0,31037.0,34410.02195230588
|
||||
2012-04-23,0.6,0.75,BUY,daily_reentry,26818.0,35524.0,31037.0,34410.02195230588
|
||||
2012-04-26,0.75,0.9,BUY,daily_reentry,26239.0,35524.0,31037.0,34410.02195230588
|
||||
2012-04-27,0.9,0.65,SELL,gap_floor,27059.0,35524.0,31037.0,34410.02195230588
|
||||
2012-04-30,0.65,0.8,BUY,daily_reentry,27059.0,35524.0,31037.0,34410.02195230588
|
||||
2012-05-02,0.8,0.9500000000000001,BUY,daily_reentry,26384.0,35524.0,31037.0,34410.02195230588
|
||||
2012-05-03,0.9500000000000001,1.0,BUY,daily_reentry,26287.0,35524.0,31037.0,34410.02195230588
|
||||
2012-05-07,1.0,0.6,SELL,gap_floor,26287.0,35524.0,31037.0,34410.02195230588
|
||||
2012-05-10,0.6,0.75,BUY,daily_reentry,25660.0,35524.0,31037.0,34410.02195230588
|
||||
2012-05-14,0.75,0.5,SELL,gap_floor,25178.0,35524.0,31037.0,34410.02195230588
|
||||
2012-05-17,0.5,0.65,BUY,daily_reentry,23634.0,35524.0,31037.0,34410.02195230588
|
||||
2012-05-21,0.65,0.35,SELL,gap_floor,22573.0,35524.0,31037.0,34410.02195230588
|
||||
2012-06-20,0.35,0.5,BUY,daily_reentry,23924.0,35524.0,31037.0,34410.02195230588
|
||||
2012-06-27,0.5,0.35,SELL,gap_floor,21994.0,35524.0,31037.0,34410.02195230588
|
||||
2012-11-01,0.35,0.5,BUY,daily_reentry,24599.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-02,0.5,0.65,BUY,daily_reentry,25033.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-05,0.65,0.5,SELL,gap_floor,25226.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-06,0.5,0.65,BUY,daily_reentry,24985.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-07,0.65,0.8,BUY,daily_reentry,25081.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-08,0.8,0.9500000000000001,BUY,daily_reentry,25130.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-12,0.9500000000000001,0.55,SELL,gap_floor,24406.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-13,0.55,0.7000000000000001,BUY,daily_reentry,24454.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-14,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,25660.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-15,0.8500000000000001,1.0,BUY,daily_reentry,25226.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-19,1.0,0.75,SELL,gap_floor,24310.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-20,0.75,0.9,BUY,daily_reentry,24454.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-22,0.9,1.0,BUY,daily_reentry,24696.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-26,1.0,0.75,SELL,gap_floor,24889.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-27,0.75,0.9,BUY,daily_reentry,24647.0,35524.0,31037.0,34644.21806425128
|
||||
2012-11-28,0.9,1.0,BUY,daily_reentry,24454.0,35524.0,31037.0,34644.21806425128
|
||||
2012-12-03,1.0,0.6,SELL,gap_floor,23538.0,35524.0,31037.0,34644.21806425128
|
||||
2012-12-05,0.6,0.75,BUY,daily_reentry,23972.0,35524.0,31037.0,34644.21806425128
|
||||
2012-12-06,0.75,0.9,BUY,daily_reentry,23972.0,35524.0,31037.0,34644.21806425128
|
||||
2012-12-07,0.9,1.0,BUY,daily_reentry,24985.0,35524.0,31037.0,34644.21806425128
|
||||
2012-12-10,1.0,0.75,SELL,gap_floor,25081.0,35524.0,31037.0,34644.21806425128
|
||||
2012-12-11,0.75,0.9,BUY,daily_reentry,25033.0,35524.0,31037.0,34644.21806425128
|
||||
2012-12-12,0.9,1.0,BUY,daily_reentry,25130.0,35524.0,31037.0,34644.21806425128
|
||||
2012-12-17,1.0,0.75,SELL,gap_floor,25709.0,35524.0,31037.0,34644.21806425128
|
||||
2012-12-18,0.75,0.9,BUY,daily_reentry,25564.0,35524.0,31037.0,34644.21806425128
|
||||
2012-12-20,0.9,1.0,BUY,daily_reentry,25371.0,35524.0,31037.0,34644.21806425128
|
||||
2012-12-26,1.0,0.75,SELL,gap_floor,24551.0,35524.0,31037.0,34644.21806425128
|
||||
2012-12-27,0.75,0.9,BUY,daily_reentry,24840.0,35524.0,31037.0,34644.21806425128
|
||||
2012-12-28,0.9,1.0,BUY,daily_reentry,24840.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-04,1.0,0.75,SELL,gap_floor,25419.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-07,0.75,0.9,BUY,daily_reentry,24985.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-08,0.9,1.0,BUY,daily_reentry,25323.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-11,1.0,0.75,SELL,gap_floor,26143.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-14,0.75,0.9,BUY,daily_reentry,25998.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-16,0.9,1.0,BUY,daily_reentry,25274.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-18,1.0,0.6,SELL,gap_floor,24696.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-21,0.6,0.75,BUY,daily_reentry,24840.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-25,0.75,0.35,SELL,gap_floor,23345.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-28,0.35,0.5,BUY,daily_reentry,23538.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-30,0.5,0.65,BUY,daily_reentry,23490.0,35524.0,31037.0,34644.21806425128
|
||||
2013-01-31,0.65,0.8,BUY,daily_reentry,23538.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-01,0.8,0.4,SELL,gap_floor,23345.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-04,0.4,0.55,BUY,daily_reentry,23441.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-06,0.55,0.7000000000000001,BUY,daily_reentry,23634.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-07,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,23972.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-08,0.8500000000000001,0.6000000000000001,SELL,gap_floor,23876.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-12,0.6000000000000001,0.7500000000000001,BUY,daily_reentry,24117.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-13,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,24599.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-14,0.9000000000000001,1.0,BUY,daily_reentry,24792.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-18,1.0,0.75,SELL,gap_floor,24985.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-19,0.75,0.9,BUY,daily_reentry,24937.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-20,0.9,1.0,BUY,daily_reentry,25564.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-25,1.0,0.75,SELL,gap_floor,25371.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-26,0.75,0.9,BUY,daily_reentry,25612.0,35524.0,31037.0,34644.21806425128
|
||||
2013-02-28,0.9,1.0,BUY,daily_reentry,25564.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-05,1.0,0.75,SELL,gap_floor,26046.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-06,0.75,0.9,BUY,daily_reentry,27011.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-07,0.9,1.0,BUY,daily_reentry,27156.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-12,1.0,0.75,SELL,gap_floor,27107.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-13,0.75,0.9,BUY,daily_reentry,27300.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-14,0.9,1.0,BUY,daily_reentry,27879.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-19,1.0,0.75,SELL,gap_floor,27638.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-20,0.75,0.9,BUY,daily_reentry,27590.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-22,0.9,1.0,BUY,daily_reentry,27300.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-26,1.0,0.75,SELL,gap_floor,28458.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-27,0.75,0.9,BUY,daily_reentry,28410.0,35524.0,31037.0,34644.21806425128
|
||||
2013-03-28,0.9,1.0,BUY,daily_reentry,28217.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-02,1.0,0.6,SELL,gap_floor,27397.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-03,0.6,0.75,BUY,daily_reentry,27879.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-04,0.75,0.9,BUY,daily_reentry,28168.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-05,0.9,1.0,BUY,daily_reentry,27541.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-09,1.0,0.6,SELL,gap_floor,26818.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-10,0.6,0.75,BUY,daily_reentry,26963.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-11,0.75,0.9,BUY,daily_reentry,27976.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-12,0.9,1.0,BUY,daily_reentry,27783.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-16,1.0,0.75,SELL,gap_floor,28072.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-17,0.75,0.9,BUY,daily_reentry,27734.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-19,0.9,1.0,BUY,daily_reentry,27783.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-23,1.0,0.75,SELL,gap_floor,27831.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-24,0.75,0.9,BUY,daily_reentry,28072.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-25,0.9,1.0,BUY,daily_reentry,28458.0,35524.0,31037.0,34644.21806425128
|
||||
2013-04-30,1.0,0.75,SELL,gap_floor,28844.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-02,0.75,0.9,BUY,daily_reentry,28410.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-03,0.9,1.0,BUY,daily_reentry,28506.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-08,1.0,0.6,SELL,gap_floor,27541.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-09,0.6,0.75,BUY,daily_reentry,28024.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-10,0.75,0.9,BUY,daily_reentry,28072.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-13,0.9,1.0,BUY,daily_reentry,28072.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-15,1.0,0.75,SELL,gap_floor,28699.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-16,0.75,0.9,BUY,daily_reentry,28988.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-20,0.9,1.0,BUY,daily_reentry,29616.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-23,1.0,0.75,SELL,gap_floor,30291.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-24,0.75,0.9,BUY,daily_reentry,30291.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-27,0.9,1.0,BUY,daily_reentry,30291.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-30,1.0,0.75,SELL,gap_floor,30725.0,35524.0,31037.0,34644.21806425128
|
||||
2013-05-31,0.75,0.9,BUY,daily_reentry,31063.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-03,0.9,1.0,BUY,daily_reentry,30773.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-07,1.0,0.6,SELL,gap_floor,30001.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-10,0.6,0.75,BUY,daily_reentry,31497.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-11,0.75,0.9,BUY,daily_reentry,31352.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-12,0.9,1.0,BUY,daily_reentry,31207.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-14,1.0,0.75,SELL,gap_floor,30387.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-18,0.75,0.9,BUY,daily_reentry,30628.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-19,0.9,1.0,BUY,daily_reentry,30773.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-21,1.0,0.75,SELL,gap_floor,29712.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-26,0.75,0.9,BUY,daily_reentry,29181.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-27,0.9,1.0,BUY,daily_reentry,29567.0,35524.0,31037.0,34644.21806425128
|
||||
2013-06-28,1.0,0.75,SELL,gap_floor,30098.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-01,0.75,0.9,BUY,daily_reentry,30435.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-05,0.9,0.5,SELL,gap_floor,27397.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-09,0.5,0.65,BUY,daily_reentry,27348.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-11,0.65,0.8,BUY,daily_reentry,27397.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-12,0.8,0.55,SELL,gap_floor,27493.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-15,0.55,0.7000000000000001,BUY,daily_reentry,27445.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-16,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,27445.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-17,0.8500000000000001,1.0,BUY,daily_reentry,27590.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-19,1.0,0.6,SELL,gap_floor,27397.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-23,0.6,0.75,BUY,daily_reentry,27204.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-24,0.75,0.9,BUY,daily_reentry,27541.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-25,0.9,1.0,BUY,daily_reentry,27590.0,35524.0,31037.0,34644.21806425128
|
||||
2013-07-26,1.0,0.75,SELL,gap_floor,27156.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-02,0.75,0.35,SELL,gap_floor,26480.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-06,0.35,0.5,BUY,daily_reentry,26577.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-09,0.5,0.35,SELL,gap_floor,25709.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-13,0.35,0.5,BUY,daily_reentry,27300.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-14,0.5,0.65,BUY,daily_reentry,28120.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-16,0.65,0.8,BUY,daily_reentry,27686.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-19,0.8,0.55,SELL,gap_floor,27541.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-20,0.55,0.7000000000000001,BUY,daily_reentry,27493.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-23,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,27493.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-26,0.8500000000000001,0.6000000000000001,SELL,gap_floor,27348.0,35524.0,31037.0,34644.21806425128
|
||||
2013-08-30,0.6000000000000001,0.7500000000000001,BUY,daily_reentry,27252.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-02,0.7500000000000001,0.5000000000000001,SELL,gap_floor,27300.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-03,0.5000000000000001,0.6500000000000001,BUY,daily_reentry,27445.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-04,0.6500000000000001,0.8000000000000002,BUY,daily_reentry,27638.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-05,0.8000000000000002,0.9500000000000002,BUY,daily_reentry,27156.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-09,0.9500000000000002,0.7000000000000002,SELL,gap_floor,27445.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-10,0.7000000000000002,0.8500000000000002,BUY,daily_reentry,27927.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-11,0.8500000000000002,1.0,BUY,daily_reentry,27879.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-16,1.0,0.75,SELL,gap_floor,28747.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-17,0.75,0.9,BUY,daily_reentry,29230.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-23,0.9,1.0,BUY,daily_reentry,29471.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-26,1.0,0.75,SELL,gap_floor,29278.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-27,0.75,0.9,BUY,daily_reentry,29278.0,35524.0,31037.0,34644.21806425128
|
||||
2013-09-30,0.9,1.0,BUY,daily_reentry,29181.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-04,1.0,0.75,SELL,gap_floor,31304.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-07,0.75,0.9,BUY,daily_reentry,31738.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-08,0.9,1.0,BUY,daily_reentry,31593.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-14,1.0,0.75,SELL,gap_floor,31931.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-15,0.75,0.9,BUY,daily_reentry,32268.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-16,0.9,1.0,BUY,daily_reentry,32220.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-21,1.0,0.75,SELL,gap_floor,32895.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-24,0.75,0.9,BUY,daily_reentry,31931.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-25,0.9,1.0,BUY,daily_reentry,31448.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-28,1.0,0.75,SELL,gap_floor,31931.0,35524.0,31037.0,34644.21806425128
|
||||
2013-10-30,0.75,0.9,BUY,daily_reentry,31690.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-01,0.9,1.0,BUY,daily_reentry,32075.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-04,1.0,0.75,SELL,gap_floor,31883.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-05,0.75,0.9,BUY,daily_reentry,31400.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-06,0.9,1.0,BUY,daily_reentry,31352.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-11,1.0,0.6,SELL,gap_floor,30387.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-12,0.6,0.75,BUY,daily_reentry,30821.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-13,0.75,0.9,BUY,daily_reentry,30435.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-14,0.9,1.0,BUY,daily_reentry,31159.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-18,1.0,0.75,SELL,gap_floor,32558.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-19,0.75,0.9,BUY,daily_reentry,32268.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-20,0.9,1.0,BUY,daily_reentry,31352.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-25,1.0,0.75,SELL,gap_floor,32075.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-26,0.75,0.9,BUY,daily_reentry,32413.0,35524.0,31037.0,34644.21806425128
|
||||
2013-11-27,0.9,1.0,BUY,daily_reentry,33378.0,35524.0,31037.0,34644.21806425128
|
||||
2013-12-02,1.0,0.9500000000000001,SELL,two_close_floor,34439.0,35524.0,31037.0,34644.21806425128
|
||||
2013-12-03,0.9500000000000001,1.0,BUY,daily_reentry,33474.0,35524.0,31037.0,34644.21806425128
|
||||
2013-12-19,1.0,0.8,SELL,two_close_floor,33667.0,35838.0,31037.0,34644.21806425128
|
||||
2013-12-20,0.8,0.9500000000000001,BUY,daily_reentry,34053.0,35838.0,31037.0,34644.21806425128
|
||||
2013-12-23,0.9500000000000001,1.0,BUY,daily_reentry,35693.0,35838.0,31037.0,34644.21806425128
|
||||
2014-01-24,1.0,0.9500000000000001,SELL,two_close_floor,34632.0,37622.0,31037.0,34644.21806425128
|
||||
2014-01-28,0.9500000000000001,1.0,BUY,daily_reentry,35500.0,37622.0,31037.0,34644.21806425128
|
||||
2014-03-18,1.0,0.8,SELL,two_close_floor,35066.0,38491.0,31037.0,35826.25146947406
|
||||
2014-03-19,0.8,0.9500000000000001,BUY,daily_reentry,35693.0,38491.0,31037.0,35826.25146947406
|
||||
2014-03-20,0.9500000000000001,1.0,BUY,daily_reentry,35645.0,38491.0,31037.0,35826.25146947406
|
||||
2014-03-31,1.0,0.8,SELL,two_close_floor,34728.0,38491.0,31037.0,35826.25146947406
|
||||
2014-04-01,0.8,0.9500000000000001,BUY,daily_reentry,35693.0,38491.0,31037.0,35826.25146947406
|
||||
2014-04-02,0.9500000000000001,1.0,BUY,daily_reentry,35741.0,38491.0,31037.0,35826.25146947406
|
||||
2014-04-08,1.0,0.9500000000000001,SELL,two_close_floor,35452.0,38491.0,31037.0,35826.25146947406
|
||||
2014-04-09,0.9500000000000001,1.0,BUY,daily_reentry,36320.0,38491.0,31037.0,35826.25146947406
|
||||
2014-07-29,1.0,0.6,SELL,gap_floor,42832.0,50067.0,31037.0,46083.44033462061
|
||||
2014-07-30,0.6,0.75,BUY,daily_reentry,45099.0,50067.0,31037.0,46083.44033462061
|
||||
2014-07-31,0.75,0.9,BUY,daily_reentry,43845.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-01,0.9,1.0,BUY,daily_reentry,44665.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-06,1.0,0.8,SELL,two_close_floor,43796.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-11,0.8,0.9500000000000001,BUY,daily_reentry,43411.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-13,0.9500000000000001,0.7000000000000001,SELL,gap_floor,42349.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-14,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,42012.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-18,0.8500000000000001,1.0,BUY,daily_reentry,42301.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-21,1.0,0.9500000000000001,SELL,two_close_floor,44231.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-22,0.9500000000000001,1.0,BUY,daily_reentry,44327.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-28,1.0,0.9500000000000001,SELL,two_close_floor,43989.0,50067.0,31037.0,46083.44033462061
|
||||
2014-08-29,0.9500000000000001,1.0,BUY,daily_reentry,43796.0,50067.0,31037.0,46083.44033462061
|
||||
2014-09-04,1.0,0.75,SELL,gap_floor,40565.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-05,0.75,0.9,BUY,daily_reentry,41674.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-11,0.9,1.0,BUY,daily_reentry,42301.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-16,1.0,0.75,SELL,gap_floor,41964.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-17,0.75,0.9,BUY,daily_reentry,42542.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-18,0.9,1.0,BUY,daily_reentry,41385.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-23,1.0,0.6,SELL,gap_floor,40999.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-24,0.6,0.75,BUY,daily_reentry,42639.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-25,0.75,0.9,BUY,daily_reentry,43025.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-26,0.9,1.0,BUY,daily_reentry,43989.0,50067.0,31037.0,46967.09459617709
|
||||
2014-09-30,1.0,0.9500000000000001,SELL,two_close_floor,45099.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-01,0.9500000000000001,1.0,BUY,daily_reentry,44761.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-08,1.0,0.6,SELL,gap_floor,42591.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-14,0.6,0.75,BUY,daily_reentry,41771.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-15,0.75,0.9,BUY,daily_reentry,41867.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-16,0.9,0.65,SELL,gap_floor,43507.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-17,0.65,0.8,BUY,daily_reentry,42542.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-20,0.8,0.9500000000000001,BUY,daily_reentry,43314.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-21,0.9500000000000001,1.0,BUY,daily_reentry,43652.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-23,1.0,0.75,SELL,gap_floor,43893.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-24,0.75,0.9,BUY,daily_reentry,43700.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-28,0.9,1.0,BUY,daily_reentry,44375.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-30,1.0,0.9500000000000001,SELL,two_close_floor,45533.0,50067.0,31037.0,46967.09459617709
|
||||
2014-10-31,0.9500000000000001,1.0,BUY,daily_reentry,45774.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-06,1.0,0.9500000000000001,SELL,two_close_floor,46256.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-07,0.9500000000000001,1.0,BUY,daily_reentry,45726.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-13,1.0,0.9500000000000001,SELL,two_close_floor,46401.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-14,0.9500000000000001,1.0,BUY,daily_reentry,47462.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-20,1.0,0.9500000000000001,SELL,two_close_floor,45581.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-21,0.9500000000000001,1.0,BUY,daily_reentry,44809.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-27,1.0,0.9500000000000001,SELL,two_close_floor,46160.0,50067.0,31037.0,46967.09459617709
|
||||
2014-11-28,0.9500000000000001,1.0,BUY,daily_reentry,46353.0,50067.0,31037.0,46967.09459617709
|
||||
2014-12-08,1.0,0.9500000000000001,SELL,two_close_floor,46932.0,50067.0,31037.0,46967.09459617709
|
||||
2014-12-09,0.9500000000000001,1.0,BUY,daily_reentry,47703.0,50067.0,31037.0,46967.09459617709
|
||||
2014-12-15,1.0,0.9500000000000001,SELL,two_close_floor,45967.0,50067.0,31037.0,46967.09459617709
|
||||
2014-12-17,0.9500000000000001,1.0,BUY,daily_reentry,45051.0,50067.0,31037.0,47001.93889870102
|
||||
2014-12-22,1.0,0.9500000000000001,SELL,two_close_floor,46546.0,50067.0,31037.0,47001.93889870102
|
||||
2014-12-23,0.9500000000000001,1.0,BUY,daily_reentry,45774.0,50067.0,31037.0,47001.93889870102
|
||||
2014-12-30,1.0,0.9500000000000001,SELL,two_close_floor,46359.0,50067.0,31037.0,47001.93889870102
|
||||
2015-01-02,0.9500000000000001,1.0,BUY,daily_reentry,46359.0,50067.0,31037.0,47001.93889870102
|
||||
2015-01-19,1.0,0.8,SELL,two_close_floor,45631.0,50067.0,31037.0,47001.93889870102
|
||||
2015-01-20,0.8,0.9500000000000001,BUY,daily_reentry,45680.0,50067.0,31037.0,47001.93889870102
|
||||
2015-01-21,0.9500000000000001,1.0,BUY,daily_reentry,46651.0,50067.0,31037.0,47001.93889870102
|
||||
2015-01-26,1.0,0.9500000000000001,SELL,two_close_floor,46845.0,50067.0,31037.0,47001.93889870102
|
||||
2015-01-27,0.9500000000000001,1.0,BUY,daily_reentry,47719.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-02,1.0,0.8,SELL,two_close_floor,45243.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-03,0.8,0.9500000000000001,BUY,daily_reentry,45340.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-04,0.9500000000000001,1.0,BUY,daily_reentry,45923.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-09,1.0,0.6,SELL,gap_floor,43884.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-11,0.6,0.75,BUY,daily_reentry,45486.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-12,0.75,0.9,BUY,daily_reentry,45291.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-13,0.9,1.0,BUY,daily_reentry,45680.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-16,1.0,0.9500000000000001,SELL,two_close_floor,46117.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-17,0.9500000000000001,1.0,BUY,daily_reentry,45097.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-26,1.0,0.9500000000000001,SELL,two_close_floor,45728.0,50067.0,31037.0,47001.93889870102
|
||||
2015-02-27,0.9500000000000001,1.0,BUY,daily_reentry,45243.0,50067.0,31037.0,47001.93889870102
|
||||
2015-03-05,1.0,0.6,SELL,gap_floor,44175.0,50067.0,31037.0,47043.350356570714
|
||||
2015-03-12,0.6,0.35,SELL,gap_floor,41990.0,50067.0,31037.0,47294.68031423895
|
||||
2015-03-20,0.35,0.5,BUY,daily_reentry,45486.0,50067.0,31037.0,47294.68031423895
|
||||
2015-03-23,0.5,0.65,BUY,daily_reentry,46748.0,50067.0,31037.0,47294.68031423895
|
||||
2015-03-24,0.65,0.8,BUY,daily_reentry,46602.0,50067.0,31037.0,47294.68031423895
|
||||
2015-03-25,0.8,0.9500000000000001,BUY,daily_reentry,46893.0,50067.0,31037.0,47294.68031423895
|
||||
2015-03-26,0.9500000000000001,0.7000000000000001,SELL,gap_floor,45631.0,50067.0,31037.0,47294.68031423895
|
||||
2015-04-02,0.7000000000000001,0.35,SELL,gap_floor,43495.0,50067.0,31037.0,47294.68031423895
|
||||
2015-04-24,0.35,0.5,BUY,daily_reentry,45825.0,50067.0,31037.0,47325.91176625722
|
||||
2015-04-28,0.5,0.65,BUY,daily_reentry,45583.0,50067.0,31037.0,47325.91176625722
|
||||
2015-04-29,0.65,0.8,BUY,daily_reentry,45534.0,50067.0,31037.0,47325.91176625722
|
||||
2015-04-30,0.8,0.4,SELL,gap_floor,44806.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-04,0.4,0.55,BUY,daily_reentry,45437.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-11,0.55,0.5,SELL,gap_floor,44952.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-18,0.5,0.35,SELL,gap_floor,44126.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-19,0.35,0.5,BUY,daily_reentry,44757.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-20,0.5,0.65,BUY,daily_reentry,45486.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-21,0.65,0.8,BUY,daily_reentry,45000.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-22,0.8,0.9500000000000001,BUY,daily_reentry,46456.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-26,0.9500000000000001,0.9,SELL,two_close_floor,46602.0,50067.0,31037.0,47325.91176625722
|
||||
2015-05-27,0.9,1.0,BUY,daily_reentry,47039.0,50067.0,31037.0,47325.91176625722
|
||||
2015-06-09,1.0,0.8,SELL,two_close_floor,46602.0,50067.0,31037.0,47325.91176625722
|
||||
2015-06-16,0.8,0.4,SELL,gap_floor,42913.0,50067.0,31037.0,47325.91176625722
|
||||
2015-06-23,0.4,0.35,SELL,gap_floor,42864.0,50067.0,31037.0,47325.91176625722
|
||||
2016-06-22,0.35,0.5,BUY,daily_reentry,30543.0,50067.0,31037.0,49081.65019826103
|
||||
2016-06-23,0.5,0.65,BUY,daily_reentry,31332.0,50067.0,31037.0,49081.65019826103
|
||||
2016-06-24,0.65,0.8,BUY,daily_reentry,31382.0,50067.0,31037.0,49081.65019826103
|
||||
2016-06-27,0.8,0.55,SELL,gap_floor,31628.0,50067.0,31037.0,49081.65019826103
|
||||
2016-06-28,0.55,0.7000000000000001,BUY,daily_reentry,30740.0,50067.0,31037.0,49081.65019826103
|
||||
2016-06-29,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,31382.0,50067.0,31037.0,49081.65019826103
|
||||
2016-06-30,0.8500000000000001,1.0,BUY,daily_reentry,31974.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-04,1.0,0.75,SELL,gap_floor,32319.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-05,0.75,0.9,BUY,daily_reentry,31431.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-07,0.9,1.0,BUY,daily_reentry,30247.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-11,1.0,0.75,SELL,gap_floor,31579.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-12,0.75,0.9,BUY,daily_reentry,31579.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-13,0.9,1.0,BUY,daily_reentry,32220.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-18,1.0,0.75,SELL,gap_floor,32319.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-19,0.75,0.9,BUY,daily_reentry,32023.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-21,0.9,1.0,BUY,daily_reentry,31727.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-25,1.0,0.75,SELL,gap_floor,32072.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-26,0.75,0.9,BUY,daily_reentry,31628.0,50067.0,31037.0,49081.65019826103
|
||||
2016-07-27,0.9,1.0,BUY,daily_reentry,33010.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-01,1.0,0.75,SELL,gap_floor,34391.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-02,0.75,0.9,BUY,daily_reentry,33306.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-03,0.9,1.0,BUY,daily_reentry,33109.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-08,1.0,0.75,SELL,gap_floor,34490.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-09,0.75,0.9,BUY,daily_reentry,34589.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-10,0.9,1.0,BUY,daily_reentry,33355.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-16,1.0,0.6,SELL,gap_floor,33257.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-18,0.6,0.75,BUY,daily_reentry,33701.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-19,0.75,0.9,BUY,daily_reentry,34934.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-22,0.9,1.0,BUY,daily_reentry,35526.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-23,1.0,0.75,SELL,gap_floor,35132.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-24,0.75,0.9,BUY,daily_reentry,35280.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-25,0.9,1.0,BUY,daily_reentry,35230.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-30,1.0,0.75,SELL,gap_floor,35822.0,50067.0,31037.0,49081.65019826103
|
||||
2016-08-31,0.75,0.9,BUY,daily_reentry,35970.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-01,0.9,1.0,BUY,daily_reentry,35625.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-06,1.0,0.75,SELL,gap_floor,37500.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-07,0.75,0.9,BUY,daily_reentry,37401.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-08,0.9,1.0,BUY,daily_reentry,38191.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-13,1.0,0.75,SELL,gap_floor,37303.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-19,0.75,0.9,BUY,daily_reentry,38684.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-20,0.9,1.0,BUY,daily_reentry,38734.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-23,1.0,0.75,SELL,gap_floor,38832.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-26,0.75,0.9,BUY,daily_reentry,38980.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-27,0.9,1.0,BUY,daily_reentry,40609.0,50067.0,31037.0,49081.65019826103
|
||||
2016-09-30,1.0,0.75,SELL,gap_floor,39671.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-04,0.75,0.9,BUY,daily_reentry,41250.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-05,0.9,1.0,BUY,daily_reentry,42040.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-10,1.0,0.75,SELL,gap_floor,40757.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-14,0.75,0.9,BUY,daily_reentry,41003.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-17,0.9,0.65,SELL,gap_floor,41744.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-18,0.65,0.8,BUY,daily_reentry,41102.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-21,0.8,0.9500000000000001,BUY,daily_reentry,40411.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-24,0.9500000000000001,0.7000000000000001,SELL,gap_floor,39622.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-25,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,40510.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-26,0.8500000000000001,1.0,BUY,daily_reentry,42336.0,50067.0,31037.0,49081.65019826103
|
||||
2016-10-31,1.0,0.75,SELL,gap_floor,40461.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-01,0.75,0.9,BUY,daily_reentry,41447.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-03,0.9,1.0,BUY,daily_reentry,40609.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-07,1.0,0.75,SELL,gap_floor,40954.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-08,0.75,0.9,BUY,daily_reentry,40954.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-10,0.9,1.0,BUY,daily_reentry,40461.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-14,1.0,0.75,SELL,gap_floor,39178.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-15,0.75,0.9,BUY,daily_reentry,39178.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-16,0.9,1.0,BUY,daily_reentry,40313.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-21,1.0,0.75,SELL,gap_floor,40214.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-22,0.75,0.9,BUY,daily_reentry,42138.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-23,0.9,1.0,BUY,daily_reentry,42484.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-28,1.0,0.75,SELL,gap_floor,42040.0,50067.0,31037.0,49081.65019826103
|
||||
2016-11-30,0.75,0.9,BUY,daily_reentry,42336.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-01,0.9,1.0,BUY,daily_reentry,43619.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-05,1.0,0.75,SELL,gap_floor,43816.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-06,0.75,0.9,BUY,daily_reentry,44605.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-07,0.9,1.0,BUY,daily_reentry,44655.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-12,1.0,0.75,SELL,gap_floor,44704.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-14,0.75,0.9,BUY,daily_reentry,45247.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-15,0.9,1.0,BUY,daily_reentry,45000.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-19,1.0,0.75,SELL,gap_floor,44556.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-20,0.75,0.9,BUY,daily_reentry,44556.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-22,0.9,1.0,BUY,daily_reentry,44901.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-26,1.0,0.75,SELL,gap_floor,45050.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-27,0.75,0.9,BUY,daily_reentry,45050.0,50067.0,31037.0,49081.65019826103
|
||||
2016-12-28,0.9,1.0,BUY,daily_reentry,45350.0,50067.0,31037.0,49081.65019826103
|
||||
2017-01-03,1.0,0.75,SELL,gap_floor,47250.0,50067.0,31037.0,49081.65019826103
|
||||
2017-01-04,0.75,0.9,BUY,daily_reentry,46500.0,50067.0,31037.0,49081.65019826103
|
||||
2017-01-05,0.9,1.0,BUY,daily_reentry,46950.0,50067.0,31037.0,49081.65019826103
|
||||
2017-02-15,1.0,0.8,SELL,two_close_floor,47900.0,54600.0,31037.0,49987.7194119523
|
||||
2017-02-16,0.8,0.9500000000000001,BUY,daily_reentry,49600.0,54600.0,31037.0,49987.7194119523
|
||||
2017-02-17,0.9500000000000001,1.0,BUY,daily_reentry,50400.0,54600.0,31037.0,49987.7194119523
|
||||
2017-02-27,1.0,0.6,SELL,gap_floor,46000.0,54600.0,31037.0,49987.7194119523
|
||||
2017-02-28,0.6,0.75,BUY,daily_reentry,46700.0,54600.0,31037.0,49987.7194119523
|
||||
2017-03-02,0.75,0.9,BUY,daily_reentry,47700.0,54600.0,31037.0,49987.7194119523
|
||||
2017-03-03,0.9,1.0,BUY,daily_reentry,47100.0,54600.0,31037.0,49987.7194119523
|
||||
2017-03-07,1.0,0.9500000000000001,SELL,two_close_floor,48800.0,54600.0,31037.0,49987.7194119523
|
||||
2017-03-08,0.9500000000000001,1.0,BUY,daily_reentry,48000.0,54600.0,31037.0,49987.7194119523
|
||||
2017-03-16,1.0,0.9500000000000001,SELL,two_close_floor,49150.0,54600.0,31037.0,49987.7194119523
|
||||
2017-03-20,0.9500000000000001,1.0,BUY,daily_reentry,47600.0,54600.0,31037.0,50077.19105192543
|
||||
2017-03-23,1.0,0.9500000000000001,SELL,two_close_floor,48450.0,54600.0,31037.0,50077.19105192543
|
||||
2017-03-24,0.9500000000000001,1.0,BUY,daily_reentry,49500.0,54600.0,31037.0,50077.19105192543
|
||||
2017-04-07,1.0,0.9500000000000001,SELL,two_close_floor,49800.0,54600.0,31037.0,50077.19105192543
|
||||
2017-04-12,0.9500000000000001,1.0,BUY,daily_reentry,49000.0,54600.0,31037.0,50581.910260009674
|
||||
2017-04-14,1.0,0.9500000000000001,SELL,two_close_floor,49800.0,54600.0,31037.0,50581.910260009674
|
||||
2017-04-17,0.9500000000000001,1.0,BUY,daily_reentry,49200.0,54600.0,31037.0,50652.48680657027
|
||||
2017-07-31,1.0,0.9500000000000001,SELL,two_close_floor,66000.0,73000.0,31037.0,66790.11861019942
|
||||
2017-08-01,0.9500000000000001,1.0,BUY,daily_reentry,65500.0,73000.0,31037.0,66790.11861019942
|
||||
2017-08-07,1.0,0.9500000000000001,SELL,two_close_floor,64100.0,73000.0,31037.0,66790.11861019942
|
||||
2017-08-08,0.9500000000000001,1.0,BUY,daily_reentry,66300.0,73000.0,31037.0,66790.11861019942
|
||||
2017-08-14,1.0,0.9500000000000001,SELL,two_close_floor,65100.0,73000.0,31037.0,67155.8978567956
|
||||
2017-08-16,0.9500000000000001,1.0,BUY,daily_reentry,66100.0,73000.0,31037.0,67155.8978567956
|
||||
2017-10-19,1.0,0.8,SELL,two_close_floor,79000.0,89100.0,31037.0,81060.6599762629
|
||||
2017-10-20,0.8,0.9500000000000001,BUY,daily_reentry,81200.0,89100.0,31037.0,81060.6599762629
|
||||
2017-10-23,0.9500000000000001,1.0,BUY,daily_reentry,84700.0,89100.0,31037.0,81060.6599762629
|
||||
2017-10-27,1.0,0.8,SELL,two_close_floor,78400.0,89100.0,31037.0,81060.6599762629
|
||||
2017-10-30,0.8,0.9500000000000001,BUY,daily_reentry,79800.0,89100.0,31037.0,81060.6599762629
|
||||
2017-10-31,0.9500000000000001,1.0,BUY,daily_reentry,82200.0,89100.0,31037.0,81060.6599762629
|
||||
2017-11-30,1.0,0.6,SELL,gap_floor,76800.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-01,0.6,0.75,BUY,daily_reentry,77400.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-04,0.75,0.9,BUY,daily_reentry,79100.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-05,0.9,1.0,BUY,daily_reentry,77900.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-07,1.0,0.6,SELL,gap_floor,76000.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-08,0.6,0.75,BUY,daily_reentry,78700.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-11,0.75,0.9,BUY,daily_reentry,78700.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-12,0.9,1.0,BUY,daily_reentry,77800.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-14,1.0,0.6,SELL,gap_floor,76000.0,89100.0,31037.0,82729.8796984334
|
||||
2017-12-18,0.6,0.75,BUY,daily_reentry,77200.0,89100.0,31037.0,82755.99590579151
|
||||
2017-12-19,0.75,0.9,BUY,daily_reentry,80200.0,89100.0,31037.0,82755.99590579151
|
||||
2017-12-21,0.9,1.0,BUY,daily_reentry,77000.0,89100.0,31037.0,82755.99590579151
|
||||
2017-12-22,1.0,0.75,SELL,gap_floor,76700.0,89100.0,31037.0,82755.99590579151
|
||||
2017-12-28,0.75,0.9,BUY,daily_reentry,76500.0,89100.0,31037.0,82935.02153202466
|
||||
2018-01-01,0.9,1.0,BUY,daily_reentry,76500.0,89100.0,31037.0,82997.36868193587
|
||||
2018-01-03,1.0,0.75,SELL,gap_floor,77700.0,89100.0,31037.0,83195.34294722926
|
||||
2018-01-04,0.75,0.9,BUY,daily_reentry,77100.0,89100.0,31037.0,83195.34294722926
|
||||
2018-01-05,0.9,1.0,BUY,daily_reentry,79300.0,89100.0,31037.0,83195.34294722926
|
||||
2018-01-10,1.0,0.6,SELL,gap_floor,72900.0,89100.0,31037.0,83720.96673610817
|
||||
2018-01-12,0.6,0.75,BUY,daily_reentry,74400.0,89100.0,31037.0,83811.98531109458
|
||||
2018-01-15,0.75,0.9,BUY,daily_reentry,72700.0,89100.0,31037.0,83811.98531109458
|
||||
2018-01-16,0.9,1.0,BUY,daily_reentry,74400.0,89100.0,31037.0,83811.98531109458
|
||||
2018-01-17,1.0,0.75,SELL,gap_floor,74100.0,89100.0,31037.0,83811.98531109458
|
||||
2018-01-18,0.75,0.9,BUY,daily_reentry,75200.0,89100.0,31037.0,83811.98531109458
|
||||
2018-01-19,0.9,1.0,BUY,daily_reentry,73300.0,89100.0,31037.0,83811.98531109458
|
||||
2018-01-24,1.0,0.75,SELL,gap_floor,72400.0,89100.0,31037.0,84083.69684168202
|
||||
2018-01-25,0.75,0.9,BUY,daily_reentry,75800.0,89100.0,31037.0,84083.69684168202
|
||||
2018-01-26,0.9,1.0,BUY,daily_reentry,75500.0,89100.0,31037.0,84083.69684168202
|
||||
2018-01-31,1.0,0.75,SELL,gap_floor,73500.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-01,0.75,0.9,BUY,daily_reentry,74400.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-07,0.9,0.65,SELL,gap_floor,71100.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-08,0.65,0.8,BUY,daily_reentry,73900.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-09,0.8,0.9500000000000001,BUY,daily_reentry,73400.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-12,0.9500000000000001,1.0,BUY,daily_reentry,74500.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-14,1.0,0.75,SELL,gap_floor,77600.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-15,0.75,0.9,BUY,daily_reentry,77600.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-16,0.9,1.0,BUY,daily_reentry,77600.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-21,1.0,0.75,SELL,gap_floor,76900.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-22,0.75,0.9,BUY,daily_reentry,75900.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-23,0.9,1.0,BUY,daily_reentry,77300.0,89100.0,31037.0,84083.69684168202
|
||||
2018-02-28,1.0,0.75,SELL,gap_floor,76800.0,89100.0,31037.0,84083.69684168202
|
||||
2018-03-02,0.75,0.9,BUY,daily_reentry,77400.0,89100.0,31037.0,84083.69684168202
|
||||
2018-03-05,0.9,1.0,BUY,daily_reentry,78300.0,89100.0,31037.0,84083.69684168202
|
||||
2018-03-08,1.0,0.9500000000000001,SELL,two_close_floor,83500.0,89100.0,31037.0,84083.69684168202
|
||||
2018-03-09,0.9500000000000001,1.0,BUY,daily_reentry,83300.0,89100.0,31037.0,84083.69684168202
|
||||
2018-03-26,1.0,0.9500000000000001,SELL,two_close_floor,84000.0,90700.0,31037.0,84083.9252563618
|
||||
2018-03-30,0.9500000000000001,1.0,BUY,daily_reentry,81300.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-02,1.0,0.9500000000000001,SELL,two_close_floor,81300.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-03,0.9500000000000001,1.0,BUY,daily_reentry,81800.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-09,1.0,0.9500000000000001,SELL,two_close_floor,80600.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-10,0.9500000000000001,1.0,BUY,daily_reentry,80400.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-17,1.0,0.9500000000000001,SELL,two_close_floor,82800.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-18,0.9500000000000001,1.0,BUY,daily_reentry,84600.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-25,1.0,0.9500000000000001,SELL,two_close_floor,82400.0,90700.0,31037.0,84083.9252563618
|
||||
2018-04-26,0.9500000000000001,1.0,BUY,daily_reentry,86500.0,90700.0,31037.0,84083.9252563618
|
||||
2018-05-03,1.0,0.9500000000000001,SELL,two_close_floor,82900.0,90700.0,31037.0,84083.9252563618
|
||||
2018-05-04,0.9500000000000001,1.0,BUY,daily_reentry,83000.0,90700.0,31037.0,84083.9252563618
|
||||
2018-06-15,1.0,0.9500000000000001,SELL,two_close_floor,87000.0,95300.0,31037.0,87502.43019434393
|
||||
2018-06-19,0.9500000000000001,1.0,BUY,daily_reentry,84100.0,95300.0,31037.0,87502.43019434393
|
||||
2018-06-26,1.0,0.9500000000000001,SELL,two_close_floor,84300.0,95300.0,31037.0,87502.43019434393
|
||||
2018-06-27,0.9500000000000001,1.0,BUY,daily_reentry,85200.0,95300.0,31037.0,87502.43019434393
|
||||
2018-07-03,1.0,0.9500000000000001,SELL,two_close_floor,86100.0,95300.0,31037.0,87502.43019434393
|
||||
2018-07-04,0.9500000000000001,1.0,BUY,daily_reentry,85000.0,95300.0,31037.0,87502.43019434393
|
||||
2018-07-11,1.0,0.9500000000000001,SELL,two_close_floor,86800.0,95300.0,31037.0,87502.43019434393
|
||||
2018-07-12,0.9500000000000001,1.0,BUY,daily_reentry,85600.0,95300.0,31037.0,87502.43019434393
|
||||
2018-07-23,1.0,0.6,SELL,gap_floor,81700.0,95300.0,31037.0,88129.49855606852
|
||||
2018-07-24,0.6,0.75,BUY,daily_reentry,83600.0,95300.0,31037.0,88129.49855606852
|
||||
2018-07-26,0.75,0.9,BUY,daily_reentry,83100.0,95300.0,31037.0,88172.37857149121
|
||||
2018-07-27,0.9,1.0,BUY,daily_reentry,86100.0,95300.0,31037.0,88172.37857149121
|
||||
2018-07-30,1.0,0.9500000000000001,SELL,two_close_floor,85900.0,95300.0,31037.0,88172.37857149121
|
||||
2018-07-31,0.9500000000000001,1.0,BUY,daily_reentry,86300.0,95300.0,31037.0,88172.37857149121
|
||||
2018-08-06,1.0,0.6,SELL,gap_floor,79400.0,95300.0,31037.0,88486.49301776408
|
||||
2018-08-13,0.6,0.35,SELL,gap_floor,75400.0,95300.0,31037.0,89436.11356793664
|
||||
2018-08-27,0.35,0.5,BUY,daily_reentry,83500.0,95300.0,31037.0,89722.699652401
|
||||
2018-08-29,0.5,0.65,BUY,daily_reentry,82800.0,95300.0,31037.0,89722.699652401
|
||||
2018-08-30,0.65,0.8,BUY,daily_reentry,82700.0,95300.0,31037.0,89722.699652401
|
||||
2018-08-31,0.8,0.9500000000000001,BUY,daily_reentry,83000.0,95300.0,31037.0,89722.699652401
|
||||
2018-09-04,0.9500000000000001,0.55,SELL,gap_floor,81200.0,95300.0,31037.0,89722.699652401
|
||||
2018-09-11,0.55,0.35,SELL,gap_floor,76600.0,95300.0,31037.0,90227.9182874356
|
||||
2019-02-14,0.35,0.5,BUY,daily_reentry,77400.0,95300.0,31037.0,92196.0
|
||||
2019-02-20,0.5,0.35,SELL,gap_floor,75700.0,95300.0,31037.0,92196.0
|
||||
2019-02-21,0.35,0.5,BUY,daily_reentry,76700.0,95300.0,31037.0,92196.0
|
||||
2019-02-22,0.5,0.65,BUY,daily_reentry,76700.0,95300.0,31037.0,92196.0
|
||||
2019-02-27,0.65,0.35,SELL,gap_floor,73700.0,95300.0,31037.0,92196.0
|
||||
2019-03-21,0.35,0.5,BUY,daily_reentry,75900.0,95300.0,31037.0,92196.0
|
||||
2019-03-22,0.5,0.65,BUY,daily_reentry,76100.0,95300.0,31037.0,92196.0
|
||||
2019-03-28,0.65,0.35,SELL,gap_floor,72300.0,95300.0,31037.0,92196.0
|
||||
2019-04-01,0.35,0.5,BUY,daily_reentry,76600.0,95300.0,31037.0,92196.0
|
||||
2019-04-02,0.5,0.65,BUY,daily_reentry,76400.0,95300.0,31037.0,92196.0
|
||||
2019-04-03,0.65,0.8,BUY,daily_reentry,79900.0,95300.0,31037.0,92196.0
|
||||
2019-04-04,0.8,0.55,SELL,gap_floor,78400.0,95300.0,31037.0,92196.0
|
||||
2019-04-05,0.55,0.7000000000000001,BUY,daily_reentry,79000.0,95300.0,31037.0,92196.0
|
||||
2019-04-08,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,77900.0,95300.0,31037.0,92196.0
|
||||
2019-04-09,0.8500000000000001,1.0,BUY,daily_reentry,77800.0,95300.0,31037.0,92196.0
|
||||
2019-04-11,1.0,0.75,SELL,gap_floor,78400.0,95300.0,31037.0,92196.0
|
||||
2019-04-12,0.75,0.9,BUY,daily_reentry,78100.0,95300.0,31037.0,92196.0
|
||||
2019-04-15,0.9,1.0,BUY,daily_reentry,79700.0,95300.0,31037.0,92196.0
|
||||
2019-04-18,1.0,0.75,SELL,gap_floor,79200.0,95300.0,31037.0,92196.0
|
||||
2019-04-19,0.75,0.9,BUY,daily_reentry,81800.0,95300.0,31037.0,92196.0
|
||||
2019-04-22,0.9,1.0,BUY,daily_reentry,80500.0,95300.0,31037.0,92196.0
|
||||
2019-04-25,1.0,0.75,SELL,gap_floor,80200.0,95300.0,31037.0,92196.0
|
||||
2019-04-26,0.75,0.9,BUY,daily_reentry,78600.0,95300.0,31037.0,92196.0
|
||||
2019-04-29,0.9,1.0,BUY,daily_reentry,80000.0,95300.0,31037.0,92196.0
|
||||
2019-05-03,1.0,0.75,SELL,gap_floor,80400.0,95300.0,31037.0,92196.0
|
||||
2019-05-07,0.75,0.9,BUY,daily_reentry,79900.0,95300.0,31037.0,92196.0
|
||||
2019-05-08,0.9,1.0,BUY,daily_reentry,80300.0,95300.0,31037.0,92196.0
|
||||
2019-05-13,1.0,0.6,SELL,gap_floor,73500.0,95300.0,31037.0,92196.0
|
||||
2019-05-14,0.6,0.75,BUY,daily_reentry,74600.0,95300.0,31037.0,92196.0
|
||||
2019-05-15,0.75,0.9,BUY,daily_reentry,74500.0,95300.0,31037.0,92196.0
|
||||
2019-05-21,0.9,0.5,SELL,gap_floor,70300.0,95300.0,31037.0,92196.0
|
||||
2019-05-28,0.5,0.35,SELL,gap_floor,65900.0,95300.0,31037.0,92196.0
|
||||
2019-07-02,0.35,0.5,BUY,daily_reentry,71400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-03,0.5,0.35,SELL,gap_floor,69100.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-10,0.35,0.5,BUY,daily_reentry,72900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-11,0.5,0.65,BUY,daily_reentry,75500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-12,0.65,0.8,BUY,daily_reentry,74700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-15,0.8,0.9500000000000001,BUY,daily_reentry,76200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-16,0.9500000000000001,1.0,BUY,daily_reentry,76100.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-17,1.0,0.75,SELL,gap_floor,74600.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-18,0.75,0.9,BUY,daily_reentry,74700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-19,0.9,1.0,BUY,daily_reentry,76800.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-24,1.0,0.75,SELL,gap_floor,77600.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-25,0.75,0.9,BUY,daily_reentry,79200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-26,0.9,1.0,BUY,daily_reentry,79800.0,95300.0,31037.0,92413.04102530653
|
||||
2019-07-31,1.0,0.6,SELL,gap_floor,76900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-01,0.6,0.75,BUY,daily_reentry,77700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-07,0.75,0.5,SELL,gap_floor,73300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-08,0.5,0.65,BUY,daily_reentry,72300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-09,0.65,0.8,BUY,daily_reentry,73300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-12,0.8,0.9500000000000001,BUY,daily_reentry,74500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-13,0.9500000000000001,1.0,BUY,daily_reentry,74500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-14,1.0,0.75,SELL,gap_floor,76900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-16,0.75,0.9,BUY,daily_reentry,76400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-19,0.9,1.0,BUY,daily_reentry,75100.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-22,1.0,0.6,SELL,gap_floor,73800.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-23,0.6,0.75,BUY,daily_reentry,74400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-27,0.75,0.9,BUY,daily_reentry,73000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-28,0.9,1.0,BUY,daily_reentry,73300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-29,1.0,0.75,SELL,gap_floor,73300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-08-30,0.75,0.9,BUY,daily_reentry,77400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-02,0.9,1.0,BUY,daily_reentry,77600.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-05,1.0,0.75,SELL,gap_floor,83000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-06,0.75,0.9,BUY,daily_reentry,81900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-09,0.9,1.0,BUY,daily_reentry,84300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-16,1.0,0.6,SELL,gap_floor,79500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-18,0.6,0.75,BUY,daily_reentry,80200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-19,0.75,0.9,BUY,daily_reentry,82700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-20,0.9,1.0,BUY,daily_reentry,82200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-23,1.0,0.75,SELL,gap_floor,82800.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-24,0.75,0.9,BUY,daily_reentry,83400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-25,0.9,1.0,BUY,daily_reentry,81900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-09-30,1.0,0.75,SELL,gap_floor,82200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-01,0.75,0.9,BUY,daily_reentry,82000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-04,0.9,1.0,BUY,daily_reentry,80300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-08,1.0,0.75,SELL,gap_floor,80900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-11,0.75,0.9,BUY,daily_reentry,80000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-14,0.9,1.0,BUY,daily_reentry,80500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-16,1.0,0.75,SELL,gap_floor,82400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-17,0.75,0.9,BUY,daily_reentry,81000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-21,0.9,1.0,BUY,daily_reentry,77500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-23,1.0,0.75,SELL,gap_floor,77700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-24,0.75,0.9,BUY,daily_reentry,80000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-25,0.9,1.0,BUY,daily_reentry,82900.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-30,1.0,0.75,SELL,gap_floor,81500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-10-31,0.75,0.9,BUY,daily_reentry,82000.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-01,0.9,1.0,BUY,daily_reentry,83100.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-06,1.0,0.75,SELL,gap_floor,83500.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-07,0.75,0.9,BUY,daily_reentry,83600.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-12,0.9,1.0,BUY,daily_reentry,83200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-13,1.0,0.75,SELL,gap_floor,83400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-14,0.75,0.9,BUY,daily_reentry,83400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-15,0.9,1.0,BUY,daily_reentry,85200.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-20,1.0,0.6,SELL,gap_floor,82700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-22,0.6,0.75,BUY,daily_reentry,81700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-25,0.75,0.9,BUY,daily_reentry,81700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-26,0.9,1.0,BUY,daily_reentry,82300.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-27,1.0,0.75,SELL,gap_floor,82700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-11-28,0.75,0.9,BUY,daily_reentry,82800.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-04,0.9,0.5,SELL,gap_floor,77700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-05,0.5,0.65,BUY,daily_reentry,78800.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-06,0.65,0.8,BUY,daily_reentry,80600.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-09,0.8,0.9500000000000001,BUY,daily_reentry,80700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-10,0.9500000000000001,1.0,BUY,daily_reentry,80700.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-11,1.0,0.75,SELL,gap_floor,80600.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-12,0.75,0.9,BUY,daily_reentry,83400.0,95300.0,31037.0,92413.04102530653
|
||||
2019-12-13,0.9,1.0,BUY,daily_reentry,87900.0,95300.0,31037.0,92413.04102530653
|
||||
2020-02-27,1.0,0.8,SELL,two_close_floor,92800.0,105000.0,31037.0,95697.47960378582
|
||||
2020-03-02,0.8,0.9500000000000001,BUY,daily_reentry,92100.0,105000.0,31037.0,96740.78685499547
|
||||
2020-03-03,0.9500000000000001,1.0,BUY,daily_reentry,92800.0,105000.0,31037.0,96740.78685499547
|
||||
2020-03-05,1.0,0.9500000000000001,SELL,two_close_floor,94900.0,105000.0,31037.0,96740.78685499547
|
||||
2020-03-06,0.9500000000000001,1.0,BUY,daily_reentry,92600.0,105000.0,31037.0,96740.78685499547
|
||||
2020-03-12,1.0,0.6,SELL,gap_floor,82800.0,105000.0,31037.0,97066.95061562986
|
||||
2020-03-19,0.6,0.35,SELL,gap_floor,69000.0,105000.0,31037.0,98040.0
|
||||
2020-03-25,0.35,0.5,BUY,daily_reentry,84500.0,105000.0,31037.0,98040.0
|
||||
2020-03-26,0.5,0.35,SELL,gap_floor,80700.0,105000.0,31037.0,98040.0
|
||||
2020-03-27,0.35,0.5,BUY,daily_reentry,83300.0,105000.0,31037.0,98040.0
|
||||
2020-03-30,0.5,0.65,BUY,daily_reentry,83700.0,105000.0,31037.0,98040.0
|
||||
2020-03-31,0.65,0.8,BUY,daily_reentry,83300.0,105000.0,31037.0,98040.0
|
||||
2020-04-02,0.8,0.4,SELL,gap_floor,80000.0,105000.0,31037.0,98040.0
|
||||
2020-04-07,0.4,0.55,BUY,daily_reentry,85800.0,105000.0,31037.0,98040.0
|
||||
2020-04-08,0.55,0.7000000000000001,BUY,daily_reentry,84500.0,105000.0,31037.0,98040.0
|
||||
2020-04-10,0.7000000000000001,0.5,SELL,gap_floor,84100.0,105000.0,31037.0,98040.0
|
||||
2020-04-20,0.5,0.35,SELL,gap_floor,82000.0,105000.0,31037.0,98040.0
|
||||
2020-05-08,0.35,0.5,BUY,daily_reentry,85000.0,105000.0,31037.0,100413.27475541281
|
||||
2020-05-12,0.5,0.65,BUY,daily_reentry,85700.0,105000.0,31037.0,100413.27475541281
|
||||
2020-05-14,0.65,0.35,SELL,gap_floor,80600.0,105000.0,31037.0,100748.4172138924
|
||||
2020-06-03,0.35,0.5,BUY,daily_reentry,88700.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-05,0.5,0.65,BUY,daily_reentry,90400.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-08,0.65,0.8,BUY,daily_reentry,91000.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-09,0.8,0.9500000000000001,BUY,daily_reentry,89800.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-10,0.9500000000000001,1.0,BUY,daily_reentry,90800.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-11,1.0,0.75,SELL,gap_floor,88500.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-17,0.75,0.9,BUY,daily_reentry,86800.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-18,0.9,0.65,SELL,gap_floor,86200.0,105000.0,31037.0,101243.47635373684
|
||||
2020-06-25,0.65,0.35,SELL,gap_floor,84300.0,105000.0,31037.0,101243.47635373684
|
||||
2020-10-13,0.35,0.5,BUY,daily_reentry,88200.0,105000.0,31037.0,102122.38852330307
|
||||
2020-10-14,0.5,0.65,BUY,daily_reentry,86500.0,105000.0,31037.0,102122.38852330307
|
||||
2020-10-15,0.65,0.5,SELL,gap_floor,87100.0,105000.0,31037.0,102122.38852330307
|
||||
2020-10-19,0.5,0.65,BUY,daily_reentry,86700.0,105000.0,31037.0,102122.38852330307
|
||||
2020-10-22,0.65,0.35,SELL,gap_floor,83300.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-05,0.35,0.5,BUY,daily_reentry,86100.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-06,0.5,0.65,BUY,daily_reentry,86300.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-09,0.65,0.8,BUY,daily_reentry,86000.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-10,0.8,0.9500000000000001,BUY,daily_reentry,86500.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-11,0.9500000000000001,1.0,BUY,daily_reentry,87000.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-12,1.0,0.75,SELL,gap_floor,88100.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-13,0.75,0.9,BUY,daily_reentry,89700.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-16,0.9,1.0,BUY,daily_reentry,98000.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-19,1.0,0.75,SELL,gap_floor,98200.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-20,0.75,0.9,BUY,daily_reentry,96800.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-23,0.9,1.0,BUY,daily_reentry,100000.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-26,1.0,0.9500000000000001,SELL,two_close_floor,99400.0,105000.0,31037.0,102122.38852330307
|
||||
2020-11-27,0.9500000000000001,1.0,BUY,daily_reentry,98800.0,105000.0,31037.0,102122.38852330307
|
||||
2021-01-29,1.0,0.8,SELL,two_close_floor,122500.0,138000.0,31037.0,123232.10443787818
|
||||
2021-02-01,0.8,0.9500000000000001,BUY,daily_reentry,125000.0,138000.0,31037.0,123232.10443787818
|
||||
2021-02-02,0.9500000000000001,1.0,BUY,daily_reentry,130000.0,138000.0,31037.0,123232.10443787818
|
||||
|
@@ -0,0 +1,103 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-10-23,1.0,0.75,SELL,trend_crisis,20843.0,32487.0,31037.0,
|
||||
2007-10-30,0.75,0.5,SELL,trend_crisis,20594.0,32487.0,31037.0,
|
||||
2007-11-06,0.5,0.25,SELL,trend_crisis,20014.0,32487.0,31037.0,
|
||||
2007-11-13,0.25,0.2,SELL,trend_crisis,19227.0,32487.0,31037.0,
|
||||
2008-01-24,0.2,0.4,BUY,reentry_reclaim50_breakout20,22370.0,22370.0,22370.0,
|
||||
2008-02-12,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,22499.0,22499.0,22499.0,
|
||||
2008-03-26,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,22670.0,22670.0,22670.0,
|
||||
2008-04-11,0.8,1.0,BUY,reentry_reclaim50_breakout20,24813.0,24813.0,24813.0,
|
||||
2008-06-30,1.0,0.75,SELL,trend_crisis,21427.0,26956.0,24813.0,
|
||||
2008-07-07,0.75,0.5,SELL,trend_crisis,19756.0,26956.0,24813.0,
|
||||
2008-07-14,0.5,0.25,SELL,trend_crisis,19885.0,26956.0,24813.0,
|
||||
2008-07-21,0.25,0.2,SELL,trend_crisis,20442.0,26956.0,24813.0,
|
||||
2009-03-13,0.2,0.4,BUY,reentry_reclaim50_breakout20,8714.0,8714.0,8714.0,
|
||||
2009-03-27,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,11172.0,11172.0,11172.0,9820.1
|
||||
2009-04-17,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,13406.0,13406.0,13406.0,
|
||||
2009-05-27,0.8,0.55,SELL,trend_crisis,10706.0,15501.0,13406.0,
|
||||
2009-06-25,0.55,0.75,BUY,reentry_reclaim50_breakout20,13127.0,13127.0,13127.0,
|
||||
2009-07-16,0.75,0.95,BUY,reentry_reclaim50_breakout20,14570.0,14570.0,14570.0,
|
||||
2009-08-11,0.95,1.0,BUY,reentry_reclaim50_breakout20,17316.0,17316.0,17316.0,
|
||||
2009-10-26,1.0,0.6,SELL,gap_floor,17549.0,20808.0,17316.0,18897.618842831398
|
||||
2009-11-02,0.6,0.2,SELL,gap_floor,16804.0,20808.0,17316.0,19108.830853151267
|
||||
2009-12-21,0.2,0.4,BUY,reentry_reclaim50_breakout20,20528.0,20528.0,20528.0,19170.02996399405
|
||||
2010-01-08,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,23370.0,23370.0,23370.0,
|
||||
2010-03-11,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,21948.0,21948.0,21948.0,
|
||||
2010-03-25,0.8,1.0,BUY,reentry_reclaim50_breakout20,23939.0,23939.0,23939.0,
|
||||
2010-06-28,1.0,0.8,SELL,two_close_floor,24697.0,27589.0,23939.0,25388.938698580743
|
||||
2010-07-05,0.8,0.4,SELL,gap_floor,23465.0,27589.0,23939.0,25556.162405766903
|
||||
2010-07-12,0.4,0.2,SELL,two_close_floor,24555.0,27589.0,23939.0,25556.162405766903
|
||||
2010-10-25,0.2,0.4,BUY,reentry_reclaim50_breakout20,23038.0,23038.0,23038.0,26401.887094317157
|
||||
2010-11-22,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,23986.0,23986.0,23986.0,
|
||||
2011-01-03,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,24291.0,24291.0,24291.0,
|
||||
2011-01-18,0.8,1.0,BUY,reentry_reclaim50_breakout20,26547.0,26547.0,26547.0,
|
||||
2011-05-06,1.0,0.8,SELL,two_close_floor,31203.0,35524.0,26547.0,32292.414567099917
|
||||
2011-05-18,0.8,0.6000000000000001,SELL,two_close_floor,31491.0,35524.0,26547.0,32292.414567099917
|
||||
2011-05-25,0.6000000000000001,0.20000000000000007,SELL,gap_floor,28803.0,35524.0,26547.0,32638.60063415534
|
||||
2011-06-01,0.20000000000000007,0.2,SELL,gap_floor,27267.0,35524.0,26547.0,33183.698763066895
|
||||
2011-11-04,0.2,0.4,BUY,reentry_reclaim50_breakout20,23858.0,23858.0,23858.0,34026.28656197636
|
||||
2012-01-02,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,22622.0,22622.0,22622.0,
|
||||
2012-01-16,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,24503.0,24503.0,24503.0,
|
||||
2012-02-14,0.8,1.0,BUY,reentry_reclaim50_breakout20,26577.0,26577.0,26577.0,
|
||||
2012-05-16,1.0,0.75,SELL,trend_crisis,22236.0,29471.0,26577.0,
|
||||
2012-05-23,0.75,0.5,SELL,trend_crisis,21609.0,29471.0,26577.0,
|
||||
2012-05-31,0.5,0.25,SELL,trend_crisis,22284.0,29471.0,26577.0,
|
||||
2012-06-08,0.25,0.2,SELL,trend_crisis,20982.0,29471.0,26577.0,
|
||||
2012-10-24,0.2,0.4,BUY,reentry_reclaim50_breakout20,23152.0,23152.0,23152.0,28591.218064251287
|
||||
2012-11-14,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,25660.0,25660.0,25660.0,
|
||||
2012-12-13,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,25323.0,25323.0,25323.0,
|
||||
2013-01-10,0.8,1.0,BUY,reentry_reclaim50_breakout20,25853.0,25853.0,25853.0,
|
||||
2013-06-25,1.0,0.8,SELL,two_close_floor,28458.0,31497.0,25853.0,29202.32397160855
|
||||
2013-07-03,0.8,0.6000000000000001,SELL,two_close_floor,27734.0,31497.0,25853.0,29202.32397160855
|
||||
2013-07-10,0.6000000000000001,0.20000000000000007,SELL,gap_floor,26528.0,31497.0,25853.0,29202.32397160855
|
||||
2013-07-17,0.20000000000000007,0.2,SELL,gap_floor,27590.0,31497.0,25853.0,29202.32397160855
|
||||
2013-10-02,0.2,0.4,BUY,reentry_reclaim50_breakout20,30050.0,30050.0,30050.0,30004.242808378986
|
||||
2013-10-18,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,33378.0,33378.0,33378.0,31147.54342754202
|
||||
2013-11-27,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,33378.0,33378.0,33378.0,
|
||||
2013-12-11,0.8,1.0,BUY,reentry_reclaim50_breakout20,35500.0,35500.0,35500.0,
|
||||
2014-07-29,1.0,0.6,SELL,gap_floor,42832.0,50067.0,35500.0,46083.44033462061
|
||||
2014-08-06,0.6,0.39999999999999997,SELL,two_close_floor,43796.0,50067.0,35500.0,46083.44033462061
|
||||
2014-08-13,0.39999999999999997,0.2,SELL,gap_floor,42349.0,50067.0,35500.0,46083.44033462061
|
||||
2014-11-12,0.2,0.4,BUY,reentry_reclaim50_breakout20,46401.0,46401.0,46401.0,46967.09459617709
|
||||
2014-12-09,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,47703.0,47703.0,47703.0,
|
||||
2015-01-08,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,48495.0,48495.0,48495.0,
|
||||
2015-05-26,0.8,1.0,BUY,reentry_reclaim50_breakout20,46602.0,46602.0,46602.0,
|
||||
2015-07-06,1.0,0.75,SELL,trend_crisis,39563.0,49709.0,46602.0,
|
||||
2015-07-13,0.75,0.5,SELL,trend_crisis,39369.0,49709.0,46602.0,
|
||||
2015-07-20,0.5,0.25,SELL,trend_crisis,37524.0,49709.0,46602.0,
|
||||
2015-07-27,0.25,0.2,SELL,trend_crisis,36165.0,49709.0,46602.0,
|
||||
2016-06-23,0.2,0.4,BUY,reentry_reclaim50_breakout20,31332.0,31332.0,31332.0,
|
||||
2016-07-14,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,32615.0,32615.0,32615.0,
|
||||
2016-07-28,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,33109.0,33109.0,33109.0,
|
||||
2016-08-19,0.8,1.0,BUY,reentry_reclaim50_breakout20,34934.0,34934.0,34934.0,
|
||||
2017-02-15,1.0,0.8,SELL,two_close_floor,47900.0,54600.0,34934.0,49987.7194119523
|
||||
2017-02-27,0.8,0.4,SELL,gap_floor,46000.0,54600.0,34934.0,49987.7194119523
|
||||
2017-03-07,0.4,0.2,SELL,two_close_floor,48800.0,54600.0,34934.0,49987.7194119523
|
||||
2017-03-29,0.2,0.4,BUY,reentry_reclaim50_breakout20,51300.0,51300.0,51300.0,50077.19105192543
|
||||
2017-05-26,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,57100.0,57100.0,57100.0,
|
||||
2017-06-13,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,58800.0,58800.0,58800.0,
|
||||
2017-06-27,0.8,1.0,BUY,reentry_reclaim50_breakout20,69200.0,69200.0,69200.0,62977.105541600395
|
||||
2017-10-19,1.0,0.8,SELL,two_close_floor,79000.0,89100.0,69200.0,81060.6599762629
|
||||
2017-10-27,0.8,0.6000000000000001,SELL,two_close_floor,78400.0,89100.0,69200.0,81060.6599762629
|
||||
2017-11-22,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,86800.0,86800.0,86800.0,81543.31182075302
|
||||
2018-03-12,0.8,1.0,BUY,reentry_reclaim50_breakout20,84900.0,84900.0,84900.0,
|
||||
2018-08-03,1.0,0.6,SELL,gap_floor,83300.0,95300.0,84900.0,89074.90489439075
|
||||
2018-08-10,0.6,0.35,SELL,trend_crisis,75100.0,95300.0,84900.0,
|
||||
2018-08-20,0.35,0.2,SELL,gap_floor,74700.0,95300.0,84900.0,90187.08021142513
|
||||
2019-02-14,0.2,0.4,BUY,reentry_reclaim50_breakout20,77400.0,77400.0,77400.0,
|
||||
2019-04-01,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,76600.0,76600.0,76600.0,
|
||||
2019-04-16,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,80400.0,80400.0,80400.0,
|
||||
2019-05-31,0.8,0.55,SELL,trend_crisis,65300.0,81800.0,80400.0,
|
||||
2019-06-13,0.55,0.30000000000000004,SELL,trend_crisis,63500.0,81800.0,80400.0,
|
||||
2019-09-02,0.30000000000000004,0.5,BUY,reentry_reclaim50_breakout20,77600.0,77600.0,77600.0,
|
||||
2019-10-29,0.5,0.7,BUY,reentry_reclaim50_breakout20,83000.0,83000.0,83000.0,
|
||||
2019-11-15,0.7,0.8999999999999999,BUY,reentry_reclaim50_breakout20,85200.0,85200.0,85200.0,
|
||||
2019-12-13,0.8999999999999999,1.0,BUY,reentry_reclaim50_breakout20,87900.0,87900.0,87900.0,
|
||||
2020-02-27,1.0,0.8,SELL,two_close_floor,92800.0,105000.0,87900.0,95697.47960378582
|
||||
2020-03-05,0.8,0.6000000000000001,SELL,two_close_floor,94900.0,105000.0,87900.0,96740.78685499547
|
||||
2020-03-12,0.6000000000000001,0.20000000000000007,SELL,gap_floor,82800.0,105000.0,87900.0,97066.95061562986
|
||||
2020-03-19,0.20000000000000007,0.2,SELL,trend_crisis,69000.0,105000.0,87900.0,
|
||||
2020-11-12,0.2,0.4,BUY,reentry_reclaim50_breakout20,88100.0,88100.0,88100.0,102122.38852330307
|
||||
2020-12-01,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,100500.0,100500.0,100500.0,92314.77797260707
|
||||
2021-01-04,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,126000.0,126000.0,126000.0,111990.87620118006
|
||||
2021-02-22,0.8,1.0,BUY,reentry_reclaim50_breakout20,136500.0,136500.0,136500.0,
|
||||
|
@@ -0,0 +1,916 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-09-14,1.0,0.6,SELL,gap_floor,10082.73469387755,12458.367346938774,11342.38775510204,11877.81399392608
|
||||
2007-09-21,0.6,0.35,SELL,gap_floor,9683.795918367347,12458.367346938774,11342.38775510204,11918.238691794892
|
||||
2007-10-23,0.35,0.2,SELL,trend_crisis,9466.163265306122,12458.367346938774,11342.38775510204,
|
||||
2007-12-04,0.2,0.35,BUY,daily_reentry,10427.30612244898,12458.367346938774,11342.38775510204,
|
||||
2007-12-05,0.35,0.5,BUY,daily_reentry,10554.244897959183,12458.367346938774,11342.38775510204,
|
||||
2007-12-06,0.5,0.65,BUY,daily_reentry,11098.265306122448,12458.367346938774,11342.38775510204,
|
||||
2007-12-07,0.65,0.8,BUY,daily_reentry,11025.73469387755,12458.367346938774,11342.38775510204,
|
||||
2007-12-10,0.8,0.9500000000000001,BUY,daily_reentry,11134.551020408162,12458.367346938774,11342.38775510204,
|
||||
2007-12-11,0.9500000000000001,1.0,BUY,daily_reentry,10935.061224489795,12458.367346938774,11342.38775510204,
|
||||
2007-12-17,1.0,0.75,SELL,trend_crisis,10155.285714285714,12458.367346938774,11342.38775510204,
|
||||
2007-12-24,0.75,0.9,BUY,daily_reentry,10481.693877551019,12458.367346938774,11342.38775510204,
|
||||
2007-12-26,0.9,1.0,BUY,daily_reentry,10445.42857142857,12458.367346938774,11342.38775510204,
|
||||
2007-12-28,1.0,0.75,SELL,trend_crisis,10215.755102040815,12458.367346938774,11342.38775510204,
|
||||
2008-01-08,0.75,0.5,SELL,trend_crisis,9480.816326530612,12458.367346938774,11342.38775510204,
|
||||
2008-01-15,0.5,0.25,SELL,trend_crisis,9774.795918367347,12458.367346938774,11342.38775510204,
|
||||
2008-01-18,0.25,0.4,BUY,daily_reentry,10417.877551020407,12458.367346938774,11342.38775510204,
|
||||
2008-01-22,0.4,0.2,SELL,trend_crisis,9848.285714285714,12458.367346938774,11342.38775510204,
|
||||
2008-01-30,0.2,0.35,BUY,daily_reentry,10491.367346938774,12458.367346938774,11342.38775510204,
|
||||
2008-01-31,0.35,0.5,BUY,daily_reentry,10932.326530612245,12458.367346938774,11342.38775510204,
|
||||
2008-02-01,0.5,0.65,BUY,daily_reentry,10766.979591836734,12458.367346938774,11342.38775510204,
|
||||
2008-02-04,0.65,0.8,BUY,daily_reentry,11244.693877551019,12458.367346938774,11342.38775510204,
|
||||
2008-02-05,0.8,0.9500000000000001,BUY,daily_reentry,11263.061224489795,12458.367346938774,11342.38775510204,
|
||||
2008-02-11,0.9500000000000001,1.0,BUY,daily_reentry,10730.224489795917,12458.367346938774,11342.38775510204,
|
||||
2008-03-03,1.0,0.75,SELL,trend_crisis,10087.142857142857,12458.367346938774,11342.38775510204,
|
||||
2008-03-10,0.75,0.5,SELL,trend_crisis,10179.020408163264,12458.367346938774,11342.38775510204,
|
||||
2008-03-17,0.5,0.35,SELL,gap_floor,10105.530612244896,12458.367346938774,11342.38775510204,11919.651616865802
|
||||
2008-03-18,0.35,0.5,BUY,daily_reentry,10436.244897959183,12458.367346938774,11342.38775510204,11919.651616865802
|
||||
2008-03-19,0.5,0.65,BUY,daily_reentry,10858.836734693878,12458.367346938774,11342.38775510204,
|
||||
2008-03-20,0.65,0.8,BUY,daily_reentry,11134.448979591836,12458.367346938774,11342.38775510204,
|
||||
2008-03-21,0.8,0.9500000000000001,BUY,daily_reentry,11152.816326530612,12458.367346938774,11342.38775510204,
|
||||
2008-03-24,0.9500000000000001,1.0,BUY,daily_reentry,11005.836734693876,12458.367346938774,11342.38775510204,
|
||||
2008-05-26,1.0,0.6,SELL,gap_floor,12475.73469387755,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-05-27,0.6,0.75,BUY,daily_reentry,12898.326530612243,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-05-28,0.75,0.9,BUY,daily_reentry,12714.591836734693,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-05-29,0.9,1.0,BUY,daily_reentry,13412.795918367347,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-06,1.0,0.9500000000000001,SELL,two_close_floor,13026.938775510203,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-11,0.9500000000000001,1.0,BUY,daily_reentry,12512.469387755102,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-13,1.0,0.75,SELL,gap_floor,12383.857142857141,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-16,0.75,0.9,BUY,daily_reentry,12696.204081632652,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-17,0.9,1.0,BUY,daily_reentry,12641.102040816326,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-20,1.0,0.6,SELL,gap_floor,12273.612244897959,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-24,0.6,0.75,BUY,daily_reentry,12108.244897959183,14037.489795918365,11342.38775510204,13061.450187866416
|
||||
2008-06-26,0.75,0.9,BUY,daily_reentry,12218.489795918367,14037.489795918365,11342.38775510204,13067.58941583237
|
||||
2008-06-27,0.9,0.5,SELL,gap_floor,11823.163265306122,14037.489795918365,11342.38775510204,13116.185366116684
|
||||
2008-07-01,0.5,0.65,BUY,daily_reentry,11694.448979591836,14037.489795918365,11342.38775510204,13176.544040446399
|
||||
2008-07-02,0.65,0.8,BUY,daily_reentry,11584.122448979591,14037.489795918365,11342.38775510204,13176.544040446399
|
||||
2008-07-03,0.8,0.9500000000000001,BUY,daily_reentry,11639.285714285714,14037.489795918365,11342.38775510204,13176.544040446399
|
||||
2008-07-04,0.9500000000000001,0.55,SELL,gap_floor,11326.693877551019,14037.489795918365,11342.38775510204,13176.544040446399
|
||||
2008-07-11,0.55,0.35,SELL,gap_floor,10444.102040816326,14037.489795918365,11342.38775510204,13328.305414872711
|
||||
2008-07-24,0.35,0.5,BUY,daily_reentry,11289.918367346938,14037.489795918365,11342.38775510204,13369.356036929765
|
||||
2008-07-25,0.5,0.35,SELL,gap_floor,10591.204081632652,14037.489795918365,11342.38775510204,13369.356036929765
|
||||
2009-03-12,0.35,0.5,BUY,daily_reentry,9964.959183673469,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-13,0.5,0.65,BUY,daily_reentry,9816.224489795917,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-17,0.65,0.8,BUY,daily_reentry,9927.775510204081,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-18,0.8,0.55,SELL,gap_floor,10039.326530612245,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-19,0.55,0.7000000000000001,BUY,daily_reentry,10057.918367346938,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-20,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,10076.510204081631,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-23,0.8500000000000001,1.0,BUY,daily_reentry,10225.244897959183,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-25,1.0,0.75,SELL,gap_floor,10336.795918367347,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-26,0.75,0.9,BUY,daily_reentry,10597.061224489795,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-03-27,0.9,1.0,BUY,daily_reentry,10857.346938775509,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-01,1.0,0.75,SELL,gap_floor,10597.061224489795,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-02,0.75,0.9,BUY,daily_reentry,10987.489795918367,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-03,0.9,1.0,BUY,daily_reentry,11024.673469387753,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-08,1.0,0.6,SELL,gap_floor,10355.38775510204,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-09,0.6,0.75,BUY,daily_reentry,10783.0,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-10,0.75,0.9,BUY,daily_reentry,11210.591836734693,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-13,0.9,1.0,BUY,daily_reentry,10838.755102040815,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-15,1.0,0.75,SELL,gap_floor,10875.938775510203,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-16,0.75,0.9,BUY,daily_reentry,10801.571428571428,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-17,0.9,1.0,BUY,daily_reentry,11099.04081632653,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-22,1.0,0.75,SELL,gap_floor,11322.142857142857,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-23,0.75,0.9,BUY,daily_reentry,11656.775510204081,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-24,0.9,1.0,BUY,daily_reentry,11006.08163265306,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-29,1.0,0.75,SELL,gap_floor,10894.530612244896,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-04-30,0.75,0.9,BUY,daily_reentry,11006.08163265306,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-04,0.9,1.0,BUY,daily_reentry,10820.163265306122,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-08,1.0,0.75,SELL,gap_floor,10578.469387755102,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-15,0.75,0.5,SELL,gap_floor,10318.204081632652,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-18,0.5,0.65,BUY,daily_reentry,10336.795918367347,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-19,0.65,0.8,BUY,daily_reentry,10597.061224489795,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-20,0.8,0.9500000000000001,BUY,daily_reentry,10708.612244897959,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-21,0.9500000000000001,1.0,BUY,daily_reentry,10466.938775510203,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-22,1.0,0.6,SELL,gap_floor,10225.244897959183,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-28,0.6,0.75,BUY,daily_reentry,10392.571428571428,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-05-29,0.75,0.5,SELL,gap_floor,10373.979591836734,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-01,0.5,0.65,BUY,daily_reentry,10373.979591836734,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-02,0.65,0.8,BUY,daily_reentry,10336.795918367347,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-03,0.8,0.9500000000000001,BUY,daily_reentry,10262.42857142857,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-04,0.9500000000000001,1.0,BUY,daily_reentry,10318.204081632652,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-05,1.0,0.75,SELL,gap_floor,10578.469387755102,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-08,0.75,0.9,BUY,daily_reentry,10690.020408163264,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-09,0.9,1.0,BUY,daily_reentry,10504.122448979591,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-12,1.0,0.75,SELL,gap_floor,10857.346938775509,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-15,0.75,0.9,BUY,daily_reentry,10764.38775510204,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-17,0.9,1.0,BUY,daily_reentry,10690.020408163264,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-19,1.0,0.6,SELL,gap_floor,10448.346938775509,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-22,0.6,0.75,BUY,daily_reentry,10690.020408163264,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-23,0.75,0.9,BUY,daily_reentry,10690.020408163264,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-24,0.9,1.0,BUY,daily_reentry,10783.0,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-26,1.0,0.75,SELL,gap_floor,11080.448979591836,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-29,0.75,0.9,BUY,daily_reentry,11126.959183673469,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-06-30,0.9,1.0,BUY,daily_reentry,11015.326530612245,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-03,1.0,0.75,SELL,gap_floor,11182.795918367347,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-06,0.75,0.9,BUY,daily_reentry,11796.816326530612,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-07,0.9,1.0,BUY,daily_reentry,12094.530612244896,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-10,1.0,0.75,SELL,gap_floor,12001.489795918367,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-14,0.75,0.9,BUY,daily_reentry,11796.816326530612,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-15,0.9,1.0,BUY,daily_reentry,12392.244897959183,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-17,1.0,0.75,SELL,gap_floor,12466.673469387753,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-20,0.75,0.9,BUY,daily_reentry,12838.816326530612,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-21,0.9,1.0,BUY,daily_reentry,12876.020408163264,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-24,1.0,0.75,SELL,gap_floor,12708.551020408162,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-27,0.75,0.9,BUY,daily_reentry,13006.265306122448,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-28,0.9,1.0,BUY,daily_reentry,13024.877551020407,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-07-31,1.0,0.9500000000000001,SELL,two_close_floor,13471.448979591836,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-08-03,0.9500000000000001,1.0,BUY,daily_reentry,13303.979591836734,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-08-07,1.0,0.9500000000000001,SELL,two_close_floor,13322.591836734693,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-08-13,0.9500000000000001,1.0,BUY,daily_reentry,13062.102040816326,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-08-14,1.0,0.9500000000000001,SELL,two_close_floor,13601.693877551019,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-08-17,0.9500000000000001,1.0,BUY,daily_reentry,13266.775510204081,14037.489795918365,11342.38775510204,13634.433751670125
|
||||
2009-10-06,1.0,0.8,SELL,two_close_floor,13862.183673469386,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-09,0.8,0.9500000000000001,BUY,daily_reentry,14048.265306122448,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-12,0.9500000000000001,1.0,BUY,daily_reentry,13936.612244897959,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-13,1.0,0.9500000000000001,SELL,two_close_floor,14085.469387755102,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-14,0.9500000000000001,1.0,BUY,daily_reentry,14308.755102040815,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-20,1.0,0.9500000000000001,SELL,two_close_floor,13992.448979591836,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-23,0.9500000000000001,1.0,BUY,daily_reentry,13862.183673469386,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-27,1.0,0.9500000000000001,SELL,two_close_floor,13806.367346938774,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-10-30,0.9500000000000001,1.0,BUY,daily_reentry,13452.836734693876,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-11-03,1.0,0.9500000000000001,SELL,two_close_floor,13564.489795918365,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-11-04,0.9500000000000001,1.0,BUY,daily_reentry,13638.918367346938,15350.755102040815,11342.38775510204,14182.005151928364
|
||||
2009-11-10,1.0,0.75,SELL,gap_floor,13527.265306122448,15350.755102040815,11342.38775510204,14272.78103346982
|
||||
2009-11-11,0.75,0.9,BUY,daily_reentry,13676.122448979591,15350.755102040815,11342.38775510204,14272.78103346982
|
||||
2009-11-12,0.9,1.0,BUY,daily_reentry,13397.020408163264,15350.755102040815,11342.38775510204,14275.196715948954
|
||||
2009-11-17,1.0,0.75,SELL,gap_floor,13545.877551020407,15350.755102040815,11342.38775510204,14334.107788143803
|
||||
2009-11-18,0.75,0.9,BUY,daily_reentry,13955.224489795917,15350.755102040815,11342.38775510204,14334.107788143803
|
||||
2009-11-19,0.9,1.0,BUY,daily_reentry,14122.693877551019,15350.755102040815,11342.38775510204,14334.107788143803
|
||||
2009-11-24,1.0,0.75,SELL,gap_floor,13806.367346938774,15350.755102040815,11342.38775510204,14334.107788143803
|
||||
2009-11-25,0.75,0.9,BUY,daily_reentry,13936.612244897959,15350.755102040815,11342.38775510204,14334.107788143803
|
||||
2009-11-26,0.9,1.0,BUY,daily_reentry,13824.979591836734,15350.755102040815,11342.38775510204,14356.239873039049
|
||||
2009-12-01,1.0,0.75,SELL,gap_floor,13713.326530612243,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2009-12-02,0.75,0.9,BUY,daily_reentry,13899.408163265305,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2009-12-03,0.9,1.0,BUY,daily_reentry,14122.693877551019,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2009-12-08,1.0,0.9500000000000001,SELL,two_close_floor,14364.571428571428,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2009-12-09,0.9500000000000001,1.0,BUY,daily_reentry,14476.224489795917,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2009-12-18,1.0,0.9500000000000001,SELL,two_close_floor,14383.183673469386,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2009-12-21,0.9500000000000001,1.0,BUY,daily_reentry,14345.979591836733,15350.755102040815,11342.38775510204,14428.407461789493
|
||||
2010-02-01,1.0,0.8,SELL,two_close_floor,14596.714285714284,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-03,0.8,0.9500000000000001,BUY,daily_reentry,14596.714285714284,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-04,0.9500000000000001,1.0,BUY,daily_reentry,14577.938775510203,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-08,1.0,0.6,SELL,gap_floor,14051.918367346938,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-09,0.6,0.75,BUY,daily_reentry,14296.142857142857,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-10,0.75,0.9,BUY,daily_reentry,14183.42857142857,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-11,0.9,1.0,BUY,daily_reentry,14333.714285714284,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-16,1.0,0.75,SELL,gap_floor,14202.204081632652,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-17,0.75,0.9,BUY,daily_reentry,14634.285714285714,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-18,0.9,1.0,BUY,daily_reentry,14559.142857142857,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-23,1.0,0.9500000000000001,SELL,two_close_floor,14408.857142857141,15968.102040816326,11342.38775510204,14907.989816501202
|
||||
2010-02-26,0.9500000000000001,1.0,BUY,daily_reentry,13976.775510204081,15968.102040816326,11342.38775510204,14985.4673739864
|
||||
2010-03-03,1.0,0.75,SELL,gap_floor,14483.999999999998,15968.102040816326,11342.38775510204,14985.4673739864
|
||||
2010-03-04,0.75,0.9,BUY,daily_reentry,14296.142857142857,15968.102040816326,11342.38775510204,14985.4673739864
|
||||
2010-03-05,0.9,1.0,BUY,daily_reentry,14559.142857142857,15968.102040816326,11342.38775510204,14985.4673739864
|
||||
2010-03-10,1.0,0.9500000000000001,SELL,two_close_floor,14728.224489795917,15968.102040816326,11342.38775510204,14985.4673739864
|
||||
2010-03-11,0.9500000000000001,1.0,BUY,daily_reentry,14615.510204081631,15968.102040816326,11342.38775510204,14985.4673739864
|
||||
2010-03-17,1.0,0.9500000000000001,SELL,two_close_floor,14991.224489795917,15968.102040816326,11342.38775510204,14999.699927040643
|
||||
2010-03-18,0.9500000000000001,1.0,BUY,daily_reentry,14972.42857142857,15968.102040816326,11342.38775510204,14999.699927040643
|
||||
2010-05-07,1.0,0.8,SELL,two_close_floor,14916.08163265306,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-10,0.8,0.9500000000000001,BUY,daily_reentry,15085.16326530612,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-13,0.9500000000000001,1.0,BUY,daily_reentry,15273.020408163264,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-14,1.0,0.9500000000000001,SELL,two_close_floor,15216.653061224488,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-18,0.9500000000000001,1.0,BUY,daily_reentry,14878.510204081631,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-24,1.0,0.6,SELL,gap_floor,14239.775510204081,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-28,0.6,0.75,BUY,daily_reentry,14615.510204081631,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-05-31,0.75,0.35,SELL,gap_floor,14577.938775510203,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-04,0.35,0.5,BUY,daily_reentry,14897.285714285714,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-07,0.5,0.65,BUY,daily_reentry,14784.571428571428,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-08,0.65,0.5,SELL,gap_floor,14746.999999999998,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-11,0.5,0.65,BUY,daily_reentry,14972.42857142857,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-14,0.65,0.8,BUY,daily_reentry,15160.306122448977,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-15,0.8,0.7500000000000001,SELL,two_close_floor,14991.224489795917,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-16,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,15385.73469387755,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-17,0.9000000000000001,1.0,BUY,daily_reentry,15348.16326530612,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-23,1.0,0.8,SELL,two_close_floor,15122.73469387755,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-24,0.8,0.9500000000000001,BUY,daily_reentry,15404.510204081631,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-29,0.9500000000000001,1.0,BUY,daily_reentry,14957.999999999998,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-06-30,1.0,0.6,SELL,gap_floor,14618.04081632653,16343.81632653061,11342.38775510204,15353.038767345275
|
||||
2010-07-07,0.6,0.35,SELL,gap_floor,14523.612244897959,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-09,0.35,0.5,BUY,daily_reentry,15033.530612244896,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-12,0.5,0.65,BUY,daily_reentry,15146.857142857141,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-13,0.65,0.8,BUY,daily_reentry,15033.530612244896,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-14,0.8,0.9500000000000001,BUY,daily_reentry,15562.367346938774,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-15,0.9500000000000001,1.0,BUY,daily_reentry,15486.81632653061,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-19,1.0,0.8,SELL,two_close_floor,15014.653061224488,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-20,0.8,0.9500000000000001,BUY,daily_reentry,15071.30612244898,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-07-21,0.9500000000000001,1.0,BUY,daily_reentry,15430.16326530612,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-08-02,1.0,0.8,SELL,two_close_floor,15297.959183673469,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-08-03,0.8,0.9500000000000001,BUY,daily_reentry,15392.38775510204,16343.81632653061,11342.38775510204,15382.278249020894
|
||||
2010-08-09,0.9500000000000001,0.9,SELL,two_close_floor,15146.857142857141,16343.81632653061,11342.38775510204,15443.78826488915
|
||||
2010-08-16,0.9,0.5,SELL,gap_floor,14769.142857142855,16343.81632653061,11342.38775510204,15542.693461170365
|
||||
2010-08-19,0.5,0.65,BUY,daily_reentry,14901.346938775509,16343.81632653061,11342.38775510204,15557.703038050859
|
||||
2010-08-23,0.65,0.5,SELL,gap_floor,14920.224489795917,16343.81632653061,11342.38775510204,15557.703038050859
|
||||
2010-08-30,0.5,0.35,SELL,gap_floor,14655.81632653061,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-10-06,0.35,0.5,BUY,daily_reentry,14976.877551020407,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-10-07,0.5,0.35,SELL,gap_floor,14542.489795918365,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-10,0.35,0.5,BUY,daily_reentry,14920.224489795917,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-11,0.5,0.35,SELL,gap_floor,14485.836734693876,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-15,0.35,0.5,BUY,daily_reentry,15260.183673469386,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-16,0.5,0.65,BUY,daily_reentry,15316.836734693876,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-17,0.65,0.8,BUY,daily_reentry,15014.653061224488,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-18,0.8,0.55,SELL,gap_floor,15090.204081632652,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-19,0.55,0.7000000000000001,BUY,daily_reentry,15449.04081632653,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-22,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,16015.632653061224,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-11-23,0.8500000000000001,1.0,BUY,daily_reentry,15864.551020408162,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-12-01,1.0,0.8,SELL,two_close_floor,15486.81632653061,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-12-02,0.8,0.9500000000000001,BUY,daily_reentry,16223.38775510204,16343.81632653061,11342.38775510204,15617.740226733933
|
||||
2010-12-03,0.9500000000000001,1.0,BUY,daily_reentry,16884.408163265303,16884.408163265303,11342.38775510204,15617.740226733933
|
||||
2011-02-11,1.0,0.8,SELL,two_close_floor,17373.632653061224,19177.448979591834,11342.38775510204,17877.319940407597
|
||||
2011-02-14,0.8,0.9500000000000001,BUY,daily_reentry,18095.16326530612,19177.448979591834,11342.38775510204,17877.319940407597
|
||||
2011-02-15,0.9500000000000001,1.0,BUY,daily_reentry,18190.102040816324,19177.448979591834,11342.38775510204,17877.319940407597
|
||||
2011-02-23,1.0,0.8,SELL,two_close_floor,17658.448979591834,19177.448979591834,11342.38775510204,17877.319940407597
|
||||
2011-03-03,0.8,0.7500000000000001,SELL,two_close_floor,17525.530612244896,19177.448979591834,11342.38775510204,17877.319940407597
|
||||
2011-03-04,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,17943.26530612245,19177.448979591834,11342.38775510204,17880.292860806585
|
||||
2011-03-10,0.9000000000000001,0.5000000000000001,SELL,gap_floor,16443.244897959183,19177.448979591834,11342.38775510204,17997.100780696193
|
||||
2011-03-14,0.5000000000000001,0.6500000000000001,BUY,daily_reentry,17088.81632653061,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-16,0.6500000000000001,0.8000000000000002,BUY,daily_reentry,16822.979591836734,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-17,0.8000000000000002,0.5500000000000002,SELL,gap_floor,16898.938775510203,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-18,0.5500000000000002,0.7000000000000002,BUY,daily_reentry,16917.918367346938,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-21,0.7000000000000002,0.8500000000000002,BUY,daily_reentry,16898.938775510203,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-22,0.8500000000000002,1.0,BUY,daily_reentry,16614.12244897959,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-24,1.0,0.75,SELL,gap_floor,16709.061224489793,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-25,0.75,0.9,BUY,daily_reentry,17278.69387755102,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-28,0.9,1.0,BUY,daily_reentry,17392.61224489796,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-03-31,1.0,0.9500000000000001,SELL,two_close_floor,17696.42857142857,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-04-01,0.9500000000000001,1.0,BUY,daily_reentry,17848.326530612245,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-04-07,1.0,0.6,SELL,gap_floor,17259.714285714283,19177.448979591834,11342.38775510204,18047.369643913305
|
||||
2011-04-13,0.6,0.75,BUY,daily_reentry,17107.795918367345,19177.448979591834,11342.38775510204,18101.593472664954
|
||||
2011-04-14,0.75,0.5,SELL,gap_floor,17088.81632653061,19177.448979591834,11342.38775510204,18111.03746228116
|
||||
2011-04-15,0.5,0.65,BUY,daily_reentry,16860.95918367347,19177.448979591834,11342.38775510204,18123.99647409324
|
||||
2011-04-19,0.65,0.8,BUY,daily_reentry,16614.12244897959,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-04-20,0.8,0.9500000000000001,BUY,daily_reentry,17392.61224489796,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-04-21,0.9500000000000001,0.9,SELL,two_close_floor,17620.4693877551,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-04-22,0.9,1.0,BUY,daily_reentry,17164.77551020408,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-04-28,1.0,0.75,SELL,gap_floor,17088.81632653061,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-04-29,0.75,0.9,BUY,daily_reentry,16955.897959183672,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-02,0.9,1.0,BUY,daily_reentry,17696.42857142857,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-06,1.0,0.75,SELL,gap_floor,17069.836734693876,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-11,0.75,0.9,BUY,daily_reentry,16936.918367346938,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-13,0.9,1.0,BUY,daily_reentry,17392.61224489796,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-16,1.0,0.75,SELL,gap_floor,17107.795918367345,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-17,0.75,0.9,BUY,daily_reentry,16898.938775510203,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-18,0.9,1.0,BUY,daily_reentry,16955.897959183672,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-23,1.0,0.6,SELL,gap_floor,16576.142857142855,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-26,0.6,0.75,BUY,daily_reentry,16690.08163265306,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-27,0.75,0.9,BUY,daily_reentry,16917.918367346938,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-30,0.9,0.65,SELL,gap_floor,16785.020408163266,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-05-31,0.65,0.8,BUY,daily_reentry,17126.795918367345,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-06-01,0.8,0.9500000000000001,BUY,daily_reentry,17297.673469387755,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-06-02,0.9500000000000001,1.0,BUY,daily_reentry,16766.020408163266,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-06-07,1.0,0.75,SELL,gap_floor,16841.979591836734,19177.448979591834,11342.38775510204,18151.023419256016
|
||||
2011-06-14,0.75,0.35,SELL,gap_floor,16386.285714285714,19177.448979591834,11342.38775510204,18178.22293742748
|
||||
2011-07-04,0.35,0.5,BUY,daily_reentry,16681.12244897959,19177.448979591834,11342.38775510204,18178.22293742748
|
||||
2011-07-06,0.5,0.65,BUY,daily_reentry,17061.102040816324,19177.448979591834,11342.38775510204,18178.22293742748
|
||||
2011-07-07,0.65,0.8,BUY,daily_reentry,16719.102040816324,19177.448979591834,11342.38775510204,18178.22293742748
|
||||
2011-07-08,0.8,0.9500000000000001,BUY,daily_reentry,16814.102040816324,19177.448979591834,11342.38775510204,18178.22293742748
|
||||
2011-07-12,0.9500000000000001,0.55,SELL,gap_floor,16149.142857142855,19177.448979591834,11342.38775510204,18178.22293742748
|
||||
2011-07-19,0.55,0.35,SELL,gap_floor,15617.16326530612,19177.448979591834,11342.38775510204,18197.606682590933
|
||||
2011-10-10,0.35,0.5,BUY,daily_reentry,16605.12244897959,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-11,0.5,0.65,BUY,daily_reentry,16738.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-12,0.65,0.8,BUY,daily_reentry,17061.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-13,0.8,0.9500000000000001,BUY,daily_reentry,16909.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-14,0.9500000000000001,1.0,BUY,daily_reentry,16833.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-17,1.0,0.75,SELL,gap_floor,16909.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-18,0.75,0.9,BUY,daily_reentry,16776.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-19,0.9,1.0,BUY,daily_reentry,16833.102040816324,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-24,1.0,0.9500000000000001,SELL,two_close_floor,17878.040816326527,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-10-25,0.9500000000000001,1.0,BUY,daily_reentry,17954.040816326527,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-11-21,1.0,0.8,SELL,two_close_floor,18049.040816326527,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-11-22,0.8,0.9500000000000001,BUY,daily_reentry,18296.020408163266,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2011-11-24,0.9500000000000001,1.0,BUY,daily_reentry,17916.040816326527,19177.448979591834,11342.38775510204,18388.886049944846
|
||||
2012-05-14,1.0,0.9500000000000001,SELL,two_close_floor,25081.551020408162,26913.999999999996,11342.38775510204,25121.338523697556
|
||||
2012-05-15,0.9500000000000001,1.0,BUY,daily_reentry,25024.285714285714,26913.999999999996,11342.38775510204,25121.338523697556
|
||||
2012-05-21,1.0,0.75,SELL,gap_floor,23077.326530612245,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-05-22,0.75,0.9,BUY,daily_reentry,23669.040816326527,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-05-23,0.9,1.0,BUY,daily_reentry,23306.367346938772,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-05-29,1.0,0.75,SELL,gap_floor,23630.877551020407,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-05-30,0.75,0.9,BUY,daily_reentry,23401.81632653061,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-01,0.9,1.0,BUY,daily_reentry,23535.42857142857,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-05,1.0,0.75,SELL,gap_floor,22962.795918367345,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-07,0.75,0.9,BUY,daily_reentry,24146.244897959183,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-08,0.9,1.0,BUY,daily_reentry,23802.65306122449,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-13,1.0,0.9500000000000001,SELL,two_close_floor,24260.77551020408,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-14,0.9500000000000001,1.0,BUY,daily_reentry,24069.897959183672,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-20,1.0,0.75,SELL,gap_floor,23898.102040816324,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-21,0.75,0.9,BUY,daily_reentry,23420.897959183672,26913.999999999996,11342.38775510204,25298.19890454469
|
||||
2012-06-26,0.9,1.0,BUY,daily_reentry,21741.16326530612,26913.999999999996,11342.38775510204,25446.63884793721
|
||||
2012-06-27,1.0,0.75,SELL,gap_floor,22275.632653061224,26913.999999999996,11342.38775510204,25446.63884793721
|
||||
2012-06-28,0.75,0.9,BUY,daily_reentry,22304.26530612245,26913.999999999996,11342.38775510204,25446.63884793721
|
||||
2012-06-29,0.9,1.0,BUY,daily_reentry,22934.448979591834,26913.999999999996,11342.38775510204,25446.63884793721
|
||||
2012-07-04,1.0,0.75,SELL,gap_floor,22743.489795918365,26913.999999999996,11342.38775510204,25446.63884793721
|
||||
2012-07-05,0.75,0.9,BUY,daily_reentry,22628.897959183672,26913.999999999996,11342.38775510204,25446.63884793721
|
||||
2012-07-10,0.9,1.0,BUY,daily_reentry,21521.326530612245,26913.999999999996,11342.38775510204,25494.731210482358
|
||||
2012-07-11,1.0,0.6,SELL,gap_floor,21349.4693877551,26913.999999999996,11342.38775510204,25511.0765534901
|
||||
2012-07-13,0.6,0.75,BUY,daily_reentry,21750.489795918365,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-16,0.75,0.9,BUY,daily_reentry,21998.734693877548,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-17,0.9,1.0,BUY,daily_reentry,22304.26530612245,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-18,1.0,0.75,SELL,gap_floor,22036.918367346938,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-19,0.75,0.9,BUY,daily_reentry,22819.85714285714,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-20,0.9,1.0,BUY,daily_reentry,22743.489795918365,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-25,1.0,0.75,SELL,gap_floor,22113.30612244898,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-26,0.75,0.9,BUY,daily_reentry,22380.65306122449,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-07-27,0.9,1.0,BUY,daily_reentry,23545.51020408163,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-01,1.0,0.9500000000000001,SELL,two_close_floor,24824.95918367347,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-02,0.9500000000000001,1.0,BUY,daily_reentry,24118.408163265303,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-08,1.0,0.9500000000000001,SELL,two_close_floor,25206.877551020407,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-09,0.9500000000000001,1.0,BUY,daily_reentry,25588.795918367345,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-20,1.0,0.6,SELL,gap_floor,24500.32653061224,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-23,0.6,0.75,BUY,daily_reentry,24576.714285714283,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-24,0.75,0.9,BUY,daily_reentry,24347.551020408162,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-27,0.9,0.5,SELL,gap_floor,22533.42857142857,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-28,0.5,0.65,BUY,daily_reentry,22819.85714285714,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-29,0.65,0.8,BUY,daily_reentry,23488.224489795917,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-30,0.8,0.9500000000000001,BUY,daily_reentry,23201.795918367345,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-08-31,0.9500000000000001,1.0,BUY,daily_reentry,23545.51020408163,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-03,1.0,0.75,SELL,gap_floor,23259.08163265306,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-04,0.75,0.9,BUY,daily_reentry,23259.08163265306,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-06,0.9,1.0,BUY,daily_reentry,22838.95918367347,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-10,1.0,0.75,SELL,gap_floor,23870.142857142855,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-11,0.75,0.9,BUY,daily_reentry,23984.734693877548,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-12,0.9,1.0,BUY,daily_reentry,24710.387755102038,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-17,1.0,0.9500000000000001,SELL,two_close_floor,25111.408163265303,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-18,0.9500000000000001,1.0,BUY,daily_reentry,25111.408163265303,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-24,1.0,0.9500000000000001,SELL,two_close_floor,25340.551020408162,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-09-25,0.9500000000000001,1.0,BUY,daily_reentry,25340.551020408162,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-11,1.0,0.8,SELL,two_close_floor,24901.346938775507,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-15,0.8,0.9500000000000001,BUY,daily_reentry,24824.95918367347,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-16,0.9500000000000001,1.0,BUY,daily_reentry,25397.836734693876,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-18,1.0,0.9500000000000001,SELL,two_close_floor,25531.51020408163,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-19,0.9500000000000001,1.0,BUY,daily_reentry,24863.142857142855,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-25,1.0,0.9500000000000001,SELL,two_close_floor,25245.08163265306,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-10-29,0.9500000000000001,1.0,BUY,daily_reentry,24805.85714285714,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-11-01,1.0,0.75,SELL,gap_floor,24767.67346938775,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-11-02,0.75,0.9,BUY,daily_reentry,25340.551020408162,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-11-05,0.9,1.0,BUY,daily_reentry,25607.897959183672,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-11-16,1.0,0.8,SELL,two_close_floor,24958.632653061224,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-11-19,0.8,0.9500000000000001,BUY,daily_reentry,25436.040816326527,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2012-11-20,0.9500000000000001,1.0,BUY,daily_reentry,26047.12244897959,26913.999999999996,11342.38775510204,25563.061979793616
|
||||
2013-01-25,1.0,0.8,SELL,two_close_floor,27197.97959183673,30249.836734693876,11342.38775510204,28042.162220070375
|
||||
2013-01-29,0.8,0.9500000000000001,BUY,daily_reentry,27044.42857142857,30249.836734693876,11342.38775510204,28062.190244226393
|
||||
2013-01-30,0.9500000000000001,1.0,BUY,daily_reentry,27639.42857142857,30249.836734693876,11342.38775510204,28062.190244226393
|
||||
2013-02-01,1.0,0.9500000000000001,SELL,two_close_floor,27658.63265306122,30249.836734693876,11342.38775510204,28062.190244226393
|
||||
2013-02-04,0.9500000000000001,1.0,BUY,daily_reentry,27581.85714285714,30249.836734693876,11342.38775510204,28062.190244226393
|
||||
2013-02-08,1.0,0.9500000000000001,SELL,two_close_floor,28061.693877551017,30249.836734693876,11342.38775510204,28062.190244226393
|
||||
2013-02-12,0.9500000000000001,1.0,BUY,daily_reentry,28176.877551020407,30249.836734693876,11342.38775510204,28062.190244226393
|
||||
2013-03-19,1.0,0.9500000000000001,SELL,two_close_floor,28311.224489795917,30249.836734693876,11342.38775510204,28402.28042810638
|
||||
2013-03-20,0.9500000000000001,1.0,BUY,daily_reentry,28023.32653061224,30249.836734693876,11342.38775510204,28402.28042810638
|
||||
2013-04-19,1.0,0.8,SELL,two_close_floor,28311.224489795917,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-04-22,0.8,0.9500000000000001,BUY,daily_reentry,28848.67346938775,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-04-23,0.9500000000000001,1.0,BUY,daily_reentry,28464.77551020408,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-04-29,1.0,0.8,SELL,two_close_floor,28426.387755102038,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-04-30,0.8,0.9500000000000001,BUY,daily_reentry,29174.959183673465,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-05-02,0.9500000000000001,1.0,BUY,daily_reentry,29328.51020408163,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-05-13,1.0,0.9500000000000001,SELL,two_close_floor,28349.61224489796,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-05-14,0.9500000000000001,1.0,BUY,daily_reentry,28791.08163265306,30249.836734693876,11342.38775510204,28554.111832445295
|
||||
2013-05-24,1.0,0.9500000000000001,SELL,two_close_floor,28522.367346938772,30249.836734693876,11342.38775510204,28694.636739089452
|
||||
2013-05-27,0.9500000000000001,1.0,BUY,daily_reentry,28579.938775510203,30249.836734693876,11342.38775510204,28724.869265481408
|
||||
2013-06-07,1.0,0.6,SELL,gap_floor,27389.918367346938,30249.836734693876,11342.38775510204,28758.45886300399
|
||||
2013-06-14,0.6,0.35,SELL,gap_floor,26276.653061224486,30249.836734693876,11342.38775510204,28758.45886300399
|
||||
2013-10-07,0.35,0.5,BUY,daily_reentry,27573.591836734693,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-08,0.5,0.65,BUY,daily_reentry,27458.387755102038,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-10,0.65,0.8,BUY,daily_reentry,27458.387755102038,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-11,0.8,0.9500000000000001,BUY,daily_reentry,27707.999999999996,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-14,0.9500000000000001,0.7000000000000001,SELL,gap_floor,27611.999999999996,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-15,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,27976.836734693876,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-16,0.8500000000000001,1.0,BUY,daily_reentry,27842.408163265303,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-21,1.0,0.75,SELL,gap_floor,28111.244897959183,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-22,0.75,0.9,BUY,daily_reentry,27938.42857142857,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-24,0.9,1.0,BUY,daily_reentry,27823.224489795917,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-28,1.0,0.75,SELL,gap_floor,28456.877551020407,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-29,0.75,0.9,BUY,daily_reentry,28610.489795918365,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-10-30,0.9,1.0,BUY,daily_reentry,28802.489795918365,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-04,1.0,0.9500000000000001,SELL,two_close_floor,28783.306122448976,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-05,0.9500000000000001,1.0,BUY,daily_reentry,28514.4693877551,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-11,1.0,0.75,SELL,gap_floor,27419.97959183673,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-12,0.75,0.9,BUY,daily_reentry,27957.63265306122,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-14,0.9,1.0,BUY,daily_reentry,27343.16326530612,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-18,1.0,0.75,SELL,gap_floor,28303.26530612245,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-19,0.75,0.9,BUY,daily_reentry,28591.285714285714,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-20,0.9,1.0,BUY,daily_reentry,28226.448979591834,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-25,1.0,0.75,SELL,gap_floor,28130.448979591834,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-26,0.75,0.9,BUY,daily_reentry,28399.26530612245,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-11-27,0.9,1.0,BUY,daily_reentry,28226.448979591834,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-02,1.0,0.75,SELL,gap_floor,28168.836734693876,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-05,0.75,0.9,BUY,daily_reentry,27650.387755102038,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-09,0.9,0.65,SELL,gap_floor,27919.224489795917,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-10,0.65,0.8,BUY,daily_reentry,27650.387755102038,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-16,0.8,0.4,SELL,gap_floor,26882.32653061224,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-19,0.4,0.55,BUY,daily_reentry,27400.77551020408,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-20,0.55,0.7000000000000001,BUY,daily_reentry,27400.77551020408,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2013-12-23,0.7000000000000001,0.5,SELL,gap_floor,27515.999999999996,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2014-01-02,0.5,0.35,SELL,gap_floor,25383.77551020408,30249.836734693876,11342.38775510204,29215.979749186943
|
||||
2014-03-31,0.35,0.5,BUY,daily_reentry,26043.08163265306,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-02,0.5,0.65,BUY,daily_reentry,26314.571428571428,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-03,0.65,0.8,BUY,daily_reentry,26954.51020408163,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-04,0.8,0.9500000000000001,BUY,daily_reentry,26760.571428571428,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-07,0.9500000000000001,0.7000000000000001,SELL,gap_floor,27090.244897959183,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-08,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,27032.061224489793,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-09,0.8500000000000001,1.0,BUY,daily_reentry,26586.061224489793,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-14,1.0,0.75,SELL,gap_floor,26566.67346938775,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-15,0.75,0.9,BUY,daily_reentry,26566.67346938775,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-16,0.9,1.0,BUY,daily_reentry,26760.571428571428,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-21,1.0,0.75,SELL,gap_floor,26760.571428571428,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-22,0.75,0.9,BUY,daily_reentry,26663.632653061224,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-23,0.9,1.0,BUY,daily_reentry,26935.102040816324,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-04-28,1.0,0.75,SELL,gap_floor,26915.714285714283,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-08,0.75,0.35,SELL,gap_floor,26178.836734693876,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-12,0.35,0.5,BUY,daily_reentry,26915.714285714283,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-13,0.5,0.65,BUY,daily_reentry,27148.42857142857,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-14,0.65,0.8,BUY,daily_reentry,27439.285714285714,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-15,0.8,0.55,SELL,gap_floor,27342.32653061224,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-16,0.55,0.7000000000000001,BUY,daily_reentry,27691.387755102038,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-19,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,28079.224489795917,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-20,0.8500000000000001,1.0,BUY,daily_reentry,28137.408163265303,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-22,1.0,0.75,SELL,gap_floor,27652.61224489796,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-23,0.75,0.9,BUY,daily_reentry,27691.387755102038,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-28,0.9,1.0,BUY,daily_reentry,27788.346938775507,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-29,1.0,0.75,SELL,gap_floor,28311.918367346938,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-05-30,0.75,0.9,BUY,daily_reentry,27982.26530612245,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-02,0.9,1.0,BUY,daily_reentry,28214.95918367347,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-09,1.0,0.6,SELL,gap_floor,27322.938775510203,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-10,0.6,0.75,BUY,daily_reentry,27846.530612244896,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-11,0.75,0.9,BUY,daily_reentry,27575.040816326527,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-12,0.9,1.0,BUY,daily_reentry,27400.51020408163,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-16,1.0,0.75,SELL,gap_floor,26644.224489795917,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-17,0.75,0.9,BUY,daily_reentry,26644.224489795917,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-23,0.9,0.5,SELL,gap_floor,25635.85714285714,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-06-30,0.5,0.35,SELL,gap_floor,25645.551020408162,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-07-29,0.35,0.5,BUY,daily_reentry,26887.08163265306,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-07-30,0.5,0.65,BUY,daily_reentry,27061.67346938775,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-08-04,0.65,0.35,SELL,gap_floor,25548.551020408162,30249.836734693876,11342.38775510204,29304.115479705615
|
||||
2014-12-01,0.35,0.5,BUY,daily_reentry,25121.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-03,0.5,0.65,BUY,daily_reentry,25179.95918367347,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-04,0.65,0.8,BUY,daily_reentry,25218.755102040814,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-05,0.8,0.9500000000000001,BUY,daily_reentry,25257.551020408162,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-08,0.9500000000000001,1.0,BUY,daily_reentry,25587.346938775507,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-09,1.0,0.75,SELL,gap_floor,26169.30612244898,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-10,0.75,0.9,BUY,daily_reentry,25548.551020408162,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-11,0.9,1.0,BUY,daily_reentry,25315.755102040814,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-16,1.0,0.6,SELL,gap_floor,24811.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-19,0.6,0.75,BUY,daily_reentry,25761.938775510203,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-22,0.75,0.9,BUY,daily_reentry,26091.714285714283,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-23,0.9,0.65,SELL,gap_floor,25975.32653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-24,0.65,0.8,BUY,daily_reentry,26052.918367346938,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-26,0.8,0.9500000000000001,BUY,daily_reentry,26227.51020408163,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2014-12-29,0.9500000000000001,1.0,BUY,daily_reentry,26158.61224489796,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-02,1.0,0.75,SELL,gap_floor,26178.30612244898,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-05,0.75,0.9,BUY,daily_reentry,26237.346938775507,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-07,0.9,1.0,BUY,daily_reentry,25725.591836734693,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-09,1.0,0.75,SELL,gap_floor,25863.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-12,0.75,0.9,BUY,daily_reentry,25902.734693877548,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-13,0.9,1.0,BUY,daily_reentry,26355.448979591834,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-16,1.0,0.75,SELL,gap_floor,25902.734693877548,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-19,0.75,0.9,BUY,daily_reentry,26434.183673469386,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-20,0.9,1.0,BUY,daily_reentry,27004.97959183673,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-23,1.0,0.75,SELL,gap_floor,27280.551020408162,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-26,0.75,0.9,BUY,daily_reentry,27339.591836734693,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-27,0.9,1.0,BUY,daily_reentry,27556.102040816324,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-01-30,1.0,0.75,SELL,gap_floor,26867.20408163265,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-02,0.75,0.9,BUY,daily_reentry,26926.244897959183,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-03,0.9,1.0,BUY,daily_reentry,26886.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-06,1.0,0.75,SELL,gap_floor,27004.97959183673,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-09,0.75,0.9,BUY,daily_reentry,27457.693877551017,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-10,0.9,1.0,BUY,daily_reentry,27123.08163265306,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-13,1.0,0.75,SELL,gap_floor,26788.4693877551,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-16,0.75,0.9,BUY,daily_reentry,27044.346938775507,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-17,0.9,1.0,BUY,daily_reentry,27103.408163265303,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-25,1.0,0.75,SELL,gap_floor,27142.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-02-26,0.75,0.9,BUY,daily_reentry,27064.040816326527,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-02,0.9,1.0,BUY,daily_reentry,28008.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-04,1.0,0.75,SELL,gap_floor,28284.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-05,0.75,0.9,BUY,daily_reentry,27989.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-06,0.9,1.0,BUY,daily_reentry,28382.795918367345,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-11,1.0,0.9500000000000001,SELL,two_close_floor,29012.653061224486,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-12,0.9500000000000001,1.0,BUY,daily_reentry,28481.20408163265,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-20,1.0,0.9500000000000001,SELL,two_close_floor,28815.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-23,0.9500000000000001,1.0,BUY,daily_reentry,28874.877551020407,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-27,1.0,0.6,SELL,gap_floor,27969.448979591834,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-30,0.6,0.75,BUY,daily_reentry,28107.224489795917,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-03-31,0.75,0.9,BUY,daily_reentry,28363.102040816324,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-01,0.9,1.0,BUY,daily_reentry,28008.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-03,1.0,0.75,SELL,gap_floor,28225.32653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-06,0.75,0.9,BUY,daily_reentry,28933.918367346938,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-07,0.9,1.0,BUY,daily_reentry,28776.448979591834,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-10,1.0,0.9500000000000001,SELL,two_close_floor,29327.571428571428,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-13,0.9500000000000001,1.0,BUY,daily_reentry,29111.061224489793,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-17,1.0,0.75,SELL,gap_floor,28540.26530612245,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-21,0.75,0.9,BUY,daily_reentry,28422.16326530612,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-22,0.9,1.0,BUY,daily_reentry,28756.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-24,1.0,0.6,SELL,gap_floor,27752.938775510203,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-29,0.6,0.75,BUY,daily_reentry,27260.85714285714,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-04-30,0.75,0.9,BUY,daily_reentry,27752.938775510203,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-04,0.9,0.65,SELL,gap_floor,27556.102040816324,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-07,0.65,0.8,BUY,daily_reentry,26965.632653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-12,0.8,0.4,SELL,gap_floor,26197.97959183673,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-13,0.4,0.55,BUY,daily_reentry,26237.346938775507,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-14,0.55,0.7000000000000001,BUY,daily_reentry,26375.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-19,0.7000000000000001,0.5,SELL,gap_floor,26335.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-20,0.5,0.65,BUY,daily_reentry,26886.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-21,0.65,0.8,BUY,daily_reentry,26611.32653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-22,0.8,0.9500000000000001,BUY,daily_reentry,26571.95918367347,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-26,0.9500000000000001,1.0,BUY,daily_reentry,26808.16326530612,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-05-27,1.0,0.6,SELL,gap_floor,25863.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-02,0.6,0.75,BUY,daily_reentry,25646.85714285714,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-03,0.75,0.35,SELL,gap_floor,25056.367346938772,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-04,0.35,0.5,BUY,daily_reentry,26316.08163265306,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-05,0.5,0.65,BUY,daily_reentry,26394.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-08,0.65,0.8,BUY,daily_reentry,25863.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-10,0.8,0.4,SELL,gap_floor,24839.85714285714,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-17,0.4,0.35,SELL,gap_floor,24682.408163265303,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-23,0.35,0.5,BUY,daily_reentry,26001.16326530612,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-06-24,0.5,0.35,SELL,gap_floor,25627.183673469386,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-10-27,0.35,0.5,BUY,daily_reentry,25568.448979591834,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-10-28,0.5,0.65,BUY,daily_reentry,25765.448979591834,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-10-29,0.65,0.8,BUY,daily_reentry,26100.30612244898,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-10-30,0.8,0.9500000000000001,BUY,daily_reentry,27026.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-02,0.9500000000000001,0.7000000000000001,SELL,gap_floor,27242.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-03,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,26632.16326530612,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-04,0.8500000000000001,1.0,BUY,daily_reentry,26198.795918367345,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-09,1.0,0.75,SELL,gap_floor,26474.571428571428,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-11,0.75,0.9,BUY,daily_reentry,26257.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-16,0.9,0.5,SELL,gap_floor,24879.020408163262,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-23,0.5,0.35,SELL,gap_floor,25253.285714285714,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-24,0.35,0.5,BUY,daily_reentry,25588.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-25,0.5,0.65,BUY,daily_reentry,25588.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-26,0.65,0.8,BUY,daily_reentry,26297.30612244898,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-27,0.8,0.9500000000000001,BUY,daily_reentry,26139.714285714283,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-11-30,0.9500000000000001,0.55,SELL,gap_floor,25292.67346938775,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-01,0.55,0.7000000000000001,BUY,daily_reentry,26021.51020408163,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-02,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,25607.85714285714,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-07,0.8500000000000001,0.45000000000000007,SELL,gap_floor,24859.30612244898,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-14,0.45000000000000007,0.35,SELL,gap_floor,24839.61224489796,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-16,0.35,0.5,BUY,daily_reentry,25588.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-17,0.5,0.65,BUY,daily_reentry,25410.877551020407,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-21,0.65,0.35,SELL,gap_floor,25213.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-22,0.35,0.5,BUY,daily_reentry,25450.26530612245,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-23,0.5,0.65,BUY,daily_reentry,25509.367346938772,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-24,0.65,0.8,BUY,daily_reentry,25312.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-29,0.8,0.4,SELL,gap_floor,25098.224489795917,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2015-12-30,0.4,0.55,BUY,daily_reentry,25218.30612244898,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-01-07,0.55,0.35,SELL,gap_floor,23276.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-03,0.35,0.5,BUY,daily_reentry,24417.734693877548,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-04,0.5,0.65,BUY,daily_reentry,24317.65306122449,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-07,0.65,0.8,BUY,daily_reentry,24477.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-09,0.8,0.4,SELL,gap_floor,23897.346938775507,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-10,0.4,0.55,BUY,daily_reentry,24517.795918367345,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-11,0.55,0.7000000000000001,BUY,daily_reentry,24998.16326530612,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-14,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,25118.244897959183,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-15,0.8500000000000001,1.0,BUY,daily_reentry,25078.20408163265,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-16,1.0,0.75,SELL,gap_floor,25138.244897959183,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-17,0.75,0.9,BUY,daily_reentry,25278.367346938772,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-18,0.9,1.0,BUY,daily_reentry,25478.51020408163,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-23,1.0,0.75,SELL,gap_floor,25598.591836734693,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-24,0.75,0.9,BUY,daily_reentry,25658.632653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-25,0.9,1.0,BUY,daily_reentry,25778.714285714283,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-30,1.0,0.75,SELL,gap_floor,26179.020408163262,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-03-31,0.75,0.9,BUY,daily_reentry,26259.061224489793,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-04,0.9,1.0,BUY,daily_reentry,26118.95918367347,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-06,1.0,0.75,SELL,gap_floor,25718.67346938775,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-07,0.75,0.9,BUY,daily_reentry,25398.448979591834,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-11,0.9,1.0,BUY,daily_reentry,25338.408163265303,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-14,1.0,0.75,SELL,gap_floor,26018.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-15,0.75,0.9,BUY,daily_reentry,26018.897959183672,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-18,0.9,1.0,BUY,daily_reentry,25998.877551020407,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-21,1.0,0.75,SELL,gap_floor,25898.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-25,0.75,0.9,BUY,daily_reentry,25638.61224489796,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-26,0.9,1.0,BUY,daily_reentry,25938.836734693876,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-04-28,1.0,0.6,SELL,gap_floor,25318.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-02,0.6,0.75,BUY,daily_reentry,25018.16326530612,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-03,0.75,0.9,BUY,daily_reentry,25238.32653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-04,0.9,1.0,BUY,daily_reentry,25818.755102040814,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-09,1.0,0.75,SELL,gap_floor,25998.877551020407,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-10,0.75,0.9,BUY,daily_reentry,25938.836734693876,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-11,0.9,1.0,BUY,daily_reentry,25858.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-16,1.0,0.6,SELL,gap_floor,24978.142857142855,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-17,0.6,0.75,BUY,daily_reentry,25298.367346938772,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-18,0.75,0.9,BUY,daily_reentry,25378.42857142857,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-19,0.9,1.0,BUY,daily_reentry,25418.4693877551,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-23,1.0,0.75,SELL,gap_floor,25738.693877551017,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-24,0.75,0.9,BUY,daily_reentry,25438.4693877551,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-25,0.9,1.0,BUY,daily_reentry,25918.81632653061,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-30,1.0,0.75,SELL,gap_floor,25618.61224489796,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-05-31,0.75,0.9,BUY,daily_reentry,25858.77551020408,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-01,0.9,1.0,BUY,daily_reentry,26679.367346938772,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-07,1.0,0.75,SELL,gap_floor,27980.32653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-08,0.75,0.9,BUY,daily_reentry,28140.42857142857,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-09,0.9,1.0,BUY,daily_reentry,28620.795918367345,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-14,1.0,0.75,SELL,gap_floor,27620.061224489793,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-15,0.75,0.9,BUY,daily_reentry,28280.530612244896,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-16,0.9,1.0,BUY,daily_reentry,28200.4693877551,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-21,1.0,0.9500000000000001,SELL,two_close_floor,28981.040816326527,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-22,0.9500000000000001,1.0,BUY,daily_reentry,28920.999999999996,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-28,1.0,0.75,SELL,gap_floor,28000.32653061224,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-06-30,0.75,0.9,BUY,daily_reentry,28541.12244897959,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-07-01,0.9,1.0,BUY,daily_reentry,29362.306122448976,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-07-05,1.0,0.9500000000000001,SELL,two_close_floor,29422.387755102038,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-07-06,0.9500000000000001,1.0,BUY,daily_reentry,28460.999999999996,30249.836734693876,11342.38775510204,29433.601180918184
|
||||
2016-09-12,1.0,0.6,SELL,gap_floor,29342.26530612245,33788.67346938775,11342.38775510204,31490.66851010496
|
||||
2016-09-13,0.6,0.75,BUY,daily_reentry,30584.061224489793,33788.67346938775,11342.38775510204,31490.66851010496
|
||||
2016-09-19,0.75,0.9,BUY,daily_reentry,31204.959183673465,33788.67346938775,11342.38775510204,31490.66851010496
|
||||
2016-09-20,0.9,1.0,BUY,daily_reentry,31745.734693877548,33788.67346938775,11342.38775510204,31490.66851010496
|
||||
2016-09-26,1.0,0.9500000000000001,SELL,two_close_floor,31405.244897959183,33788.67346938775,11342.38775510204,31490.66851010496
|
||||
2016-09-27,0.9500000000000001,1.0,BUY,daily_reentry,31425.26530612245,33788.67346938775,11342.38775510204,31490.66851010496
|
||||
2016-10-12,1.0,0.8,SELL,two_close_floor,30744.28571428571,34169.22448979592,11342.38775510204,31490.66851010496
|
||||
2016-10-13,0.8,0.9500000000000001,BUY,daily_reentry,31184.918367346938,34169.22448979592,11342.38775510204,31490.66851010496
|
||||
2016-10-14,0.9500000000000001,1.0,BUY,daily_reentry,31585.489795918365,34169.22448979592,11342.38775510204,31490.66851010496
|
||||
2016-11-15,1.0,0.8,SELL,two_close_floor,30824.408163265303,34169.22448979592,11342.38775510204,31772.624510063557
|
||||
2016-11-16,0.8,0.9500000000000001,BUY,daily_reentry,31204.959183673465,34169.22448979592,11342.38775510204,31816.405912220915
|
||||
2016-11-17,0.9500000000000001,1.0,BUY,daily_reentry,31405.244897959183,34169.22448979592,11342.38775510204,31817.449455882583
|
||||
2017-07-31,1.0,0.9500000000000001,SELL,two_close_floor,49050.428571428565,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-01,0.9500000000000001,1.0,BUY,daily_reentry,49457.489795918365,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-07,1.0,0.8,SELL,two_close_floor,48419.489795918365,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-08,0.8,0.9500000000000001,BUY,daily_reentry,48561.95918367347,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-14,0.9500000000000001,0.7000000000000001,SELL,gap_floor,45793.95918367347,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-16,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,47015.142857142855,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-17,0.8500000000000001,1.0,BUY,daily_reentry,47869.95918367347,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-22,1.0,0.9500000000000001,SELL,two_close_floor,47829.26530612245,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-23,0.9500000000000001,1.0,BUY,daily_reentry,48317.734693877544,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-29,1.0,0.6,SELL,gap_floor,46893.02040816326,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-30,0.6,0.75,BUY,daily_reentry,47015.142857142855,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-08-31,0.75,0.9,BUY,daily_reentry,47137.26530612245,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-09-01,0.9,1.0,BUY,daily_reentry,47300.081632653055,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-09-05,1.0,0.75,SELL,gap_floor,47585.02040816326,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-09-06,0.75,0.9,BUY,daily_reentry,47829.26530612245,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-09-07,0.9,1.0,BUY,daily_reentry,48969.02040816326,52103.36734693877,11342.38775510204,49514.70717656707
|
||||
2017-11-28,1.0,0.9500000000000001,SELL,two_close_floor,54367.3469387755,58387.755102040814,11342.38775510204,54742.642468460326
|
||||
2017-12-01,0.9500000000000001,1.0,BUY,daily_reentry,51877.55102040816,58387.755102040814,11342.38775510204,54913.29159441004
|
||||
2017-12-05,1.0,0.75,SELL,gap_floor,52306.122448979586,58387.755102040814,11342.38775510204,54913.29159441004
|
||||
2017-12-07,0.75,0.9,BUY,daily_reentry,51775.51020408163,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-08,0.9,1.0,BUY,daily_reentry,53061.22448979592,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-12,1.0,0.75,SELL,gap_floor,53163.26530612245,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-13,0.75,0.9,BUY,daily_reentry,52367.3469387755,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-14,0.9,1.0,BUY,daily_reentry,52102.040816326524,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-19,1.0,0.75,SELL,gap_floor,52612.24489795918,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-22,0.75,0.9,BUY,daily_reentry,50714.28571428571,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-27,0.9,1.0,BUY,daily_reentry,50367.3469387755,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2017-12-28,1.0,0.75,SELL,gap_floor,51999.99999999999,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2018-01-01,0.75,0.9,BUY,daily_reentry,51999.99999999999,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2018-01-02,0.9,1.0,BUY,daily_reentry,52061.22448979592,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2018-01-05,1.0,0.75,SELL,gap_floor,53183.67346938775,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2018-01-08,0.75,0.9,BUY,daily_reentry,53081.63265306122,58387.755102040814,11342.38775510204,54962.05416199475
|
||||
2018-01-12,0.9,0.5,SELL,gap_floor,49183.67346938775,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-16,0.5,0.65,BUY,daily_reentry,51020.4081632653,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-17,0.65,0.8,BUY,daily_reentry,50632.65306122448,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-18,0.8,0.9500000000000001,BUY,daily_reentry,50918.36734693877,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-19,0.9500000000000001,0.7000000000000001,SELL,gap_floor,50326.5306122449,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-23,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,50163.26530612245,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-24,0.8500000000000001,1.0,BUY,daily_reentry,50346.9387755102,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-26,1.0,0.75,SELL,gap_floor,51816.32653061224,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-29,0.75,0.9,BUY,daily_reentry,52265.30612244897,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-01-30,0.9,1.0,BUY,daily_reentry,50816.32653061224,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-02-02,1.0,0.6,SELL,gap_floor,48673.469387755096,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-02-09,0.6,0.35,SELL,gap_floor,45612.24489795918,58387.755102040814,11342.38775510204,54984.576887479365
|
||||
2018-03-09,0.35,0.5,BUY,daily_reentry,50755.102040816324,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-13,0.5,0.65,BUY,daily_reentry,52714.28571428571,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-14,0.65,0.8,BUY,daily_reentry,52816.32653061224,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-15,0.8,0.9500000000000001,BUY,daily_reentry,52591.836734693876,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-16,0.9500000000000001,1.0,BUY,daily_reentry,52183.67346938775,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-19,1.0,0.75,SELL,gap_floor,51775.51020408163,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-20,0.75,0.9,BUY,daily_reentry,52244.89795918367,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-21,0.9,1.0,BUY,daily_reentry,52102.040816326524,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-26,1.0,0.75,SELL,gap_floor,51306.122448979586,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-03-27,0.75,0.9,BUY,daily_reentry,50999.99999999999,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-02,0.9,0.5,SELL,gap_floor,49530.61224489796,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-09,0.5,0.35,SELL,gap_floor,49200.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-18,0.35,0.5,BUY,daily_reentry,51360.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-19,0.5,0.65,BUY,daily_reentry,52780.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-20,0.65,0.8,BUY,daily_reentry,51620.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-23,0.8,0.55,SELL,gap_floor,51900.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-26,0.55,0.7000000000000001,BUY,daily_reentry,52140.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-27,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,53000.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-04-30,0.8500000000000001,0.6000000000000001,SELL,gap_floor,53000.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-02,0.6000000000000001,0.7500000000000001,BUY,daily_reentry,53000.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-03,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,53000.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-08,0.9000000000000001,1.0,BUY,daily_reentry,52600.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-09,1.0,0.6,SELL,gap_floor,50900.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-10,0.6,0.75,BUY,daily_reentry,51600.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-17,0.75,0.35,SELL,gap_floor,49400.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-23,0.35,0.5,BUY,daily_reentry,51800.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-24,0.5,0.65,BUY,daily_reentry,51400.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-25,0.65,0.5,SELL,gap_floor,52700.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-05-28,0.5,0.65,BUY,daily_reentry,52300.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2018-06-01,0.65,0.35,SELL,gap_floor,51300.0,58387.755102040814,11342.38775510204,55500.722953676355
|
||||
2019-01-30,0.35,0.5,BUY,daily_reentry,46400.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-01-31,0.5,0.65,BUY,daily_reentry,46150.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-01,0.65,0.8,BUY,daily_reentry,46350.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-07,0.8,0.9500000000000001,BUY,daily_reentry,46200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-08,0.9500000000000001,0.55,SELL,gap_floor,44800.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-12,0.55,0.7000000000000001,BUY,daily_reentry,46050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-13,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,46200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-14,0.8500000000000001,1.0,BUY,daily_reentry,47500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-15,1.0,0.75,SELL,gap_floor,46050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-18,0.75,0.9,BUY,daily_reentry,46200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-20,0.9,1.0,BUY,daily_reentry,46900.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-22,1.0,0.75,SELL,gap_floor,47150.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-25,0.75,0.9,BUY,daily_reentry,47350.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-02-26,0.9,1.0,BUY,daily_reentry,46750.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-04,1.0,0.6,SELL,gap_floor,44850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-11,0.6,0.35,SELL,gap_floor,43650.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-21,0.35,0.5,BUY,daily_reentry,45850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-22,0.5,0.65,BUY,daily_reentry,46550.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-25,0.65,0.5,SELL,gap_floor,45500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-26,0.5,0.65,BUY,daily_reentry,45250.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-03-27,0.65,0.8,BUY,daily_reentry,45350.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-02,0.8,0.55,SELL,gap_floor,45750.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-03,0.55,0.7000000000000001,BUY,daily_reentry,46600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-04,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,46950.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-05,0.8500000000000001,1.0,BUY,daily_reentry,46850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-09,1.0,0.75,SELL,gap_floor,46650.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-10,0.75,0.9,BUY,daily_reentry,46700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-12,0.9,1.0,BUY,daily_reentry,46850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-16,1.0,0.75,SELL,gap_floor,47250.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-17,0.75,0.9,BUY,daily_reentry,47050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-22,0.9,1.0,BUY,daily_reentry,45350.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-23,1.0,0.6,SELL,gap_floor,45200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-26,0.6,0.75,BUY,daily_reentry,44850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-29,0.75,0.9,BUY,daily_reentry,46150.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-04-30,0.9,0.65,SELL,gap_floor,45850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-05-02,0.65,0.8,BUY,daily_reentry,45900.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-05-03,0.8,0.9500000000000001,BUY,daily_reentry,45300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-05-09,0.9500000000000001,0.55,SELL,gap_floor,42450.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-05-17,0.55,0.35,SELL,gap_floor,41200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-07,0.35,0.5,BUY,daily_reentry,44200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-11,0.5,0.65,BUY,daily_reentry,44850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-12,0.65,0.8,BUY,daily_reentry,44600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-14,0.8,0.9500000000000001,BUY,daily_reentry,44000.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-17,0.9500000000000001,0.7000000000000001,SELL,gap_floor,43900.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-18,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,44350.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-19,0.8500000000000001,1.0,BUY,daily_reentry,45350.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-24,1.0,0.75,SELL,gap_floor,45500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-25,0.75,0.9,BUY,daily_reentry,45600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-06-26,0.9,1.0,BUY,daily_reentry,45700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-01,1.0,0.75,SELL,gap_floor,46600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-02,0.75,0.9,BUY,daily_reentry,46250.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-04,0.9,1.0,BUY,daily_reentry,46000.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-08,1.0,0.6,SELL,gap_floor,44400.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-09,0.6,0.75,BUY,daily_reentry,45100.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-10,0.75,0.9,BUY,daily_reentry,45550.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-11,0.9,1.0,BUY,daily_reentry,46200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-15,1.0,0.75,SELL,gap_floor,46450.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-16,0.75,0.9,BUY,daily_reentry,46850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-17,0.9,1.0,BUY,daily_reentry,46050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-22,1.0,0.75,SELL,gap_floor,47200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-23,0.75,0.9,BUY,daily_reentry,47300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-24,0.9,1.0,BUY,daily_reentry,46400.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-29,1.0,0.6,SELL,gap_floor,46100.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-07-30,0.6,0.75,BUY,daily_reentry,46550.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-05,0.75,0.35,SELL,gap_floor,43950.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-20,0.35,0.5,BUY,daily_reentry,44450.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-21,0.5,0.65,BUY,daily_reentry,44500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-22,0.65,0.8,BUY,daily_reentry,44050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-27,0.8,0.55,SELL,gap_floor,44050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-28,0.55,0.7000000000000001,BUY,daily_reentry,44150.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-08-30,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,44000.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-03,0.8500000000000001,0.45000000000000007,SELL,gap_floor,43250.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-04,0.45000000000000007,0.6000000000000001,BUY,daily_reentry,44100.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-05,0.6000000000000001,0.7500000000000001,BUY,daily_reentry,45700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-06,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,46300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-09,0.9000000000000001,1.0,BUY,daily_reentry,46900.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-10,1.0,0.75,SELL,gap_floor,47000.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-11,0.75,0.9,BUY,daily_reentry,47150.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-16,0.9,1.0,BUY,daily_reentry,47100.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-19,1.0,0.75,SELL,gap_floor,49150.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-20,0.75,0.9,BUY,daily_reentry,49200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-23,0.9,1.0,BUY,daily_reentry,49300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-26,1.0,0.75,SELL,gap_floor,49200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-09-30,0.75,0.9,BUY,daily_reentry,49050.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-01,0.9,1.0,BUY,daily_reentry,48850.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-04,1.0,0.75,SELL,gap_floor,48000.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-07,0.75,0.9,BUY,daily_reentry,47750.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-08,0.9,1.0,BUY,daily_reentry,48900.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-14,1.0,0.75,SELL,gap_floor,50000.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-15,0.75,0.9,BUY,daily_reentry,50100.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-16,0.9,1.0,BUY,daily_reentry,50700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-21,1.0,0.75,SELL,gap_floor,50300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-22,0.75,0.9,BUY,daily_reentry,51200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-23,0.9,1.0,BUY,daily_reentry,51200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-28,1.0,0.75,SELL,gap_floor,51300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-10-29,0.75,0.9,BUY,daily_reentry,51100.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-01,0.9,1.0,BUY,daily_reentry,51200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-04,1.0,0.75,SELL,gap_floor,52300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-05,0.75,0.9,BUY,daily_reentry,52700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-06,0.9,1.0,BUY,daily_reentry,53300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-11,1.0,0.6,SELL,gap_floor,51600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-12,0.6,0.75,BUY,daily_reentry,52600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-13,0.75,0.9,BUY,daily_reentry,52500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-14,0.9,1.0,BUY,daily_reentry,52800.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-18,1.0,0.75,SELL,gap_floor,53500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-19,0.75,0.9,BUY,daily_reentry,53500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-22,0.9,1.0,BUY,daily_reentry,51600.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-25,1.0,0.75,SELL,gap_floor,51800.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-26,0.75,0.9,BUY,daily_reentry,51800.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-11-27,0.9,1.0,BUY,daily_reentry,52200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-02,1.0,0.75,SELL,gap_floor,50400.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-05,0.75,0.9,BUY,daily_reentry,49500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-06,0.9,1.0,BUY,daily_reentry,50400.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-09,1.0,0.75,SELL,gap_floor,51200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-10,0.75,0.9,BUY,daily_reentry,51500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-11,0.9,1.0,BUY,daily_reentry,51900.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-16,1.0,0.75,SELL,gap_floor,54700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-17,0.75,0.9,BUY,daily_reentry,56700.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-18,0.9,1.0,BUY,daily_reentry,56300.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-23,1.0,0.9500000000000001,SELL,two_close_floor,55500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2019-12-26,0.9500000000000001,1.0,BUY,daily_reentry,55400.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2020-01-02,1.0,0.75,SELL,gap_floor,55200.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2020-01-03,0.75,0.9,BUY,daily_reentry,55500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2020-01-06,0.9,1.0,BUY,daily_reentry,55500.0,58387.755102040814,11342.38775510204,56936.673286843776
|
||||
2020-01-31,1.0,0.8,SELL,two_close_floor,56400.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-02-03,0.8,0.9500000000000001,BUY,daily_reentry,57200.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-02-04,0.9500000000000001,1.0,BUY,daily_reentry,58900.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-02-25,1.0,0.9500000000000001,SELL,two_close_floor,57900.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-03-02,0.9500000000000001,1.0,BUY,daily_reentry,55000.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-03-03,1.0,0.75,SELL,gap_floor,55400.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-03-04,0.75,0.9,BUY,daily_reentry,57400.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-03-05,0.9,1.0,BUY,daily_reentry,57800.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-03-10,1.0,0.6,SELL,gap_floor,54600.0,62400.0,11342.38775510204,58120.72643616914
|
||||
2020-03-17,0.6,0.35,SELL,gap_floor,47300.0,62400.0,11342.38775510204,58412.31597103855
|
||||
2020-04-17,0.35,0.5,BUY,daily_reentry,51400.0,62400.0,11342.38775510204,58944.0
|
||||
2020-04-22,0.5,0.35,SELL,gap_floor,49850.0,62400.0,11342.38775510204,59038.99688737459
|
||||
2020-06-03,0.35,0.5,BUY,daily_reentry,54500.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-04,0.5,0.65,BUY,daily_reentry,54600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-05,0.65,0.8,BUY,daily_reentry,55500.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-08,0.8,0.55,SELL,gap_floor,54900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-09,0.55,0.7000000000000001,BUY,daily_reentry,55500.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-10,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,55400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-15,0.8500000000000001,0.45000000000000007,SELL,gap_floor,49900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-16,0.45000000000000007,0.6000000000000001,BUY,daily_reentry,52100.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-17,0.6000000000000001,0.7500000000000001,BUY,daily_reentry,52200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-18,0.7500000000000001,0.9000000000000001,BUY,daily_reentry,52300.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-19,0.9000000000000001,1.0,BUY,daily_reentry,52900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-22,1.0,0.6,SELL,gap_floor,52000.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-24,0.6,0.75,BUY,daily_reentry,52900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-26,0.75,0.9,BUY,daily_reentry,53300.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-29,0.9,0.65,SELL,gap_floor,52400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-06-30,0.65,0.8,BUY,daily_reentry,52800.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-01,0.8,0.9500000000000001,BUY,daily_reentry,52600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-02,0.9500000000000001,1.0,BUY,daily_reentry,52900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-06,1.0,0.75,SELL,gap_floor,55000.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-07,0.75,0.9,BUY,daily_reentry,53400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-08,0.9,1.0,BUY,daily_reentry,53000.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-13,1.0,0.75,SELL,gap_floor,53400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-14,0.75,0.9,BUY,daily_reentry,53800.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-15,0.9,1.0,BUY,daily_reentry,54700.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-20,1.0,0.75,SELL,gap_floor,54200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-21,0.75,0.9,BUY,daily_reentry,55300.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-22,0.9,1.0,BUY,daily_reentry,54700.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-27,1.0,0.75,SELL,gap_floor,55600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-28,0.75,0.9,BUY,daily_reentry,58600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-07-29,0.9,1.0,BUY,daily_reentry,59000.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-03,1.0,0.75,SELL,gap_floor,56800.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-04,0.75,0.9,BUY,daily_reentry,57300.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-05,0.9,1.0,BUY,daily_reentry,56900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-10,1.0,0.75,SELL,gap_floor,57800.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-11,0.75,0.9,BUY,daily_reentry,58200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-12,0.9,1.0,BUY,daily_reentry,59000.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-18,1.0,0.75,SELL,gap_floor,58400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-21,0.75,0.9,BUY,daily_reentry,55900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-24,0.9,1.0,BUY,daily_reentry,56100.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-25,1.0,0.75,SELL,gap_floor,56400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-26,0.75,0.9,BUY,daily_reentry,56400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-08-27,0.9,1.0,BUY,daily_reentry,55600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-01,1.0,0.75,SELL,gap_floor,54200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-02,0.75,0.9,BUY,daily_reentry,54400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-03,0.9,1.0,BUY,daily_reentry,56400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-08,1.0,0.9500000000000001,SELL,two_close_floor,58700.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-09,0.9500000000000001,1.0,BUY,daily_reentry,58400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-18,1.0,0.9500000000000001,SELL,two_close_floor,59300.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-23,0.9500000000000001,1.0,BUY,daily_reentry,58600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-25,1.0,0.75,SELL,gap_floor,57900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-28,0.75,0.9,BUY,daily_reentry,58200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-09-29,0.9,1.0,BUY,daily_reentry,58200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-07,1.0,0.9500000000000001,SELL,two_close_floor,59900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-08,0.9500000000000001,1.0,BUY,daily_reentry,59700.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-16,1.0,0.8,SELL,two_close_floor,59500.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-19,0.8,0.9500000000000001,BUY,daily_reentry,60000.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-20,0.9500000000000001,1.0,BUY,daily_reentry,60900.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-23,1.0,0.9500000000000001,SELL,two_close_floor,60200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-26,0.9500000000000001,1.0,BUY,daily_reentry,60400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-10-30,1.0,0.6,SELL,gap_floor,56600.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-11-02,0.6,0.75,BUY,daily_reentry,57400.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-11-03,0.75,0.9,BUY,daily_reentry,58800.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-11-04,0.9,1.0,BUY,daily_reentry,58500.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-11-06,1.0,0.9500000000000001,SELL,two_close_floor,60100.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2020-11-09,0.9500000000000001,1.0,BUY,daily_reentry,60200.0,62400.0,11342.38775510204,60501.51532456996
|
||||
2021-02-19,1.0,0.9500000000000001,SELL,two_close_floor,82600.0,91000.0,11342.38775510204,83772.59406860388
|
||||
2021-02-22,0.9500000000000001,1.0,BUY,daily_reentry,82200.0,91000.0,11342.38775510204,83859.77250546614
|
||||
2021-03-02,1.0,0.9500000000000001,SELL,two_close_floor,83600.0,91000.0,11342.38775510204,84276.78231748658
|
||||
2021-03-03,0.9500000000000001,1.0,BUY,daily_reentry,84000.0,91000.0,11342.38775510204,84276.78231748658
|
||||
2021-03-09,1.0,0.6,SELL,gap_floor,81400.0,91000.0,11342.38775510204,84988.4903063823
|
||||
2021-03-11,0.6,0.75,BUY,daily_reentry,82000.0,91000.0,11342.38775510204,85026.1954781754
|
||||
2021-03-12,0.75,0.9,BUY,daily_reentry,82800.0,91000.0,11342.38775510204,85026.1954781754
|
||||
2021-03-15,0.9,1.0,BUY,daily_reentry,81800.0,91000.0,11342.38775510204,85026.1954781754
|
||||
2021-03-16,1.0,0.9500000000000001,SELL,two_close_floor,82800.0,91000.0,11342.38775510204,85026.1954781754
|
||||
2021-03-17,0.9500000000000001,1.0,BUY,daily_reentry,82300.0,91000.0,11342.38775510204,85208.42044433704
|
||||
2021-03-23,1.0,0.6,SELL,gap_floor,81800.0,91000.0,11342.38775510204,85746.56366116644
|
||||
2021-03-25,0.6,0.75,BUY,daily_reentry,81200.0,91000.0,11342.38775510204,86095.68099922656
|
||||
2021-03-26,0.75,0.9,BUY,daily_reentry,81500.0,91000.0,11342.38775510204,86493.55064773858
|
||||
2021-03-29,0.9,1.0,BUY,daily_reentry,81600.0,91000.0,11342.38775510204,86887.4337487275
|
||||
2021-03-30,1.0,0.75,SELL,gap_floor,82200.0,91000.0,11342.38775510204,87103.02323373765
|
||||
2021-03-31,0.75,0.9,BUY,daily_reentry,81400.0,91000.0,11342.38775510204,87137.05572661047
|
||||
2021-04-01,0.9,1.0,BUY,daily_reentry,82900.0,91000.0,11342.38775510204,87137.05572661047
|
||||
2021-04-06,1.0,0.9500000000000001,SELL,two_close_floor,86000.0,91000.0,11342.38775510204,87137.05572661047
|
||||
2021-04-07,0.9500000000000001,1.0,BUY,daily_reentry,85600.0,91000.0,11342.38775510204,87137.05572661047
|
||||
2021-04-13,1.0,0.75,SELL,gap_floor,84000.0,91000.0,11342.38775510204,87137.05572661047
|
||||
2021-04-14,0.75,0.9,BUY,daily_reentry,84000.0,91000.0,11342.38775510204,87137.05572661047
|
||||
2021-04-15,0.9,1.0,BUY,daily_reentry,84100.0,91000.0,11342.38775510204,87137.05572661047
|
||||
|
@@ -0,0 +1,99 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-09-14,1.0,0.6,SELL,gap_floor,10082.73469387755,12458.367346938774,11342.38775510204,11877.81399392608
|
||||
2007-09-21,0.6,0.25,SELL,gap_floor,9683.795918367347,12458.367346938774,11342.38775510204,11918.238691794892
|
||||
2008-01-30,0.25,0.45,BUY,reentry_reclaim50_breakout20,10491.367346938774,10491.367346938774,10491.367346938774,
|
||||
2008-03-21,0.45,0.65,BUY,reentry_reclaim50_breakout20,11152.816326530612,11152.816326530612,11152.816326530612,
|
||||
2008-04-11,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,12494.102040816326,12494.102040816326,12494.102040816326,11618.178189638165
|
||||
2008-04-25,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,12677.836734693876,12677.836734693876,12677.836734693876,
|
||||
2008-05-23,1.0,0.8,SELL,two_close_floor,12990.183673469386,14037.489795918365,12677.836734693876,13134.731439689502
|
||||
2008-06-26,0.8,0.4,SELL,gap_floor,12218.489795918367,14037.489795918365,12677.836734693876,13227.539339376723
|
||||
2008-07-08,0.4,0.25,SELL,trend_crisis,10903.795918367347,14037.489795918365,12677.836734693876,
|
||||
2009-02-06,0.25,0.45,BUY,reentry_reclaim50_breakout20,10132.285714285714,10132.285714285714,10132.285714285714,
|
||||
2009-03-11,0.45,0.65,BUY,reentry_reclaim50_breakout20,9760.448979591836,9760.448979591836,9760.448979591836,
|
||||
2009-03-26,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,10597.061224489795,10597.061224489795,10597.061224489795,
|
||||
2009-04-10,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,11210.591836734693,11210.591836734693,11210.591836734693,
|
||||
2009-10-06,1.0,0.8,SELL,two_close_floor,13862.183673469386,15350.755102040815,11210.591836734693,14182.005151928364
|
||||
2009-10-13,0.8,0.6000000000000001,SELL,two_close_floor,14085.469387755102,15350.755102040815,11210.591836734693,14182.005151928364
|
||||
2009-10-20,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,13992.448979591836,15350.755102040815,11210.591836734693,14182.005151928364
|
||||
2009-10-27,0.4000000000000001,0.25,SELL,two_close_floor,13806.367346938774,15350.755102040815,11210.591836734693,14182.005151928364
|
||||
2009-12-30,0.25,0.45,BUY,reentry_reclaim50_breakout20,15009.999999999998,15009.999999999998,15009.999999999998,14505.922918959273
|
||||
2010-01-15,0.45,0.65,BUY,reentry_reclaim50_breakout20,15817.81632653061,15817.81632653061,15817.81632653061,
|
||||
2010-11-22,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,16015.632653061224,16015.632653061224,16015.632653061224,
|
||||
2010-12-07,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,17016.61224489796,17016.61224489796,17016.61224489796,
|
||||
2011-02-11,1.0,0.8,SELL,two_close_floor,17373.632653061224,19177.448979591834,17016.61224489796,17877.319940407597
|
||||
2011-02-23,0.8,0.6000000000000001,SELL,two_close_floor,17658.448979591834,19177.448979591834,17016.61224489796,17877.319940407597
|
||||
2011-03-03,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,17525.530612244896,19177.448979591834,17016.61224489796,17877.319940407597
|
||||
2011-03-10,0.4000000000000001,0.25,SELL,gap_floor,16443.244897959183,19177.448979591834,17016.61224489796,17997.100780696193
|
||||
2011-10-20,0.25,0.45,BUY,reentry_reclaim50_breakout20,17232.08163265306,17232.08163265306,17232.08163265306,
|
||||
2011-11-04,0.45,0.65,BUY,reentry_reclaim50_breakout20,19093.979591836734,19093.979591836734,19093.979591836734,17910.765983490423
|
||||
2011-12-01,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,20404.918367346938,20404.918367346938,20404.918367346938,
|
||||
2012-01-02,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,20614.979591836734,20614.979591836734,20614.979591836734,
|
||||
2012-05-14,1.0,0.8,SELL,two_close_floor,25081.551020408162,26913.999999999996,20614.979591836734,25121.338523697556
|
||||
2012-05-21,0.8,0.4,SELL,gap_floor,23077.326530612245,26913.999999999996,20614.979591836734,25298.19890454469
|
||||
2012-05-29,0.4,0.25,SELL,gap_floor,23630.877551020407,26913.999999999996,20614.979591836734,25298.19890454469
|
||||
2012-09-14,0.25,0.45,BUY,reentry_reclaim50_breakout20,25512.408163265303,25512.408163265303,25512.408163265303,25563.061979793616
|
||||
2012-09-28,0.45,0.65,BUY,reentry_reclaim50_breakout20,25703.387755102038,25703.387755102038,25703.387755102038,
|
||||
2012-11-07,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,26008.918367346938,26008.918367346938,26008.918367346938,
|
||||
2012-11-21,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,26429.040816326527,26429.040816326527,26429.040816326527,
|
||||
2013-01-25,1.0,0.8,SELL,two_close_floor,27197.97959183673,30249.836734693876,26429.040816326527,28042.162220070375
|
||||
2013-02-01,0.8,0.6000000000000001,SELL,two_close_floor,27658.63265306122,30249.836734693876,26429.040816326527,28062.190244226393
|
||||
2013-02-08,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,28061.693877551017,30249.836734693876,26429.040816326527,28062.190244226393
|
||||
2013-03-06,0.4000000000000001,0.6000000000000001,BUY,reentry_reclaim50_breakout20,29942.714285714283,29942.714285714283,29942.714285714283,28402.28042810638
|
||||
2013-04-11,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,29558.836734693876,29558.836734693876,29558.836734693876,
|
||||
2013-06-26,0.8,0.55,SELL,trend_crisis,24203.693877551017,29635.61224489796,29558.836734693876,
|
||||
2013-07-08,0.55,0.30000000000000004,SELL,trend_crisis,23541.244897959183,29635.61224489796,29558.836734693876,
|
||||
2013-08-06,0.30000000000000004,0.25,SELL,trend_crisis,24078.897959183672,29635.61224489796,29558.836734693876,
|
||||
2013-09-16,0.25,0.45,BUY,reentry_reclaim50_breakout20,27362.367346938772,27362.367346938772,27362.367346938772,
|
||||
2013-10-07,0.45,0.65,BUY,reentry_reclaim50_breakout20,27573.591836734693,27573.591836734693,27573.591836734693,
|
||||
2013-10-28,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,28456.877551020407,28456.877551020407,28456.877551020407,
|
||||
2014-04-24,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,27284.16326530612,27284.16326530612,27284.16326530612,
|
||||
2014-09-02,1.0,0.75,SELL,trend_crisis,23162.448979591834,28505.836734693876,27284.16326530612,
|
||||
2014-09-12,0.75,0.5,SELL,trend_crisis,23298.244897959183,28505.836734693876,27284.16326530612,
|
||||
2014-09-22,0.5,0.25,SELL,trend_crisis,23046.061224489793,28505.836734693876,27284.16326530612,
|
||||
2014-12-01,0.25,0.45,BUY,reentry_reclaim50_breakout20,25121.77551020408,25121.77551020408,25121.77551020408,
|
||||
2014-12-26,0.45,0.65,BUY,reentry_reclaim50_breakout20,26227.51020408163,26227.51020408163,26227.51020408163,
|
||||
2015-01-13,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,26355.448979591834,26355.448979591834,26355.448979591834,
|
||||
2015-01-27,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,27556.102040816324,27556.102040816324,27556.102040816324,
|
||||
2015-07-06,1.0,0.75,SELL,trend_crisis,24228.979591836734,29583.448979591834,27556.102040816324,
|
||||
2015-07-14,0.75,0.5,SELL,trend_crisis,24130.489795918365,29583.448979591834,27556.102040816324,
|
||||
2015-07-24,0.5,0.25,SELL,trend_crisis,24209.26530612245,29583.448979591834,27556.102040816324,
|
||||
2015-10-26,0.25,0.45,BUY,reentry_reclaim50_breakout20,25450.26530612245,25450.26530612245,25450.26530612245,
|
||||
2015-12-30,0.45,0.25,SELL,gap_floor,25218.30612244898,27242.81632653061,25450.26530612245,26027.600472342998
|
||||
2016-03-25,0.25,0.45,BUY,reentry_reclaim50_breakout20,25778.714285714283,25778.714285714283,25778.714285714283,
|
||||
2016-06-01,0.45,0.65,BUY,reentry_reclaim50_breakout20,26679.367346938772,26679.367346938772,26679.367346938772,
|
||||
2016-06-20,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,28640.795918367345,28640.795918367345,28640.795918367345,
|
||||
2016-07-05,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,29422.387755102038,29422.387755102038,29422.387755102038,
|
||||
2016-09-12,1.0,0.6,SELL,gap_floor,29342.26530612245,33788.67346938775,29422.387755102038,31490.66851010496
|
||||
2016-09-26,0.6,0.39999999999999997,SELL,two_close_floor,31405.244897959183,33788.67346938775,29422.387755102038,31490.66851010496
|
||||
2016-10-12,0.39999999999999997,0.25,SELL,two_close_floor,30744.28571428571,34169.22448979592,29422.387755102038,31490.66851010496
|
||||
2016-11-28,0.25,0.45,BUY,reentry_reclaim50_breakout20,33588.38775510204,33588.38775510204,33588.38775510204,31862.78181830877
|
||||
2016-12-16,0.45,0.65,BUY,reentry_reclaim50_breakout20,35911.73469387755,35911.73469387755,35911.73469387755,
|
||||
2017-01-02,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,36713.28571428571,36713.28571428571,36713.28571428571,
|
||||
2017-01-25,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,40069.34693877551,40069.34693877551,40069.34693877551,
|
||||
2017-07-31,1.0,0.8,SELL,two_close_floor,49050.428571428565,52103.36734693877,40069.34693877551,49514.70717656707
|
||||
2017-08-07,0.8,0.6000000000000001,SELL,two_close_floor,48419.489795918365,52103.36734693877,40069.34693877551,49514.70717656707
|
||||
2017-08-14,0.6000000000000001,0.25,SELL,gap_floor,45793.95918367347,52103.36734693877,40069.34693877551,49514.70717656707
|
||||
2017-09-07,0.25,0.45,BUY,reentry_reclaim50_breakout20,48969.02040816326,48969.02040816326,48969.02040816326,49514.70717656707
|
||||
2017-09-21,0.45,0.65,BUY,reentry_reclaim50_breakout20,53731.59183673469,53731.59183673469,53731.59183673469,50422.21768171857
|
||||
2017-10-31,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,56204.081632653055,56204.081632653055,56204.081632653055,
|
||||
2018-02-07,0.8500000000000001,0.6000000000000001,SELL,trend_crisis,46734.69387755101,58387.755102040814,56204.081632653055,
|
||||
2018-02-22,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,47714.28571428571,58387.755102040814,56204.081632653055,
|
||||
2018-03-02,0.3500000000000001,0.25,SELL,trend_crisis,46959.183673469386,58387.755102040814,56204.081632653055,
|
||||
2018-04-27,0.25,0.45,BUY,reentry_reclaim50_breakout20,53000.0,53000.0,53000.0,
|
||||
2018-10-11,0.45,0.25,SELL,trend_crisis,43100.0,53000.0,53000.0,
|
||||
2019-02-14,0.25,0.45,BUY,reentry_reclaim50_breakout20,47500.0,47500.0,47500.0,
|
||||
2019-04-03,0.45,0.65,BUY,reentry_reclaim50_breakout20,46600.0,46600.0,46600.0,
|
||||
2019-07-22,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,47200.0,47200.0,47200.0,
|
||||
2019-09-19,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,49150.0,49150.0,49150.0,
|
||||
2019-12-02,1.0,0.8,SELL,two_close_floor,50400.0,53700.0,49150.0,50534.06790103618
|
||||
2019-12-17,0.8,1.0,BUY,reentry_reclaim50_breakout20,56700.0,56700.0,56700.0,52892.61118610879
|
||||
2020-03-13,1.0,0.75,SELL,trend_crisis,49950.0,62400.0,56700.0,
|
||||
2020-03-20,0.75,0.5,SELL,trend_crisis,45400.0,62400.0,56700.0,
|
||||
2020-03-27,0.5,0.25,SELL,trend_crisis,48300.0,62400.0,56700.0,
|
||||
2020-07-21,0.25,0.45,BUY,reentry_reclaim50_breakout20,55300.0,55300.0,55300.0,60501.51532456996
|
||||
2020-09-10,0.45,0.65,BUY,reentry_reclaim50_breakout20,59200.0,59200.0,59200.0,
|
||||
2020-11-11,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,61300.0,61300.0,61300.0,
|
||||
2020-11-26,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,68000.0,68000.0,68000.0,63434.31752670849
|
||||
2021-02-19,1.0,0.8,SELL,two_close_floor,82600.0,91000.0,68000.0,83772.59406860388
|
||||
2021-03-02,0.8,0.6000000000000001,SELL,two_close_floor,83600.0,91000.0,68000.0,84276.78231748658
|
||||
2021-03-09,0.6000000000000001,0.25,SELL,gap_floor,81400.0,91000.0,68000.0,84988.4903063823
|
||||
|
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,95 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-11-30,1.0,0.6,SELL,gap_floor,7100.0,25600.0,22500.0,24670.0
|
||||
2007-12-07,0.6,0.2,SELL,gap_floor,7000.0,25600.0,22500.0,24670.0
|
||||
2009-02-13,0.2,0.4,BUY,reentry_reclaim50_breakout20,2850.0,2850.0,2850.0,25360.0
|
||||
2009-03-20,0.4,0.2,SELL,trend_crisis,2325.0,3175.0,2850.0,
|
||||
2009-05-26,0.2,0.4,BUY,reentry_reclaim50_breakout20,3375.0,3375.0,3375.0,
|
||||
2009-06-11,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,3725.0,3725.0,3725.0,
|
||||
2009-06-25,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,4300.0,4300.0,4300.0,
|
||||
2009-07-09,0.8,1.0,BUY,reentry_reclaim50_breakout20,4925.0,4925.0,4925.0,
|
||||
2009-11-23,1.0,0.8,SELL,two_close_floor,6550.0,8250.0,4925.0,7012.5
|
||||
2009-11-30,0.8,0.4,SELL,gap_floor,4925.0,8250.0,4925.0,7252.5
|
||||
2009-12-07,0.4,0.2,SELL,gap_floor,4550.0,8250.0,4925.0,7252.5
|
||||
2010-09-20,0.2,0.4,BUY,reentry_reclaim50_breakout20,1655.0,1655.0,1655.0,8102.0
|
||||
2010-10-06,0.4,0.2,SELL,trend_crisis,1250.0,1655.0,1655.0,
|
||||
2010-11-03,0.2,0.4,BUY,reentry_reclaim50_breakout20,1435.0,1435.0,1435.0,
|
||||
2010-12-27,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,1780.0,1780.0,1780.0,
|
||||
2011-01-06,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,2630.0,3205.0,1780.0,2812.350748120834
|
||||
2011-01-13,0.4000000000000001,0.20000000000000007,SELL,two_close_floor,2490.0,3205.0,1780.0,2812.350748120834
|
||||
2011-01-20,0.20000000000000007,0.2,SELL,two_close_floor,2600.0,3205.0,1780.0,2812.350748120834
|
||||
2011-02-14,0.2,0.4,BUY,reentry_reclaim50_breakout20,2760.0,2760.0,2760.0,2840.2503722876186
|
||||
2011-03-09,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,3555.0,3555.0,3555.0,3117.75
|
||||
2011-03-23,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,3980.0,4695.0,3555.0,4161.64798141156
|
||||
2011-03-30,0.4000000000000001,0.2,SELL,gap_floor,3550.0,4695.0,3555.0,4280.294510601219
|
||||
2011-04-18,0.2,0.4,BUY,reentry_reclaim50_breakout20,4255.0,4255.0,4255.0,4310.6459483009
|
||||
2011-07-29,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,4700.0,4700.0,4700.0,
|
||||
2011-08-18,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,5420.0,5420.0,5420.0,
|
||||
2011-10-17,0.8,1.0,BUY,reentry_reclaim50_breakout20,5370.0,5370.0,5370.0,
|
||||
2011-11-25,1.0,0.6,SELL,gap_floor,7010.0,9310.0,5370.0,8229.2
|
||||
2011-12-02,0.6,0.2,SELL,gap_floor,6950.0,9310.0,5370.0,8250.8
|
||||
2012-03-05,0.2,0.4,BUY,reentry_reclaim50_breakout20,8120.0,8120.0,8120.0,8817.253519529848
|
||||
2012-03-30,0.4,0.2,SELL,trend_crisis,5500.0,8120.0,8120.0,
|
||||
2012-09-20,0.2,0.4,BUY,reentry_reclaim50_breakout20,4860.0,4860.0,4860.0,
|
||||
2012-10-25,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,5170.0,5170.0,5170.0,
|
||||
2012-12-14,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,5600.0,6180.0,5170.0,5638.699379429392
|
||||
2012-12-24,0.4000000000000001,0.2,SELL,gap_floor,5280.0,6180.0,5170.0,5689.688346026333
|
||||
2013-06-19,0.2,0.4,BUY,reentry_reclaim50_breakout20,4975.0,4975.0,4975.0,5958.736609305342
|
||||
2013-07-02,0.4,0.2,SELL,two_close_floor,5700.0,6580.0,4975.0,5847.044587233828
|
||||
2013-07-26,0.2,0.4,BUY,reentry_reclaim50_breakout20,6160.0,6160.0,6160.0,6094.478119239105
|
||||
2013-10-31,0.4,0.2,SELL,trend_crisis,4720.0,6160.0,6160.0,
|
||||
2014-02-14,0.2,0.4,BUY,reentry_reclaim50_breakout20,4830.0,4830.0,4830.0,
|
||||
2014-03-03,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,4910.0,4910.0,4910.0,
|
||||
2014-03-18,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,5980.0,5980.0,5980.0,5277.522496204516
|
||||
2014-04-11,0.8,1.0,BUY,reentry_reclaim50_breakout20,6000.0,6000.0,6000.0,
|
||||
2014-06-02,1.0,0.75,SELL,trend_crisis,4725.0,6090.0,6000.0,
|
||||
2014-06-11,0.75,0.5,SELL,trend_crisis,4445.0,6090.0,6000.0,
|
||||
2014-06-18,0.5,0.25,SELL,trend_crisis,4440.0,6090.0,6000.0,
|
||||
2014-06-25,0.25,0.2,SELL,trend_crisis,4225.0,6090.0,6000.0,
|
||||
2014-09-11,0.2,0.4,BUY,reentry_reclaim50_breakout20,5280.0,5280.0,5280.0,
|
||||
2014-10-13,0.4,0.2,SELL,trend_crisis,4090.0,5280.0,5280.0,
|
||||
2015-03-10,0.2,0.4,BUY,reentry_reclaim50_breakout20,4900.0,4900.0,4900.0,
|
||||
2015-03-24,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,4970.0,4970.0,4970.0,
|
||||
2015-04-13,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,5910.0,5910.0,5910.0,
|
||||
2015-06-02,0.8,0.55,SELL,trend_crisis,4550.0,6000.0,5910.0,
|
||||
2015-08-17,0.55,0.30000000000000004,SELL,trend_crisis,4675.0,6000.0,5910.0,
|
||||
2015-08-24,0.30000000000000004,0.2,SELL,trend_crisis,3870.0,6000.0,5910.0,
|
||||
2015-12-07,0.2,0.4,BUY,reentry_reclaim50_breakout20,4460.0,4460.0,4460.0,
|
||||
2015-12-21,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,4505.0,4505.0,4505.0,
|
||||
2016-02-19,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,4600.0,4600.0,4600.0,
|
||||
2016-03-14,0.8,1.0,BUY,reentry_reclaim50_breakout20,4715.0,4715.0,4715.0,
|
||||
2016-05-19,1.0,0.8,SELL,two_close_floor,4800.0,5310.0,4715.0,4919.2110016617435
|
||||
2016-06-03,0.8,1.0,BUY,reentry_reclaim50_breakout20,5160.0,5160.0,5160.0,4919.2110016617435
|
||||
2016-07-18,1.0,0.8,SELL,two_close_floor,5720.0,6590.0,5160.0,5799.6209272030555
|
||||
2016-07-25,0.8,0.4,SELL,gap_floor,5600.0,6590.0,5160.0,5989.758609737569
|
||||
2016-08-01,0.4,0.2,SELL,gap_floor,5370.0,6590.0,5160.0,6127.521779485205
|
||||
2016-10-31,0.2,0.4,BUY,reentry_reclaim50_breakout20,5550.0,5550.0,5550.0,6388.531770069635
|
||||
2017-03-10,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,5400.0,5400.0,5400.0,
|
||||
2017-04-05,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,5850.0,5850.0,5850.0,
|
||||
2017-04-19,0.8,1.0,BUY,reentry_reclaim50_breakout20,6290.0,6290.0,6290.0,
|
||||
2017-07-11,1.0,0.8,SELL,two_close_floor,7870.0,8990.0,6290.0,7894.365836981104
|
||||
2017-07-18,0.8,0.4,SELL,gap_floor,7340.0,8990.0,6290.0,8064.31877136173
|
||||
2017-07-25,0.4,0.2,SELL,gap_floor,7050.0,8990.0,6290.0,8188.541417484447
|
||||
2017-08-14,0.2,0.4,BUY,reentry_reclaim50_breakout20,7810.0,7810.0,7810.0,8329.839186364046
|
||||
2017-08-29,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,8450.0,8450.0,8450.0,
|
||||
2017-09-12,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,8970.0,8970.0,8970.0,
|
||||
2017-09-28,0.8,1.0,BUY,reentry_reclaim50_breakout20,10100.0,10100.0,10100.0,
|
||||
2018-05-03,1.0,0.8,SELL,two_close_floor,20700.0,24100.0,10100.0,21208.0
|
||||
2018-05-11,0.8,0.6000000000000001,SELL,two_close_floor,20050.0,24100.0,10100.0,21430.653888275225
|
||||
2018-05-28,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,23050.0,23050.0,23050.0,21493.301835194747
|
||||
2018-06-21,0.8,1.0,BUY,reentry_reclaim50_breakout20,26200.0,26200.0,26200.0,
|
||||
2018-10-24,1.0,0.6,SELL,gap_floor,31000.0,39150.0,26200.0,35009.17867626142
|
||||
2018-10-31,0.6,0.2,SELL,gap_floor,28600.0,39150.0,26200.0,35286.0
|
||||
2019-10-29,0.2,0.4,BUY,reentry_reclaim50_breakout20,22700.0,22700.0,22700.0,38070.4009463
|
||||
2019-11-18,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,23500.0,23500.0,23500.0,
|
||||
2019-12-18,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,23000.0,23000.0,23000.0,
|
||||
2020-01-13,0.8,1.0,BUY,reentry_reclaim50_breakout20,26050.0,26050.0,26050.0,24085.017761659918
|
||||
2020-02-28,1.0,0.75,SELL,trend_crisis,21150.0,27300.0,26050.0,
|
||||
2020-03-09,0.75,0.5,SELL,trend_crisis,19850.0,27300.0,26050.0,
|
||||
2020-03-16,0.5,0.25,SELL,trend_crisis,17850.0,27300.0,26050.0,
|
||||
2020-03-23,0.25,0.2,SELL,trend_crisis,15350.0,27300.0,26050.0,
|
||||
2020-07-03,0.2,0.4,BUY,reentry_reclaim50_breakout20,24250.0,24250.0,24250.0,
|
||||
2020-07-17,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,31250.0,31250.0,31250.0,27111.361693378138
|
||||
2020-08-05,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,32850.0,32850.0,32850.0,
|
||||
2020-09-02,0.8,1.0,BUY,reentry_reclaim50_breakout20,37500.0,37500.0,37500.0,
|
||||
2021-01-05,1.0,0.6,SELL,gap_floor,37250.0,43250.0,37500.0,40141.67875864291
|
||||
2021-01-12,0.6,0.2,SELL,gap_floor,36900.0,43250.0,37500.0,40313.06726560836
|
||||
|
@@ -0,0 +1,16 @@
|
||||
market,symbol,strategy,cost_one_way,start,end,observations,cagr,mdd,calmar,annual_vol,sharpe_zero_rf,sortino_zero_rf,ulcer_index,recovery_days_max,turnover_annual,avg_exposure,cvar_5_daily,final_equity
|
||||
KR,005930,buy_hold,0.001,2007-01-02,2021-04-15,3539,0.15057891797717682,-0.47342611694340286,0.3180621275170973,0.3012569883821708,0.6239825684785394,0.9842780210289169,15.778728354252292,871,0.0,1.0,-0.039340619255431544,7.414664514724403
|
||||
KR,005930,trend_10m_shifted,0.001,2007-01-02,2021-04-15,3539,0.07064016226723435,-0.40222436489246804,0.17562377725705283,0.21659389342868704,0.4286813719585508,0.5215636807760939,20.041846619182405,994,2.520414031052329,0.5908448714326081,-0.03230168596198603,2.650998278642384
|
||||
KR,005930,trailing_12,0.001,2007-01-02,2021-04-15,3539,0.07313014839612841,-0.37191272085678795,0.19663255461565285,0.23373219759607522,0.4238821539085963,0.5576006147348199,17.075759519220338,1061,4.060667050028752,0.6985024018084205,-0.033858832654821806,2.7404345825750447
|
||||
KR,005930,kartsell_v11_original,0.001,2007-01-02,2021-04-15,3539,0.06391705052338059,-0.3897192409999386,0.16400794161299997,0.2244527163066945,0.3930133273333859,0.5683107467507722,20.18117215909693,993,10.480721679125933,0.7500847697089574,-0.032083069193317944,2.4228892058747946
|
||||
KR,005930,kartsell_v12_candidate,0.001,2007-01-02,2021-04-15,3539,0.07784227786302278,-0.3667492626212113,0.21224930980548531,0.19491413637627125,0.48853345473512927,0.7048230394853046,17.928912983679123,1069,1.4317351926394482,0.6346284261090704,-0.027764505311173603,2.917414223133168
|
||||
KR,000660,buy_hold,0.001,2007-01-02,2021-04-16,3541,0.1098093222355856,-0.8456613414596607,0.12985023300940815,0.4475685447134808,0.4598730935511649,0.6876290237370674,29.999445622976932,938,0.0,1.0,-0.0604242380537444,4.430196217417916
|
||||
KR,000660,trend_10m_shifted,0.001,2007-01-02,2021-04-16,3541,0.08326915706529525,-0.5559232318730603,0.1497853521694682,0.2836930477732311,0.4284093558404643,0.49457210291455217,25.667925419725997,1654,1.539957838252204,0.555210392544479,-0.0436898796218878,3.1350722817866807
|
||||
KR,000660,trailing_12,0.001,2007-01-02,2021-04-16,3541,0.1477906538945386,-0.46930782719418385,0.31491197318852254,0.2958928513033166,0.6206764791280346,0.806417464159277,20.319909744032984,774,4.759869681870448,0.6269415419373059,-0.042051640801858005,7.164808959900772
|
||||
KR,000660,kartsell_v11_original,0.001,2007-01-02,2021-04-16,3541,0.07206174025135836,-0.5786856403156295,0.1245265740688746,0.3005500330753062,0.385279269008618,0.5567543373086427,26.79455392544834,796,8.623763894212342,0.7171844111832816,-0.04277214829188437,2.702235579784997
|
||||
KR,000660,kartsell_v12_candidate,0.001,2007-01-02,2021-04-16,3541,0.08407099346504987,-0.5513875231192475,0.15247170082749223,0.2633430703226691,0.442891058735323,0.6271601004477529,22.299389544131433,887,1.5049587964737448,0.6068483479243152,-0.03786135927168199,3.1683878733279793
|
||||
KR,035900,buy_hold,0.001,2007-01-02,2021-04-15,3456,0.0295373505487182,-0.95703125,0.030863517308048406,0.6232996288990094,0.3574342307158078,0.5417786422319167,71.35225105545686,2621,0.0,1.0,-0.08560653676427198,1.515555555555548
|
||||
KR,035900,trend_10m_shifted,0.001,2007-01-02,2021-04-15,3456,0.05914624125344292,-0.7555977114749467,0.07827742243685187,0.4331933250962348,0.35289402058878244,0.38469313413887424,50.94451178897398,1658,1.9603220241518113,0.5069444444444444,-0.06260200645731767,2.2722426695975932
|
||||
KR,035900,trailing_12,0.001,2007-01-02,2021-04-15,3456,0.0493813560307077,-0.7760014835470278,0.06363564642298143,0.3666121117952986,0.3182217766131556,0.3171937679169545,53.53024370404685,2558,7.491230592294422,0.41782407407407407,-0.05293687164401791,1.9906671339551736
|
||||
KR,035900,kartsell_v11_original,0.001,2007-01-02,2021-04-15,3456,0.019203864123950476,-0.8427911180858594,0.02278603050251187,0.46493789201400215,0.2732359269302455,0.3787278332853394,63.24092663027409,2568,12.546060954571594,0.6475549768518518,-0.06530730094316521,1.3121871437541854
|
||||
KR,035900,kartsell_v12_candidate,0.001,2007-01-02,2021-04-15,3456,0.07057023330533685,-0.7818310638902997,0.09026276463637509,0.40480133822934483,0.3759682202129277,0.4898560689824886,49.73921053443678,2483,1.4562392179413457,0.4874276620370371,-0.05794200587538522,2.648526183280227
|
||||
|
@@ -0,0 +1,7 @@
|
||||
portfolio,strategy,cost_one_way,start,end,observations,cagr,mdd,calmar,annual_vol,sharpe_zero_rf,sortino_zero_rf,ulcer_index,recovery_days_max,turnover_annual,avg_exposure,cvar_5_daily,final_equity
|
||||
kr_three_equal_weight_cost_0.0007,kartsell_v11_original,0.0007,2007-01-02,2021-04-16,3544,0.08843891151457628,-0.5716770052082552,0.1547008375513705,0.22997459432990952,0.48937605043080074,0.7046018138046047,23.48384045817326,1205,10.595376581065544,0.7059560759969902,-0.03325317226219906,3.355727378208201
|
||||
kr_three_equal_weight_cost_0.0007,kartsell_v12_candidate,0.0007,2007-01-02,2021-04-16,3544,0.10411762223906407,-0.5016815016302062,0.20753729587544184,0.19831218550035656,0.6065093618472281,0.8560847569525031,19.137907221578562,1050,1.4886259103104638,0.578875094055681,-0.028671499449612836,4.116439174159158
|
||||
kr_three_equal_weight_cost_0.0015,kartsell_v11_original,0.0015,2007-01-02,2021-04-16,3544,0.07926049974261207,-0.57336133399058,0.13823830635903026,0.22994762920781084,0.451988067848426,0.650608938291938,24.22726196652991,1226,10.595376581065544,0.7059560759969902,-0.03328691758055112,2.9733467735439385
|
||||
kr_three_equal_weight_cost_0.0015,kartsell_v12_candidate,0.0015,2007-01-02,2021-04-16,3544,0.10280399684556496,-0.5024897847827778,0.20458922740092372,0.19831128049128194,0.6004118630386361,0.8473037484677485,19.220444162042558,1050,1.4886259103104638,0.578875094055681,-0.028679139899051038,4.047022719393547
|
||||
kr_three_equal_weight_cost_0.0030,kartsell_v11_original,0.003,2007-01-02,2021-04-16,3544,0.06225708596828161,-0.5765019704006571,0.10799110699485417,0.22990188837222586,0.381853957039464,0.5493861843422069,25.823678227040297,1272,10.595376581065544,0.7059560759969902,-0.033350190052461225,2.3698418043265104
|
||||
kr_three_equal_weight_cost_0.0030,kartsell_v12_candidate,0.003,2007-01-02,2021-04-16,3544,0.10034491537550805,-0.5040019881294311,0.19909626894118282,0.19831064431321607,0.5889757524689004,0.8308974900023449,19.37638665156235,1051,1.4886259103104638,0.578875094055681,-0.02869371093975576,3.919993971879358
|
||||
|
@@ -0,0 +1,4 @@
|
||||
symbol,name,market,start,end,rows,raw_sorted,duplicate_dates,invalid_adjusted_ohlc_rows,abs_daily_return_gt_50pct,zero_or_missing_volume_rows,total_return_available,pit_fundamentals_available,inferred_corporate_action_rescales,source_vintage_warning
|
||||
005930,Samsung Electronics,KOSPI,2007-01-02,2021-04-15,3539,True,0,7,0,20,False,False,1:50 pre-2018-04-09,source ends 2021-04; not current
|
||||
000660,SK Hynix,KOSPI,2007-01-02,2021-04-16,3541,True,0,0,0,16,False,False,,source ends 2021-04; not current
|
||||
035900,JYP Ent.,KOSDAQ,2007-01-02,2021-04-15,3456,True,0,2,0,3,False,False,2:1 pre-2007-10-04,source ends 2021-04; not current
|
||||
|
@@ -0,0 +1,76 @@
|
||||
market,symbol,strategy,period,start,end,observations,cagr,mdd,calmar,annual_vol,sharpe_zero_rf,sortino_zero_rf,ulcer_index,recovery_days_max,turnover_annual,avg_exposure,cvar_5_daily,final_equity
|
||||
KR,005930,buy_hold,research_2007_2013,2007-01-02,2013-12-30,1750,0.12967134298041105,-0.47342611694340286,0.2738998511903242,0.3326070963773868,0.5351301841457318,0.8577724141464788,15.666775998484988,325,0.0,1.0,-0.042921463800847354,2.3456656176847828
|
||||
KR,005930,buy_hold,validation_2014_2017,2014-01-02,2017-12-28,981,0.1830634689280799,-0.28953034273852707,0.6322773191803365,0.25557521285787116,0.8014134621974379,1.203967531350709,11.469623835698364,325,0.0,1.0,-0.034770491210861974,1.9544868436494838
|
||||
KR,005930,buy_hold,oos_2018_source_end,2018-01-01,2021-04-15,808,0.15758066320113495,-0.3189102564102565,0.4941222805904934,0.2807150188658532,0.6738850883016786,1.1182306039972656,13.067737588820876,446,0.0,1.0,-0.035970549570908075,1.6173076923076957
|
||||
KR,005930,buy_hold,gfc_2007_2009,2007-01-02,2009-12-30,756,0.09814776053607122,-0.47342611694340286,0.20731378566469028,0.38170565765154063,0.43501861766741595,0.6901375628210762,20.457045412344677,325,0.0,1.0,-0.049439695541392235,1.3233545108919573
|
||||
KR,005930,buy_hold,covid_2020,2020-01-02,2020-12-30,248,0.454969962472755,-0.3189102564102564,1.4266394803165787,0.33360515677855895,1.3009900297944954,2.147480142130591,12.787189228405817,202,0.0,1.0,-0.04229622805996724,1.4516129032258092
|
||||
KR,005930,trend_10m_shifted,research_2007_2013,2007-01-02,2013-12-30,1750,0.010251568308020209,-0.40222436489246804,0.025487188750390338,0.22555325650598085,0.15808299946237436,0.20332398878684504,17.21748037855849,962,2.0021534847298357,0.5937142857142857,-0.03260213227599751,1.0739235913610203
|
||||
KR,005930,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-28,981,0.14844310471331768,-0.22093328559971614,0.6718910838191436,0.19530531280993613,0.8238100164791896,0.8762716162351177,9.533106857867153,333,2.5085851648351647,0.6004077471967381,-0.030885487142683337,1.736261296305743
|
||||
KR,005930,trend_10m_shifted,oos_2018_source_end,2018-01-01,2021-04-15,808,0.11305054173609386,-0.3189102564102565,0.35449014092121883,0.22143866346157864,0.6056233748902595,0.764647758978678,14.333594650290866,414,3.6525000000000003,0.573019801980198,-0.03190700100930451,1.4217426069042753
|
||||
KR,005930,trend_10m_shifted,gfc_2007_2009,2007-01-02,2009-12-30,756,-0.0074065190815114645,-0.40222436489246804,-0.01841389962413527,0.19817306892548356,0.061441208420549745,0.06672937967253564,21.38438118136115,417,2.005032021957914,0.42328042328042326,-0.03148736677461947,0.9779993449657826
|
||||
KR,005930,trend_10m_shifted,covid_2020,2020-01-02,2020-12-30,248,0.2149331506912624,-0.3189102564102564,0.6739612363384309,0.29668210978919973,0.8096735226772354,1.140161573150933,18.658298958235303,231,2.012396694214876,0.7459677419354839,-0.040790642391332795,1.21347693464817
|
||||
KR,005930,trailing_12,research_2007_2013,2007-01-02,2013-12-30,1750,0.010961273898902446,-0.37191272085678795,0.029472704976723,0.24965026017103759,0.16876946642534568,0.21849813951334007,17.04810250009203,531,4.862372748629601,0.6794285714285714,-0.036479971968358844,1.0792100761007186
|
||||
KR,005930,trailing_12,validation_2014_2017,2014-01-02,2017-12-28,981,0.10936364432366252,-0.30163927827315606,0.3625643349558272,0.21207935374238862,0.6069758076492735,0.7806018109627744,12.497870308671136,352,3.7628777472527473,0.7176350662589195,-0.031237995738400328,1.512441858564475
|
||||
KR,005930,trailing_12,oos_2018_source_end,2018-01-01,2021-04-15,808,0.1708330009670398,-0.24923014560154555,0.6854427683886904,0.22304695041086017,0.8357003043288475,1.2200360223170594,11.804603674767666,407,2.7393750000000003,0.7165841584158416,-0.03044784135562058,1.6789383892765444
|
||||
KR,005930,trailing_12,gfc_2007_2009,2007-01-02,2009-12-30,756,0.009105968288438682,-0.3649071338716712,0.02495420736729424,0.26701421962126093,0.1672757394835891,0.2016009092294584,17.18231361762925,531,5.346752058554437,0.6111111111111112,-0.040925090187362546,1.027497287446589
|
||||
KR,005930,trailing_12,covid_2020,2020-01-02,2020-12-30,248,0.5653022850812413,-0.1598851282927436,3.5356777151042733,0.2554809305958573,1.8992401087711293,2.99850161205154,7.952339226893308,129,2.012396694214876,0.7862903225806451,-0.032140839640177506,1.560987632591546
|
||||
KR,005930,kartsell_v11_original,research_2007_2013,2007-01-02,2013-12-30,1750,0.042931023764978704,-0.3897192409999386,0.11015885090719826,0.24642284809684253,0.2948670446221773,0.4499140267966271,18.025995429374536,885,8.838077525450274,0.7795428571428571,-0.03390182168178739,1.341688376717285
|
||||
KR,005930,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-28,981,0.1153772707149705,-0.2591277319955153,0.44525250086689805,0.19875618182954527,0.6623716035851022,0.861962749662369,12.617986236348644,547,10.548600618131866,0.7404689092762489,-0.03019726402816983,1.545389622760389
|
||||
KR,005930,kartsell_v11_original,oos_2018_source_end,2018-01-01,2021-04-15,808,0.04854992593689933,-0.30100826397303015,0.1612910067520582,0.20316635451964907,0.3403903034131262,0.4991508773404462,19.064727358792265,717,13.955593749999998,0.6979579207920793,-0.029021940795372816,1.1685408686888865
|
||||
KR,005930,kartsell_v11_original,gfc_2007_2009,2007-01-02,2009-12-30,756,0.0028437456413115125,-0.3897192409999386,0.007296908497550832,0.2561505812845312,0.13894977845351714,0.21114230797935374,23.555681484159958,622,7.85304208600183,0.7436507936507937,-0.03631810300961394,1.0085339574685617
|
||||
KR,005930,kartsell_v11_original,covid_2020,2020-01-02,2020-12-30,248,0.3024309431976755,-0.234911793556279,1.2874234137811416,0.2501709915055301,1.1913608058660463,1.989350552457134,15.02791699655385,216,12.47685950413223,0.8088709677419355,-0.030901670979005147,1.3003126806619725
|
||||
KR,005930,kartsell_v12_candidate,research_2007_2013,2007-01-02,2013-12-30,1750,0.08220498589809333,-0.22960106653309875,0.3580339897342892,0.20488675206569448,0.490486717031807,0.7483016987831093,12.280092778410419,300,1.3800557948316368,0.6246285714285714,-0.027804071191600662,1.7374343109947654
|
||||
KR,005930,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-28,981,0.0693324241437161,-0.25182793291796524,0.27531665506821135,0.18507245176839046,0.46360541374653486,0.6128361793614766,14.105081127466317,644,1.6054945054945053,0.6940366972477064,-0.027983074708209085,1.306328527136377
|
||||
KR,005930,kartsell_v12_candidate,oos_2018_source_end,2018-01-01,2021-04-15,808,0.07941444479540416,-0.28496973560227357,0.27867676764890315,0.18435105559137294,0.5166346118380698,0.7283838506578694,13.74012335015664,475,1.3392500000000003,0.5841584158415842,-0.02693917070326227,1.2853970274742281
|
||||
KR,005930,kartsell_v12_candidate,gfc_2007_2009,2007-01-02,2009-12-30,756,0.08758817047271483,-0.22960106653309875,0.3814798066719273,0.2327508229401477,0.4758591323925663,0.7252406292075142,14.123755621502788,298,1.3199794144556265,0.6417328042328042,-0.032122951127363915,1.2856385350382955
|
||||
KR,005930,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-30,248,0.22973348163549878,-0.284969735602273,0.8061679993840944,0.22758012614175152,1.0311503451261066,1.405153950846396,17.110514298060515,220,1.5092975206611572,0.6060483870967742,-0.033520731859014136,1.2281679137483954
|
||||
KR,000660,buy_hold,research_2007_2013,2007-01-02,2013-12-30,1750,0.019399677585812736,-0.8456613414596607,0.022940244084384612,0.5217201883515642,0.2972397796725248,0.43564421838707545,37.08532619170478,938,0.0,1.0,-0.07262025712238879,1.1437961143151718
|
||||
KR,000660,buy_hold,validation_2014_2017,2014-01-02,2017-12-28,980,0.21239609343853005,-0.49246010346136193,0.4312960419446334,0.3424096279134221,0.7477697198663205,1.1896904613152033,22.501323161728145,620,0.0,1.0,-0.04555112565720825,2.1549295774647788
|
||||
KR,000660,buy_hold,oos_2018_source_end,2018-01-01,2021-04-16,811,0.19520361906613726,-0.40045120671563417,0.4874591855200826,0.3820719938575616,0.6664927568129478,1.1383357507439367,18.373763984891266,391,0.0,1.0,-0.046846287984054054,1.7973856209150392
|
||||
KR,000660,buy_hold,gfc_2007_2009,2007-01-02,2009-12-30,756,-0.10933948808749872,-0.8456613414596607,-0.12929465109374919,0.6275068991679718,0.12830024722331998,0.1876040811680147,45.33256772000711,617,0.0,1.0,-0.08872849088047087,0.707155975126463
|
||||
KR,000660,buy_hold,covid_2020,2020-01-02,2020-12-30,247,0.26109951748855065,-0.34285714285714286,0.7615402593416061,0.41048192925656807,0.7754691393918177,1.2893489111666356,18.15977659503759,196,0.0,1.0,-0.05011517024267404,1.2592986184909676
|
||||
KR,000660,trend_10m_shifted,research_2007_2013,2007-01-02,2013-12-30,1750,0.019490174151640893,-0.5559232318730603,0.035059110744433304,0.27716179324951556,0.2087985981168765,0.21771547966265994,30.987614482983364,930,1.716131558339859,0.4542857142857143,-0.044952494273897546,1.1445063171661367
|
||||
KR,000660,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-28,980,0.2524026736301006,-0.27157482507027353,0.929403797147943,0.2820859851236207,0.9593135523747284,1.2200305569001326,13.669934770270476,595,1.003434065934066,0.7071428571428572,-0.04240248984197793,2.452663127344184
|
||||
KR,000660,trend_10m_shifted,oos_2018_source_end,2018-01-01,2021-04-16,811,0.03417786609352058,-0.34285714285714297,0.09968544277276833,0.29923278449601287,0.2632737151342943,0.3323921169864724,20.060358397572834,421,1.824729392173189,0.5893958076448829,-0.042512526065066905,1.1168412913615176
|
||||
KR,000660,trend_10m_shifted,gfc_2007_2009,2007-01-02,2009-12-30,756,0.09904554993735148,-0.2993741265453954,0.33084205064839756,0.2331276970805137,0.5203094667740285,0.4444434901696136,20.254047831749006,641,1.3366880146386093,0.2830687830687831,-0.03890405528719767,1.3265947234823672
|
||||
KR,000660,trend_10m_shifted,covid_2020,2020-01-02,2020-12-30,247,-0.1131055341377305,-0.34285714285714286,-0.3298911412350473,0.3112040200422069,-0.23743358480345172,-0.23840746528835377,19.097367729770944,216,1.006198347107438,0.4089068825910931,-0.04850207914983714,0.8875504782146659
|
||||
KR,000660,trailing_12,research_2007_2013,2007-01-02,2013-12-30,1750,0.14754666337203926,-0.46930782719418385,0.3143920787645193,0.3139219054065111,0.5969203877368722,0.7505536461586775,18.919083364649058,652,5.148394675019577,0.5794285714285714,-0.04456409591979111,2.6178361789830227
|
||||
KR,000660,trailing_12,validation_2014_2017,2014-01-02,2017-12-28,980,0.14185911787332173,-0.4547531957470957,0.31194748975929043,0.26573878655360705,0.6447851767107756,0.8172902443024499,21.35190754834452,620,4.766311813186813,0.6744897959183673,-0.040153308204255625,1.6969202178067728
|
||||
KR,000660,trailing_12,oos_2018_source_end,2018-01-01,2021-04-16,811,0.15647395808147935,-0.3430119903132052,0.456176350974211,0.29068355860171724,0.6552612697443887,0.9434528317780103,16.938905765476385,422,3.9535803497085764,0.6720098643649816,-0.038842947858232155,1.6128750565140728
|
||||
KR,000660,trailing_12,gfc_2007_2009,2007-01-02,2009-12-30,756,0.07078082310197775,-0.46930782719418385,0.1508196092214141,0.3238999185463309,0.37003293636498624,0.41187957315949675,25.2072186414431,652,6.683440073193047,0.458994708994709,-0.04854203917519534,1.2270948564520843
|
||||
KR,000660,trailing_12,covid_2020,2020-01-02,2020-12-30,247,0.23840841388544098,-0.2554619818820554,0.9332442038107733,0.28733677925011636,0.8963689499763928,1.4305187223342728,16.24425960183073,196,4.024793388429752,0.7368421052631579,-0.03563172279621986,1.236778244361088
|
||||
KR,000660,kartsell_v11_original,research_2007_2013,2007-01-02,2013-12-30,1750,0.007650424536767009,-0.5786856403156295,0.013220346253268489,0.32150631288252746,0.18395889149339167,0.26449150390550336,30.9012388090533,678,7.651086530931872,0.6880571428571428,-0.04587375947790562,1.0547373489592362
|
||||
KR,000660,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-28,980,0.20256217673597154,-0.35301696075862277,0.5738029592138337,0.2715719140462577,0.8323661108090542,1.1942736548292412,19.126846134655906,617,8.504103708791206,0.7751530612244898,-0.03975567330148222,2.086092435762121
|
||||
KR,000660,kartsell_v11_original,oos_2018_source_end,2018-01-01,2021-04-16,811,0.06448961991327029,-0.3777089812808926,0.17073891040285058,0.2869791417676846,0.36523294749467294,0.5455345925722372,23.475462340347793,643,10.887552039966694,0.709987669543773,-0.039082134471695694,1.2281328123835107
|
||||
KR,000660,kartsell_v11_original,gfc_2007_2009,2007-01-02,2009-12-30,756,-0.035526893835401196,-0.5786856403156295,-0.06139238882102543,0.351732390126222,0.07166691948534971,0.10565525642608048,37.40637668268595,617,1.737694419030192,0.6722883597883598,-0.04976849692797292,0.8974053355025998
|
||||
KR,000660,kartsell_v11_original,covid_2020,2020-01-02,2020-12-30,247,0.06466595350642623,-0.3314255870921804,0.19511454765392178,0.27421309124586773,0.3673863395192383,0.5395400531864669,24.288794064963607,216,7.848347107438017,0.6208502024291499,-0.037750412655164114,1.0642550689698884
|
||||
KR,000660,kartsell_v12_candidate,research_2007_2013,2007-01-02,2013-12-30,1750,0.03228444092206462,-0.5513875231192475,0.05855127214237403,0.2882175304576982,0.25436292293421864,0.370784779140014,25.843739498417392,887,1.6732282693813627,0.6131428571428571,-0.04053234864412289,1.248796789991585
|
||||
KR,000660,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-28,980,0.17676975274147178,-0.33258073470064675,0.5315092977366257,0.2381016728920376,0.8199502529439687,1.1187153316778844,19.079171734822367,614,1.3546359890109891,0.6405102040816327,-0.03581012196842551,1.9133669754882898
|
||||
KR,000660,kartsell_v12_candidate,oos_2018_source_end,2018-01-01,2021-04-16,811,0.08960623388010669,-0.28953895641015315,0.3094790248299883,0.23483714481716444,0.4902644762309107,0.6862970779095595,16.568005227331636,640,1.338134887593672,0.5525893958076449,-0.03335632673603792,1.3260145664533576
|
||||
KR,000660,kartsell_v12_candidate,gfc_2007_2009,2007-01-02,2009-12-30,756,-0.055664677253036254,-0.5513875231192475,-0.10095382089557685,0.32464777889038837,-0.014985865952402729,-0.022820145565384403,34.03421415709285,617,1.5706084172003658,0.6406084656084657,-0.044649185656263905,0.8424923788940795
|
||||
KR,000660,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-30,247,0.10382765884679301,-0.19963452449777952,0.5200886926146276,0.17850193978931092,0.6500355342242884,0.8566585801204647,14.21034873309387,216,1.2074380165289258,0.38947368421052636,-0.027285405359504085,1.1031561568765191
|
||||
KR,035900,buy_hold,research_2007_2013,2007-01-02,2013-12-30,1674,-0.2055992848875967,-0.95703125,-0.21483027318867248,0.7706288490997154,0.06659351935400556,0.10534007226602071,80.36037385084892,1526,0.0,1.0,-0.1064640570667647,0.19999999999999943
|
||||
KR,035900,buy_hold,validation_2014_2017,2014-01-02,2017-12-28,981,0.3233935206958787,-0.36453201970443383,0.8871470905576123,0.38102578785127594,0.9408957895147205,1.7201193699984705,20.640805862573735,531,0.0,1.0,-0.044808405925394645,3.05555555555555
|
||||
KR,035900,buy_hold,oos_2018_source_end,2018-01-01,2021-04-15,801,0.3184426101646445,-0.6079182630906772,0.5238247137792363,0.5075331882883968,0.8175346780840668,1.235164722325043,28.98922610491348,456,0.0,1.0,-0.06683348850954346,2.479999999999994
|
||||
KR,035900,buy_hold,gfc_2007_2009,2007-01-02,2009-12-30,689,-0.47751376457189487,-0.9277343750000001,-0.5147095736017056,0.8763646918068945,-0.37518288664622435,-0.612794118646051,74.97911935343643,541,0.0,1.0,-0.12051834743880414,0.14333333333333312
|
||||
KR,035900,buy_hold,covid_2020,2020-01-03,2020-12-30,245,0.5966964692502665,-0.43772893772893817,1.3631643188729925,0.5886960790606961,1.1018162422146502,1.8223743240100023,17.705031925507008,112,0.0,1.0,-0.07186167241805669,1.5900621118012421
|
||||
KR,035900,trend_10m_shifted,research_2007_2013,2007-01-02,2013-12-30,1674,-0.009502924369447663,-0.684848484848485,-0.0138759515129103,0.4936537097467898,0.2233958236649976,0.22511216892964728,46.5263282262532,556,1.5731205951448708,0.4199522102747909,-0.07453130670892916,0.9354134392983943
|
||||
KR,035900,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-28,981,0.05262232410596401,-0.42234828527015245,0.12459461998834558,0.30526873287031114,0.3219431821453402,0.4242995306261927,29.09226775936284,843,2.2577266483516483,0.5188583078491336,-0.04187475357622425,1.2268328899257772
|
||||
KR,035900,trend_10m_shifted,oos_2018_source_end,2018-01-01,2021-04-15,801,0.23111216022649916,-0.5629854349851631,0.41051179278304045,0.43189542207651077,0.7148538657749709,0.873111354120233,26.979327964361612,606,2.435,0.6741573033707865,-0.05992293385537137,1.980002303108525
|
||||
KR,035900,trend_10m_shifted,gfc_2007_2009,2007-01-02,2009-12-30,689,-0.11105529238422596,-0.6090909090909091,-0.18232958451141573,0.4719578422983217,-0.03918851688653811,-0.03471805795228601,33.44088604664285,556,0.6683440073193047,0.2772133526850508,-0.07551250218454908,0.7030871694915248
|
||||
KR,035900,trend_10m_shifted,covid_2020,2020-01-03,2020-12-30,245,0.11355097620037924,-0.4038834951456315,0.2811478497269002,0.47642594585988235,0.467021558256506,0.568080784314083,19.863548375797162,109,5.044889502762431,0.5959183673469388,-0.06799869223017217,1.1124857987698908
|
||||
KR,035900,trailing_12,research_2007_2013,2007-01-02,2013-12-30,1674,-0.104728354387146,-0.7760014835470278,-0.13495896155822126,0.4057603623246051,-0.08725752151265395,-0.07180574597727546,53.97521177345941,1526,9.152701644479249,0.25507765830346474,-0.0626692839495128,0.4613659579256004
|
||||
KR,035900,trailing_12,validation_2014_2017,2014-01-02,2017-12-28,981,0.3018976483011744,-0.3289781831921976,0.9176828851437784,0.2951671845913775,1.0609140824069785,1.515372553258447,15.475817942449783,292,5.518887362637362,0.583078491335372,-0.037557989395490224,2.8624565197711407
|
||||
KR,035900,trailing_12,oos_2018_source_end,2018-01-01,2021-04-15,801,0.13303662217460044,-0.3522942701162618,0.3776292533247747,0.35919725298480126,0.5396360152270591,0.6064696737969112,22.918412864026983,456,6.391875000000001,0.5555555555555556,-0.0493832355174462,1.5073503321120374
|
||||
KR,035900,trailing_12,gfc_2007_2009,2007-01-02,2009-12-30,689,-0.036108435706248554,-0.5613112655518437,-0.06432872084038639,0.452349435432934,0.1336834685601532,0.09503258908152332,28.33655105936652,541,8.354300091491309,0.16400580551523947,-0.07147584000475005,0.8957870745774741
|
||||
KR,035900,trailing_12,covid_2020,2020-01-03,2020-12-30,245,0.23473332406633296,-0.1614990912863069,1.4534652931897667,0.3897241835636466,0.7422665784519299,1.017351629814629,10.872600568977317,76,7.0628453038674035,0.5551020408163265,-0.050955838859852345,1.2324189002260713
|
||||
KR,035900,kartsell_v11_original,research_2007_2013,2007-01-02,2013-12-30,1674,-0.15818690843506333,-0.8427911180858594,-0.18769408580661862,0.5671206191151892,-0.03889417285403577,-0.05432991596070688,69.10725850633702,1526,10.97609142521535,0.6141577060931899,-0.08337592696346136,0.29996652089284803
|
||||
KR,035900,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-28,981,0.2312196564324096,-0.29933752051736096,0.7724379357214571,0.2832090512599872,0.8916444860015474,1.5003081882082507,19.231835155119875,745,15.841715315934065,0.6265035677879714,-0.034992540971631146,2.2914244110879762
|
||||
KR,035900,kartsell_v11_original,oos_2018_source_end,2018-01-01,2021-04-15,801,0.21751357852899322,-0.5154671019843359,0.42197373545596917,0.402936757669396,0.7071772335568932,1.0054866817549382,29.508941528589368,606,11.9619375,0.7431335830212235,-0.0526337023718275,1.9090506759719237
|
||||
KR,035900,kartsell_v11_original,gfc_2007_2009,2007-01-02,2009-12-30,689,-0.3693881413049789,-0.817412352106905,-0.4518993875647582,0.6743613891693072,-0.41446743480733167,-0.6003662823000335,67.60974749686306,541,6.4829368709972535,0.6544992743105952,-0.09769116809846502,0.25164830477311445
|
||||
KR,035900,kartsell_v11_original,covid_2020,2020-01-03,2020-12-30,245,0.26300975195846776,-0.2783589853003575,0.9448581358876291,0.43895581610886286,0.75889427218775,1.2408406297769463,15.417463627298648,119,15.891401933701658,0.750408163265306,-0.05405245703576895,1.2603883651214156
|
||||
KR,035900,kartsell_v12_candidate,research_2007_2013,2007-01-02,2013-12-30,1674,-0.059196720575692696,-0.7818310638902997,-0.07571548805075198,0.48416948009980065,0.10645135267044523,0.13832699219030362,59.65841223739014,1526,1.2012920908379012,0.42305854241338114,-0.0731492839862408,0.6526664488969559
|
||||
KR,035900,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-28,981,0.18113806523420584,-0.3796708845837016,0.4770923254566086,0.2702962719088219,0.7633694694270408,1.1771982476882246,24.502587674390252,755,1.906524725274725,0.5389398572884812,-0.03508459916220834,1.9418376702122802
|
||||
KR,035900,kartsell_v12_candidate,oos_2018_source_end,2018-01-01,2021-04-15,801,0.25149885349176415,-0.42356837971511585,0.5937621067486614,0.3574601598973567,0.8287164973674097,1.0579957573738765,23.434266137016998,606,1.461,0.5588639200998752,-0.05005257929453103,2.0897775582488447
|
||||
KR,035900,kartsell_v12_candidate,gfc_2007_2009,2007-01-02,2009-12-30,689,-0.29998604630341363,-0.7818310638902997,-0.38369676028312083,0.6415852352465292,-0.2915976800045207,-0.3971863096031916,66.79260043257293,541,0.9356816102470266,0.5567489114658927,-0.09576860948247466,0.3439428588832688
|
||||
KR,035900,kartsell_v12_candidate,covid_2020,2020-01-03,2020-12-30,245,0.0885782117260554,-0.32195964408103417,0.27512209481683086,0.4231471890690222,0.41378622661388126,0.6121032030425398,19.571934804052667,152,1.8161602209944752,0.6761224489795918,-0.055632775073148164,1.0877564317703716
|
||||
|
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|
||||
portfolio,strategy,cost_one_way,start,end,observations,cagr,mdd,calmar,annual_vol,sharpe_zero_rf,sortino_zero_rf,ulcer_index,recovery_days_max,turnover_annual,avg_exposure,cvar_5_daily,final_equity
|
||||
kr_three_equal_weight,buy_hold,0.001,2007-01-02,2021-04-16,3544,0.15966367398221593,-0.746940438546079,0.2137569018126821,0.33195774902137104,0.6195175804639289,0.8968292966182654,24.89250311184457,1201,0.0,1.0,-0.047031957925615396,8.299549013888875
|
||||
kr_three_equal_weight,trend_10m_shifted,0.001,2007-01-02,2021-04-16,3544,0.10276944492529383,-0.3470069051561434,0.29615965388080806,0.2126526445780563,0.5736173236822923,0.7369976139933023,17.61514816258104,1254,2.0066117286316594,0.5483446200150488,-0.0313782635073796,4.045211658882635
|
||||
kr_three_equal_weight,trailing_12,0.001,2007-01-02,2021-04-16,3544,0.11879484280239616,-0.259852977465432,0.4571617533926442,0.19911782280760404,0.6720633782614546,0.9331478664992225,11.096024877101852,753,5.471516864699118,0.5811230248306998,-0.02830663002938829,4.971118890120979
|
||||
kr_three_equal_weight,kartsell_v11_original,0.001,2007-01-02,2021-04-16,3544,0.08498798373274363,-0.5723093909033525,0.14850006846575717,0.22996427295658178,0.4753570174267848,0.6843406498381339,23.74908865354514,1205,10.595376581065544,0.7059560759969902,-0.03326582675658108,3.2068914593516378
|
||||
kr_three_equal_weight,kartsell_v12_candidate,0.001,2007-01-02,2021-04-16,3544,0.10362484012412221,-0.5019847526624774,0.2064302542547484,0.19831180000435325,0.6042229468283998,0.8527918347068726,19.168805823607535,1050,1.4886259103104638,0.578875094055681,-0.028674364618152162,4.0902701238716315
|
||||
kr_three_equal_weight,kartsell_v12_plus_capital_floor,0.001,2007-01-02,2021-04-16,3544,0.06637517558307948,-0.35161544618445106,0.1887720698943933,0.14662394656138103,0.5186411534339462,0.6879948066607922,18.022587539878657,1244,3.852986177654273,0.4311216139954853,-0.021914325493421042,2.5045262050555865
|
||||
|
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|
||||
symbol,strategy,sell_events,buy_events,median_gain_capture,median_63d_post_sell_return,false_exit_rate_63d
|
||||
005930,kartsell_v11_original,318,597,0.7816905174642623,0.04190659018055054,0.3387096774193548
|
||||
005930,kartsell_v12_candidate,46,52,0.1652232222967296,0.07077435980988311,0.32558139534883723
|
||||
000660,kartsell_v11_original,265,492,0.5781923279033105,0.07308933654784189,0.4356060606060606
|
||||
000660,kartsell_v12_candidate,47,55,-0.15384615384615385,-0.03908111714803164,0.2978723404255319
|
||||
035900,kartsell_v11_original,330,681,-5.467741935483871,-0.013977128335451061,0.3280757097791798
|
||||
035900,kartsell_v12_candidate,44,50,0.12588401697312587,0.04014349043804,0.38636363636363635
|
||||
|
@@ -0,0 +1,6 @@
|
||||
/mnt/data/kartsell_v12_2_extension.py:70: FutureWarning: Setting an item of incompatible dtype is deprecated and will raise an error in a future version of pandas. Value '[11342.3877551 11124.95918367 10980. ... 47877.55102041
|
||||
49734.69387755 49387.75510204]' has dtype incompatible with int64, please explicitly cast to a compatible dtype first.
|
||||
raw.loc[:i-1, ['open','high','low','close','adj_close']] *= mult
|
||||
/mnt/data/kartsell_v12_2_extension.py:70: FutureWarning: Setting an item of incompatible dtype is deprecated and will raise an error in a future version of pandas. Value '[11342.3877551 11124.95918367 10980. ... 47877.55102041
|
||||
49734.69387755 49387.75510204]' has dtype incompatible with int64, please explicitly cast to a compatible dtype first.
|
||||
raw.loc[:i-1, ['open','high','low','close','adj_close']] *= mult
|
||||
@@ -0,0 +1,8 @@
|
||||
/mnt/data/kartsell_v12_2_extension.py:70: FutureWarning: Setting an item of incompatible dtype is deprecated and will raise an error in a future version of pandas. Value '[11342.3877551 11124.95918367 10980. ... 47877.55102041
|
||||
49734.69387755 49387.75510204]' has dtype incompatible with int64, please explicitly cast to a compatible dtype first.
|
||||
raw.loc[:i-1, ['open','high','low','close','adj_close']] *= mult
|
||||
/mnt/data/kartsell_v12_2_extension.py:70: FutureWarning: Setting an item of incompatible dtype is deprecated and will raise an error in a future version of pandas. Value '[11342.3877551 11124.95918367 10980. ... 47877.55102041
|
||||
49734.69387755 49387.75510204]' has dtype incompatible with int64, please explicitly cast to a compatible dtype first.
|
||||
raw.loc[:i-1, ['open','high','low','close','adj_close']] *= mult
|
||||
|
||||
ELAPSED 6.54 sec
|
||||
@@ -0,0 +1,12 @@
|
||||
variants train_oos_spearman top3_train_below_median_oos_rate baseline_train_rank baseline_oos_rank
|
||||
9 0.83205 0.0 3 1
|
||||
act_mult gb_mult wait breakout min_shift train_robust_score oos_robust_score us_train_cagr us_train_mdd us_train_calmar us_train_turnover_annual us_train_avg_exposure us_oos_cagr us_oos_mdd us_oos_calmar us_oos_turnover_annual us_oos_avg_exposure kr_train_cagr kr_train_mdd kr_train_calmar kr_train_turnover_annual kr_train_avg_exposure kr_oos_cagr kr_oos_mdd kr_oos_calmar kr_oos_turnover_annual kr_oos_avg_exposure train_rank oos_rank
|
||||
1.2 1.2 10 20 0.0 0.170865 0.674982 0.180090 -0.372970 0.482854 1.394224 0.663299 0.188461 -0.229678 0.820543 1.637069 0.660654 0.086316 -0.501985 0.171950 1.510877 0.582732 0.167025 -0.255188 0.654515 1.419234 0.565426 1 1.0
|
||||
1.0 1.2 10 20 0.0 0.170865 0.674982 0.180090 -0.372970 0.482854 1.394224 0.663299 0.188461 -0.229678 0.820543 1.637069 0.660654 0.086316 -0.501985 0.171950 1.510877 0.582732 0.167025 -0.255188 0.654515 1.419234 0.565426 2 1.0
|
||||
1.0 1.0 10 20 0.0 0.168892 0.674982 0.177575 -0.372970 0.476111 1.412427 0.662613 0.188973 -0.229678 0.822774 1.637069 0.660767 0.085436 -0.501985 0.170196 1.510877 0.582879 0.167025 -0.255188 0.654515 1.419234 0.565426 3 1.0
|
||||
1.2 1.0 10 20 0.0 0.168892 0.674982 0.177575 -0.372970 0.476111 1.412427 0.662613 0.188973 -0.229678 0.822774 1.637069 0.660767 0.085436 -0.501985 0.170196 1.510877 0.582879 0.167025 -0.255188 0.654515 1.419234 0.565426 4 1.0
|
||||
0.8 1.2 10 20 0.0 0.167761 0.674982 0.178623 -0.359585 0.496748 1.414248 0.663530 0.188687 -0.229678 0.821526 1.637069 0.659217 0.084850 -0.501985 0.169030 1.498742 0.580438 0.167025 -0.255188 0.654515 1.419234 0.565426 5 1.0
|
||||
0.8 1.0 10 20 0.0 0.165790 0.674982 0.176056 -0.359585 0.489608 1.432451 0.662868 0.189199 -0.229678 0.823758 1.637069 0.659330 0.083971 -0.501985 0.167278 1.498742 0.580584 0.167025 -0.255188 0.654515 1.419234 0.565426 6 1.0
|
||||
1.0 0.8 10 20 0.0 0.155601 0.609677 0.178683 -0.372970 0.479080 1.406360 0.662854 0.188973 -0.229678 0.822774 1.637069 0.660767 0.079508 -0.501985 0.158387 1.510877 0.590727 0.151651 -0.255188 0.594269 1.500333 0.554848 7 7.0
|
||||
1.2 0.8 10 20 0.0 0.155601 0.609677 0.178683 -0.372970 0.479080 1.406360 0.662854 0.188973 -0.229678 0.822774 1.637069 0.660767 0.079508 -0.501985 0.158387 1.510877 0.590727 0.151651 -0.255188 0.594269 1.500333 0.554848 8 7.0
|
||||
0.8 0.8 10 20 0.0 0.152517 0.609677 0.177217 -0.359585 0.492838 1.426383 0.663085 0.189199 -0.229678 0.823758 1.637069 0.659330 0.078051 -0.501985 0.155485 1.498742 0.588432 0.151651 -0.255188 0.594269 1.500333 0.554848 9 7.0
|
||||
@@ -0,0 +1,10 @@
|
||||
act_mult,gb_mult,wait,breakout,min_shift,train_robust_score,oos_robust_score,us_train_cagr,us_train_mdd,us_train_calmar,us_train_turnover_annual,us_train_avg_exposure,us_oos_cagr,us_oos_mdd,us_oos_calmar,us_oos_turnover_annual,us_oos_avg_exposure,kr_train_cagr,kr_train_mdd,kr_train_calmar,kr_train_turnover_annual,kr_train_avg_exposure,kr_oos_cagr,kr_oos_mdd,kr_oos_calmar,kr_oos_turnover_annual,kr_oos_avg_exposure,train_rank,oos_rank
|
||||
1.2,1.2,10,20,0.0,0.1708654016440855,0.6749821676500353,0.1800902199641905,-0.3729701052232771,0.48285430237466404,1.3942240842262648,0.6632990249187433,0.18846086504196746,-0.2296782151891421,0.8205430579768666,1.6370686062020674,0.6606537530266344,0.08631605045448842,-0.5019847526624774,0.17194954626943673,1.510877149264889,0.5827322104235323,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,1,1.0
|
||||
1.0,1.2,10,20,0.0,0.1708654016440855,0.6749821676500353,0.1800902199641905,-0.3729701052232771,0.48285430237466404,1.3942240842262648,0.6632990249187433,0.18846086504196746,-0.2296782151891421,0.8205430579768666,1.6370686062020674,0.6606537530266344,0.08631605045448842,-0.5019847526624774,0.17194954626943673,1.510877149264889,0.5827322104235323,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,2,1.0
|
||||
1.0,1.0,10,20,0.0,0.16889167450442008,0.6749821676500353,0.17757526649702715,-0.3729701052232771,0.47611125934804455,1.4124274233740344,0.6626128566269411,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.0854357445587901,-0.5019847526624774,0.17019589560369588,1.510877149264889,0.5828786769193214,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,3,1.0
|
||||
1.2,1.0,10,20,0.0,0.16889167450442008,0.6749821676500353,0.17757526649702715,-0.3729701052232771,0.47611125934804455,1.4124274233740344,0.6626128566269411,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.0854357445587901,-0.5019847526624774,0.17019589560369588,1.510877149264889,0.5828786769193214,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,4,1.0
|
||||
0.8,1.2,10,20,0.0,0.167761184806263,0.6749821676500353,0.17862314916818534,-0.35958528369136633,0.4967476625698019,1.4142477572888115,0.6635301552907187,0.18868661641628282,-0.22967821518913945,0.8215259608356842,1.6370686062020674,0.6592171105730428,0.08485034357259225,-0.5019847526624774,0.1690297227606106,1.4987415898330425,0.58043756865617,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,5,1.0
|
||||
0.8,1.0,10,20,0.0,0.1657901207087664,0.6749821676500353,0.1760559514449329,-0.35958528369136633,0.4896083333489324,1.432451096436581,0.6628680630793308,0.18919920653260802,-0.229678215189139,0.8237577359124082,1.6370686062020674,0.6593301049233252,0.08397122542553181,-0.5019847526624774,0.1672784381998791,1.4987415898330425,0.580584035151959,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,6,1.0
|
||||
1.0,0.8,10,20,0.0,0.15560055557153604,0.6096770885746012,0.17868266654499165,-0.3729701052232771,0.4790803982480686,1.4063596436581112,0.6628536174310822,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.07950774664970295,-0.5019847526624774,0.15838677614808364,1.510877149264889,0.5907268399853534,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,7,7.0
|
||||
1.2,0.8,10,20,0.0,0.15560055557153604,0.6096770885746012,0.17868266654499165,-0.3729701052232771,0.4790803982480686,1.4063596436581112,0.6628536174310822,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.07950774664970295,-0.5019847526624774,0.15838677614808364,1.510877149264889,0.5907268399853534,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,8,7.0
|
||||
0.8,0.8,10,20,0.0,0.15251693475632572,0.6096770885746012,0.17721734559868474,-0.35958528369136633,0.4928381489349024,1.4263833167206579,0.6630847478030577,0.18919920653260802,-0.229678215189139,0.8237577359124082,1.6370686062020674,0.6593301049233252,0.07805122584007029,-0.5019847526624774,0.1554852521438038,1.4987415898330425,0.588432198217991,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,9,7.0
|
||||
|
@@ -0,0 +1,2 @@
|
||||
variants,train_oos_spearman,top3_train_below_median_oos_rate,baseline_train_rank,baseline_oos_rank
|
||||
9,0.8320502943378437,0.0,3,1
|
||||
|
@@ -0,0 +1,10 @@
|
||||
act_mult,gb_mult,wait,breakout,min_shift,train_robust_score,oos_robust_score,us_train_cagr,us_train_mdd,us_train_calmar,us_train_turnover_annual,us_train_avg_exposure,us_oos_cagr,us_oos_mdd,us_oos_calmar,us_oos_turnover_annual,us_oos_avg_exposure,kr_train_cagr,kr_train_mdd,kr_train_calmar,kr_train_turnover_annual,kr_train_avg_exposure,kr_oos_cagr,kr_oos_mdd,kr_oos_calmar,kr_oos_turnover_annual,kr_oos_avg_exposure,train_rank,oos_rank
|
||||
1.2,1.2,10,20,0.0,0.1708654016440855,0.6749821676500353,0.1800902199641905,-0.3729701052232771,0.48285430237466404,1.3942240842262648,0.6632990249187433,0.18846086504196746,-0.2296782151891421,0.8205430579768666,1.6370686062020674,0.6606537530266344,0.08631605045448842,-0.5019847526624774,0.17194954626943673,1.510877149264889,0.5827322104235323,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,1,1.0
|
||||
1.0,1.2,10,20,0.0,0.1708654016440855,0.6749821676500353,0.1800902199641905,-0.3729701052232771,0.48285430237466404,1.3942240842262648,0.6632990249187433,0.18846086504196746,-0.2296782151891421,0.8205430579768666,1.6370686062020674,0.6606537530266344,0.08631605045448842,-0.5019847526624774,0.17194954626943673,1.510877149264889,0.5827322104235323,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,2,1.0
|
||||
1.0,1.0,10,20,0.0,0.16889167450442008,0.6749821676500353,0.17757526649702715,-0.3729701052232771,0.47611125934804455,1.4124274233740344,0.6626128566269411,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.0854357445587901,-0.5019847526624774,0.17019589560369588,1.510877149264889,0.5828786769193214,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,3,1.0
|
||||
1.2,1.0,10,20,0.0,0.16889167450442008,0.6749821676500353,0.17757526649702715,-0.3729701052232771,0.47611125934804455,1.4124274233740344,0.6626128566269411,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.0854357445587901,-0.5019847526624774,0.17019589560369588,1.510877149264889,0.5828786769193214,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,4,1.0
|
||||
0.8,1.2,10,20,0.0,0.167761184806263,0.6749821676500353,0.17862314916818534,-0.35958528369136633,0.4967476625698019,1.4142477572888115,0.6635301552907187,0.18868661641628282,-0.22967821518913945,0.8215259608356842,1.6370686062020674,0.6592171105730428,0.08485034357259225,-0.5019847526624774,0.1690297227606106,1.4987415898330425,0.58043756865617,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,5,1.0
|
||||
0.8,1.0,10,20,0.0,0.1657901207087664,0.6749821676500353,0.1760559514449329,-0.35958528369136633,0.4896083333489324,1.432451096436581,0.6628680630793308,0.18919920653260802,-0.229678215189139,0.8237577359124082,1.6370686062020674,0.6593301049233252,0.08397122542553181,-0.5019847526624774,0.1672784381998791,1.4987415898330425,0.580584035151959,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,6,1.0
|
||||
1.0,0.8,10,20,0.0,0.15560055557153604,0.6096770885746012,0.17868266654499165,-0.3729701052232771,0.4790803982480686,1.4063596436581112,0.6628536174310822,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.07950774664970295,-0.5019847526624774,0.15838677614808364,1.510877149264889,0.5907268399853534,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,7,7.0
|
||||
1.2,0.8,10,20,0.0,0.15560055557153604,0.6096770885746012,0.17868266654499165,-0.3729701052232771,0.4790803982480686,1.4063596436581112,0.6628536174310822,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.07950774664970295,-0.5019847526624774,0.15838677614808364,1.510877149264889,0.5907268399853534,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,8,7.0
|
||||
0.8,0.8,10,20,0.0,0.15251693475632572,0.6096770885746012,0.17721734559868474,-0.35958528369136633,0.4928381489349024,1.4263833167206579,0.6630847478030577,0.18919920653260802,-0.229678215189139,0.8237577359124082,1.6370686062020674,0.6593301049233252,0.07805122584007029,-0.5019847526624774,0.1554852521438038,1.4987415898330425,0.588432198217991,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,9,7.0
|
||||
|
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,13 @@
|
||||
factor,bucket,observations,mean_fwd12m,median_fwd12m,positive_rate,loss_gt_20_rate
|
||||
mom12_1,preferred_tercile,874,0.32387300753079057,0.20242994039354578,0.7391304347826086,0.10983981693363844
|
||||
mom12_1,opposite_tercile,519,0.42464731050951354,0.1594236579130841,0.7302504816955684,0.08477842003853564
|
||||
mom12_1,preferred_minus_opposite,519,-0.10077430297872297,0.04300628248046168,,
|
||||
mom6_1,preferred_tercile,904,0.33155396665287856,0.18977767692799152,0.7123893805309734,0.12278761061946902
|
||||
mom6_1,opposite_tercile,537,0.3700245000830613,0.1640926640926641,0.707635009310987,0.10986964618249534
|
||||
mom6_1,preferred_minus_opposite,537,-0.03847053343018275,0.025685012835327425,,
|
||||
vol63,preferred_tercile,550,0.13883071070567335,0.12215983587011692,0.730909090909091,0.07090909090909091
|
||||
vol63,opposite_tercile,926,0.45110012944579264,0.22311068692741454,0.6922246220302376,0.15334773218142547
|
||||
vol63,preferred_minus_opposite,550,-0.31226941874011926,-0.10095085105729762,,
|
||||
drawdown252,preferred_tercile,906,0.25751171686318947,0.15399048507301294,0.7317880794701986,0.10264900662251655
|
||||
drawdown252,opposite_tercile,537,0.4705274237016531,0.21757225433526006,0.702048417132216,0.1191806331471136
|
||||
drawdown252,preferred_minus_opposite,537,-0.21301570683846366,-0.06358176926224712,,
|
||||
|
@@ -0,0 +1,4 @@
|
||||
strategy,start,end,observations,cagr,mdd,calmar,annual_vol,sharpe_zero_rf,sortino_zero_rf,ulcer_index,recovery_days_max,turnover_annual,avg_exposure,cvar_5_daily,final_equity
|
||||
SPY_core_50_tactical_50,2007-01-03,2026-03-20,4834,0.06958719661109636,-0.4613192472088695,0.15084390480588308,0.16579219361444017,0.48950699392592684,0.60074746567892,11.893314559668578,1299,0.6455387685290763,0.9098365742656185,-0.025908374263902537,3.6408846701108804
|
||||
SPY_core_65_tactical_35,2007-01-03,2026-03-20,4834,0.07366766142979086,-0.49228940748373473,0.14964299517702875,0.17488205660932857,0.49469693473191545,0.6076626669761507,12.541212267186529,1385,0.45187713797035356,0.9368856019859331,-0.02722122574475978,3.9171662708534947
|
||||
SPY_core_80_tactical_19,2007-01-03,2026-03-20,4834,0.07758122604730122,-0.5223084565323348,0.14853526699983338,0.1844544075341742,0.4980677751432175,0.6113970465027098,13.286386996261903,1394,0.25821550741163063,0.9639346297062474,-0.028614679253723144,4.200728495779884
|
||||
|
@@ -0,0 +1,97 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2012-02-10,1.0,0.8,SELL,two_close_floor,0.6,0.711,0.335,0.62568
|
||||
2012-02-17,0.8,0.6000000000000001,SELL,two_close_floor,0.5385,0.711,0.335,0.62568
|
||||
2012-02-27,0.6000000000000001,0.35,SELL,gap_floor,0.5107,0.711,0.335,0.62568
|
||||
2012-11-26,0.35,0.5,BUY,daily_reentry,0.529,0.711,0.335,0.691488
|
||||
2012-11-27,0.5,0.65,BUY,daily_reentry,0.495,0.711,0.335,0.691488
|
||||
2012-11-28,0.65,0.35,SELL,gap_floor,0.464,0.711,0.335,0.691488
|
||||
2012-11-30,0.35,0.5,BUY,daily_reentry,0.502,0.711,0.335,0.691488
|
||||
2012-12-03,0.5,0.65,BUY,daily_reentry,0.5,0.711,0.335,0.691488
|
||||
2012-12-04,0.65,0.8,BUY,daily_reentry,0.5025,0.711,0.335,0.691488
|
||||
2012-12-05,0.8,0.55,SELL,gap_floor,0.505,0.711,0.335,0.691488
|
||||
2012-12-06,0.55,0.7000000000000001,BUY,daily_reentry,0.51,0.711,0.335,0.691488
|
||||
2012-12-07,0.7000000000000001,0.8500000000000001,BUY,daily_reentry,0.574,0.711,0.335,0.691488
|
||||
2012-12-10,0.8500000000000001,1.0,BUY,daily_reentry,0.575,0.711,0.335,0.691488
|
||||
2012-12-12,1.0,0.9500000000000001,SELL,two_close_floor,0.652,0.711,0.335,0.691488
|
||||
2012-12-13,0.9500000000000001,1.0,BUY,daily_reentry,0.762,0.762,0.335,0.691488
|
||||
2012-12-24,1.0,0.8,SELL,two_close_floor,0.77,0.949,0.335,0.83512
|
||||
2012-12-26,0.8,0.9500000000000001,BUY,daily_reentry,0.8099,0.949,0.335,0.83512
|
||||
2012-12-27,0.9500000000000001,1.0,BUY,daily_reentry,0.79,0.949,0.335,0.83512
|
||||
2013-01-25,1.0,0.9500000000000001,SELL,two_close_floor,1.37,1.6,0.335,1.4080000000000001
|
||||
2013-01-31,0.9500000000000001,1.0,BUY,daily_reentry,1.28,1.6,0.335,1.4080000000000001
|
||||
2013-02-01,1.0,0.9500000000000001,SELL,two_close_floor,1.25,1.6,0.335,1.4080000000000001
|
||||
2013-02-04,0.9500000000000001,1.0,BUY,daily_reentry,1.24,1.6,0.335,1.4080000000000001
|
||||
2013-02-13,1.0,0.9500000000000001,SELL,two_close_floor,1.3,1.6,0.335,1.4080000000000001
|
||||
2013-02-14,0.9500000000000001,1.0,BUY,daily_reentry,2.12,2.12,0.335,1.8656000000000001
|
||||
2013-04-03,1.0,0.8,SELL,two_close_floor,3.51,4.38,0.335,3.8544
|
||||
2013-04-04,0.8,0.9500000000000001,BUY,daily_reentry,3.56,4.38,0.335,3.8544
|
||||
2013-04-08,0.9500000000000001,1.0,BUY,daily_reentry,3.49,4.38,0.335,3.8544
|
||||
2013-04-10,1.0,0.9500000000000001,SELL,two_close_floor,3.67,4.38,0.335,3.8544
|
||||
2013-04-11,0.9500000000000001,1.0,BUY,daily_reentry,3.86,4.38,0.335,3.8544
|
||||
2013-05-21,1.0,0.6,SELL,gap_floor,5.31,6.85,0.335,6.234399999999999
|
||||
2013-05-22,0.6,0.75,BUY,daily_reentry,5.55,6.85,0.335,6.234399999999999
|
||||
2013-05-23,0.75,0.9,BUY,daily_reentry,5.6,6.85,0.335,6.234399999999999
|
||||
2013-05-24,0.9,1.0,BUY,daily_reentry,5.8,6.85,0.335,6.234399999999999
|
||||
2013-05-29,1.0,0.75,SELL,gap_floor,5.46,6.85,0.335,6.234399999999999
|
||||
2013-06-03,0.75,0.9,BUY,daily_reentry,5.17,6.85,0.335,6.234399999999999
|
||||
2013-06-04,0.9,1.0,BUY,daily_reentry,5.27,6.85,0.335,6.234399999999999
|
||||
2013-06-05,1.0,0.6,SELL,gap_floor,4.778,6.85,0.335,6.234399999999999
|
||||
2013-06-07,0.6,0.75,BUY,daily_reentry,4.85,6.85,0.335,6.234399999999999
|
||||
2013-06-10,0.75,0.9,BUY,daily_reentry,4.9,6.85,0.335,6.234399999999999
|
||||
2013-06-11,0.9,1.0,BUY,daily_reentry,4.71,6.85,0.335,6.234399999999999
|
||||
2013-06-12,1.0,0.75,SELL,gap_floor,4.62,6.85,0.335,6.234399999999999
|
||||
2013-06-13,0.75,0.9,BUY,daily_reentry,4.62,6.85,0.335,6.234399999999999
|
||||
2013-06-17,0.9,1.0,BUY,daily_reentry,4.58,6.85,0.335,6.234399999999999
|
||||
2013-06-19,1.0,0.75,SELL,gap_floor,4.64,6.85,0.335,6.234399999999999
|
||||
2013-06-25,0.75,0.9,BUY,daily_reentry,3.99,6.85,0.335,6.234399999999999
|
||||
2013-06-26,0.9,0.65,SELL,gap_floor,3.97,6.85,0.335,6.2532
|
||||
2013-06-27,0.65,0.8,BUY,daily_reentry,3.99,6.85,0.335,6.262
|
||||
2013-06-28,0.8,0.9500000000000001,BUY,daily_reentry,4.03,6.85,0.335,6.279599999999999
|
||||
2013-07-01,0.9500000000000001,1.0,BUY,daily_reentry,4.43,6.85,0.335,6.279599999999999
|
||||
2013-07-03,1.0,0.75,SELL,gap_floor,4.15,6.85,0.335,6.279599999999999
|
||||
2013-07-05,0.75,0.9,BUY,daily_reentry,4.25,6.85,0.335,6.318
|
||||
2013-07-08,0.9,1.0,BUY,daily_reentry,4.3,6.85,0.335,6.3412
|
||||
2013-07-11,1.0,0.75,SELL,gap_floor,4.85,6.85,0.335,6.3412
|
||||
2013-07-12,0.75,0.9,BUY,daily_reentry,4.98,6.85,0.335,6.3412
|
||||
2013-07-15,0.9,1.0,BUY,daily_reentry,5.14,6.85,0.335,6.3412
|
||||
2013-07-18,1.0,0.9500000000000001,SELL,two_close_floor,5.82,6.85,0.335,6.3412
|
||||
2013-07-19,0.9500000000000001,1.0,BUY,daily_reentry,5.47,6.85,0.335,6.3412
|
||||
2013-07-25,1.0,0.75,SELL,gap_floor,5.75,6.85,0.335,6.358
|
||||
2013-07-26,0.75,0.9,BUY,daily_reentry,5.72,6.85,0.335,6.358
|
||||
2013-07-29,0.9,1.0,BUY,daily_reentry,5.75,6.85,0.335,6.358
|
||||
2013-08-01,1.0,0.9500000000000001,SELL,two_close_floor,6.04,6.85,0.335,6.358
|
||||
2013-08-02,0.9500000000000001,1.0,BUY,daily_reentry,5.89,6.85,0.335,6.358
|
||||
2013-08-08,1.0,0.75,SELL,gap_floor,5.89,6.85,0.335,6.358
|
||||
2013-08-12,0.75,0.9,BUY,daily_reentry,5.81,6.85,0.335,6.358
|
||||
2013-08-15,0.9,0.5,SELL,gap_floor,2.57,6.85,0.335,6.358
|
||||
2013-08-22,0.5,0.35,SELL,gap_floor,3.07,6.85,0.335,6.358
|
||||
2013-08-29,0.35,0.5,BUY,daily_reentry,3.39,6.85,0.335,6.358
|
||||
2013-08-30,0.5,0.65,BUY,daily_reentry,3.54,6.85,0.335,6.358
|
||||
2013-09-03,0.65,0.8,BUY,daily_reentry,3.54,6.85,0.335,6.358
|
||||
2013-09-04,0.8,0.9500000000000001,BUY,daily_reentry,3.45,6.85,0.335,6.358
|
||||
2013-09-05,0.9500000000000001,1.0,BUY,daily_reentry,3.4,6.85,0.335,6.358
|
||||
2013-09-06,1.0,0.6,SELL,gap_floor,3.27,6.85,0.335,6.358
|
||||
2013-09-10,0.6,0.75,BUY,daily_reentry,3.46,6.85,0.335,6.358
|
||||
2013-09-11,0.75,0.9,BUY,daily_reentry,3.51,6.85,0.335,6.394
|
||||
2013-09-12,0.9,1.0,BUY,daily_reentry,3.65,6.85,0.335,6.4756
|
||||
2013-09-13,1.0,0.75,SELL,gap_floor,3.72,6.85,0.335,6.4956
|
||||
2013-09-16,0.75,0.9,BUY,daily_reentry,3.81,6.85,0.335,6.505999999999999
|
||||
2013-09-17,0.9,1.0,BUY,daily_reentry,3.77,6.85,0.335,6.513199999999999
|
||||
2013-09-20,1.0,0.75,SELL,gap_floor,3.92,6.85,0.335,6.5283999999999995
|
||||
2013-09-23,0.75,0.9,BUY,daily_reentry,3.95,6.85,0.335,6.5283999999999995
|
||||
2013-09-24,0.9,1.0,BUY,daily_reentry,4.13,6.85,0.335,6.5283999999999995
|
||||
2013-09-27,1.0,0.75,SELL,gap_floor,4.37,6.85,0.335,6.5283999999999995
|
||||
2013-09-30,0.75,0.9,BUY,daily_reentry,4.11,6.85,0.335,6.5283999999999995
|
||||
2013-10-01,0.9,1.0,BUY,daily_reentry,4.45,6.85,0.335,6.5283999999999995
|
||||
2013-10-04,1.0,0.75,SELL,gap_floor,5.04,6.85,0.335,6.5283999999999995
|
||||
2013-10-07,0.75,0.9,BUY,daily_reentry,5.24,6.85,0.335,6.5283999999999995
|
||||
2013-10-08,0.9,1.0,BUY,daily_reentry,5.05,6.85,0.335,6.5283999999999995
|
||||
2013-10-11,1.0,0.6,SELL,gap_floor,5.01,6.85,0.335,6.5283999999999995
|
||||
2013-10-14,0.6,0.75,BUY,daily_reentry,5.12,6.85,0.335,6.5283999999999995
|
||||
2013-10-15,0.75,0.9,BUY,daily_reentry,5.04,6.85,0.335,6.5283999999999995
|
||||
2013-10-16,0.9,1.0,BUY,daily_reentry,5.14,6.85,0.335,6.5283999999999995
|
||||
2013-10-18,1.0,0.75,SELL,gap_floor,5.938,6.85,0.335,6.5283999999999995
|
||||
2013-10-21,0.75,0.9,BUY,daily_reentry,5.97,6.85,0.335,6.5283999999999995
|
||||
2013-10-22,0.9,1.0,BUY,daily_reentry,6.17,6.85,0.335,6.5283999999999995
|
||||
2013-12-05,1.0,0.9500000000000001,SELL,two_close_floor,10.6,12.25,0.335,10.88062081632653
|
||||
2013-12-06,0.9500000000000001,1.0,BUY,daily_reentry,11.39,12.25,0.335,10.88062081632653
|
||||
|
@@ -0,0 +1,22 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2012-02-10,1.0,0.8,SELL,two_close_floor,0.6,0.711,0.335,0.62568
|
||||
2012-02-17,0.8,0.6000000000000001,SELL,two_close_floor,0.5385,0.711,0.335,0.62568
|
||||
2012-02-27,0.6000000000000001,0.20000000000000007,SELL,gap_floor,0.5107,0.711,0.335,0.62568
|
||||
2012-03-05,0.20000000000000007,0.1,SELL,gap_floor,0.464,0.711,0.335,0.658944
|
||||
2012-12-07,0.1,0.30000000000000004,BUY,reentry_reclaim50_breakout20,0.574,0.574,0.574,0.691488
|
||||
2012-12-26,0.30000000000000004,0.10000000000000003,SELL,two_close_floor,0.8099,0.949,0.574,0.8130689920011493
|
||||
2013-01-11,0.10000000000000003,0.30000000000000004,BUY,reentry_reclaim50_breakout20,1.6,1.6,1.6,1.4080000000000001
|
||||
2013-02-14,0.30000000000000004,0.5,BUY,reentry_reclaim50_breakout20,2.12,2.12,2.12,1.834
|
||||
2013-03-06,0.5,0.7,BUY,reentry_reclaim50_breakout20,2.92,2.92,2.92,2.48
|
||||
2013-03-20,0.7,0.8999999999999999,BUY,reentry_reclaim50_breakout20,4.26,4.26,4.26,3.5647499999999996
|
||||
2013-04-29,0.8999999999999999,1.0,BUY,reentry_reclaim50_breakout20,4.2,4.2,4.2,
|
||||
2013-05-21,1.0,0.6,SELL,gap_floor,5.31,6.85,4.2,6.234399999999999
|
||||
2013-05-29,0.6,0.19999999999999996,SELL,gap_floor,5.46,6.85,4.2,6.234399999999999
|
||||
2013-06-05,0.19999999999999996,0.1,SELL,gap_floor,4.778,6.85,4.2,6.234399999999999
|
||||
2013-07-12,0.1,0.30000000000000004,BUY,reentry_reclaim50_breakout20,4.98,4.98,4.98,6.3412
|
||||
2013-07-30,0.30000000000000004,0.5,BUY,reentry_reclaim50_breakout20,5.9,5.9,5.9,
|
||||
2013-08-14,0.5,0.25,SELL,trend_crisis,2.74,6.05,5.9,
|
||||
2013-08-21,0.25,0.1,SELL,trend_crisis,3.06,6.05,5.9,
|
||||
2013-10-29,0.1,0.30000000000000004,BUY,reentry_reclaim50_breakout20,7.0,7.0,7.0,
|
||||
2013-11-12,0.30000000000000004,0.5,BUY,reentry_reclaim50_breakout20,12.0,12.0,12.0,10.2
|
||||
2013-11-27,0.5,0.7,BUY,reentry_reclaim50_breakout20,12.25,12.25,12.25,
|
||||
|
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,142 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-02-01,1.0,0.6,SELL,gap_floor,3.0264,3.4679,2.9929,3.169550322871584
|
||||
2007-02-08,0.6,0.25,SELL,gap_floor,3.0779,3.4679,2.9929,3.21730754756612
|
||||
2007-04-26,0.25,0.45,BUY,reentry_reclaim50_breakout20,3.53,3.53,3.53,3.295877941276554
|
||||
2007-05-10,0.45,0.65,BUY,reentry_reclaim50_breakout20,3.8336,3.8336,3.8336,
|
||||
2007-05-25,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,4.0579,4.0579,4.0579,
|
||||
2007-06-18,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,4.4675,4.4675,4.4675,
|
||||
2007-11-12,1.0,0.6,SELL,gap_floor,5.4914,6.8496,4.4675,6.289727233012124
|
||||
2007-11-19,0.6,0.39999999999999997,SELL,two_close_floor,5.8554,6.8496,4.4675,6.289727233012124
|
||||
2007-11-27,0.39999999999999997,0.25,SELL,two_close_floor,6.2432,6.8496,4.4675,6.289727233012124
|
||||
2007-12-24,0.25,0.45,BUY,reentry_reclaim50_breakout20,7.1,7.1,7.1,6.42094253441391
|
||||
2008-01-23,0.45,0.25,SELL,trend_crisis,4.9668,7.1368,7.1,
|
||||
2008-04-18,0.25,0.45,BUY,reentry_reclaim50_breakout20,5.7514,5.7514,5.7514,
|
||||
2008-05-02,0.45,0.65,BUY,reentry_reclaim50_breakout20,6.4621,6.4621,6.4621,
|
||||
2008-07-28,0.65,0.4,SELL,trend_crisis,5.5143,6.7843,6.4621,
|
||||
2008-08-04,0.4,0.25,SELL,trend_crisis,5.4725,6.7843,6.4621,
|
||||
2009-03-19,0.25,0.45,BUY,reentry_reclaim50_breakout20,3.6293,3.6293,3.6293,
|
||||
2009-04-02,0.45,0.65,BUY,reentry_reclaim50_breakout20,4.0254,4.0254,4.0254,
|
||||
2009-04-17,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,4.4079,4.4079,4.4079,
|
||||
2009-05-01,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,4.5443,4.5443,4.5443,
|
||||
2009-11-02,1.0,0.8,SELL,two_close_floor,6.7611,7.3286,4.5443,6.842534763845967
|
||||
2009-11-16,0.8,1.0,BUY,reentry_reclaim50_breakout20,7.3796,7.3796,7.3796,6.842534763845967
|
||||
2010-05-07,1.0,0.6,SELL,gap_floor,8.4236,9.6725,7.3796,9.080006876306003
|
||||
2010-05-17,0.6,0.39999999999999997,SELL,two_close_floor,9.0793,9.6725,7.3796,9.080006876306003
|
||||
2010-05-24,0.39999999999999997,0.25,SELL,two_close_floor,8.8129,9.6725,7.3796,9.080006876306003
|
||||
2010-06-16,0.25,0.45,BUY,reentry_reclaim50_breakout20,9.5446,9.5446,9.5446,9.080006876306003
|
||||
2010-09-22,0.45,0.65,BUY,reentry_reclaim50_breakout20,10.2768,10.2768,10.2768,
|
||||
2010-10-08,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,10.5025,10.5025,10.5025,
|
||||
2010-11-04,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,11.3668,11.3668,11.3668,
|
||||
2011-01-21,1.0,0.6,SELL,gap_floor,11.6686,12.4457,11.3668,12.001655000000001
|
||||
2011-02-07,0.6,0.8,BUY,reentry_reclaim50_breakout20,12.5671,12.5671,12.5671,12.001655000000001
|
||||
2011-07-15,0.8,1.0,BUY,reentry_reclaim50_breakout20,13.0329,13.0329,13.0329,
|
||||
2011-10-03,1.0,0.8,SELL,two_close_floor,13.3786,14.7661,13.0329,13.680582732484579
|
||||
2011-10-18,0.8,1.0,BUY,reentry_reclaim50_breakout20,15.08,15.08,15.08,13.730803114857174
|
||||
2012-04-20,1.0,0.8,SELL,two_close_floor,20.4636,22.7225,15.08,21.145766654481115
|
||||
2012-05-01,0.8,0.6000000000000001,SELL,two_close_floor,20.7904,22.7225,15.08,21.145766654481115
|
||||
2012-05-08,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,20.2921,22.7225,15.08,21.145766654481115
|
||||
2012-05-15,0.4000000000000001,0.25,SELL,gap_floor,19.7561,22.7225,15.08,21.145766654481115
|
||||
2012-07-19,0.25,0.45,BUY,reentry_reclaim50_breakout20,21.94,21.94,21.94,21.600322710399226
|
||||
2012-08-03,0.45,0.65,BUY,reentry_reclaim50_breakout20,21.9893,21.9893,21.9893,
|
||||
2012-08-17,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,23.1468,23.1468,23.1468,
|
||||
2012-09-06,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,24.1525,24.1525,24.1525,
|
||||
2012-11-07,1.0,0.75,SELL,trend_crisis,19.9286,25.075,24.1525,
|
||||
2012-11-14,0.75,0.5,SELL,trend_crisis,19.1743,25.075,24.1525,
|
||||
2012-11-21,0.5,0.25,SELL,trend_crisis,20.0607,25.075,24.1525,
|
||||
2013-08-13,0.25,0.45,BUY,reentry_reclaim50_breakout20,17.4846,17.4846,17.4846,
|
||||
2013-10-11,0.45,0.65,BUY,reentry_reclaim50_breakout20,17.6004,17.6004,17.6004,
|
||||
2013-11-26,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,19.05,19.05,19.05,18.135039052626656
|
||||
2013-12-23,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,20.3604,20.3604,20.3604,
|
||||
2014-09-04,1.0,0.8,SELL,two_close_floor,24.53,25.825,20.3604,24.765375
|
||||
2014-10-15,0.8,0.6000000000000001,SELL,two_close_floor,24.385,25.825,20.3604,24.765375
|
||||
2014-10-29,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,26.835,26.835,26.835,25.13821106829884
|
||||
2014-11-12,0.8,1.0,BUY,reentry_reclaim50_breakout20,27.8125,27.8125,27.8125,
|
||||
2015-03-11,1.0,0.8,SELL,two_close_floor,30.56,33.25,27.8125,31.45227448200977
|
||||
2015-03-26,0.8,0.6000000000000001,SELL,two_close_floor,31.06,33.25,27.8125,31.45227448200977
|
||||
2015-04-02,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,31.33,33.25,27.8125,31.45227448200977
|
||||
2015-04-20,0.4000000000000001,0.6000000000000001,BUY,reentry_reclaim50_breakout20,31.9,31.9,31.9,31.509488057414586
|
||||
2015-08-21,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,26.44,33.1625,31.9,
|
||||
2015-09-01,0.3500000000000001,0.25,SELL,trend_crisis,26.93,33.1625,31.9,
|
||||
2016-03-30,0.25,0.45,BUY,reentry_reclaim50_breakout20,27.39,27.39,27.39,
|
||||
2016-04-13,0.45,0.65,BUY,reentry_reclaim50_breakout20,28.01,28.01,28.01,
|
||||
2016-05-12,0.65,0.4,SELL,trend_crisis,22.585,28.025,28.01,
|
||||
2016-07-27,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,25.7375,25.7375,25.7375,
|
||||
2016-08-15,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,27.37,27.37,27.37,26.229228266834948
|
||||
2016-09-14,0.8,1.0,BUY,reentry_reclaim50_breakout20,27.9425,27.9425,27.9425,
|
||||
2017-06-12,1.0,0.6,SELL,gap_floor,36.355,39.025,27.9425,37.38875
|
||||
2017-06-19,0.6,0.39999999999999997,SELL,two_close_floor,36.585,39.025,27.9425,37.38875
|
||||
2017-06-26,0.39999999999999997,0.25,SELL,two_close_floor,36.455,39.025,27.9425,37.38875
|
||||
2017-07-17,0.25,0.45,BUY,reentry_reclaim50_breakout20,37.39,37.39,37.39,37.38875
|
||||
2017-08-09,0.45,0.65,BUY,reentry_reclaim50_breakout20,40.265,40.265,40.265,38.25494328347369
|
||||
2017-08-29,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,40.7275,40.7275,40.7275,
|
||||
2017-10-16,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,39.97,39.97,39.97,
|
||||
2018-01-26,1.0,0.8,SELL,two_close_floor,42.8775,44.815,39.97,42.928937499999996
|
||||
2018-02-02,0.8,0.4,SELL,gap_floor,40.125,44.815,39.97,42.928937499999996
|
||||
2018-02-09,0.4,0.25,SELL,gap_floor,39.1025,44.815,39.97,42.928937499999996
|
||||
2018-03-09,0.25,0.45,BUY,reentry_reclaim50_breakout20,44.995,44.995,44.995,42.928937499999996
|
||||
2018-05-04,0.45,0.65,BUY,reentry_reclaim50_breakout20,45.9575,45.9575,45.9575,
|
||||
2018-06-01,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,47.56,47.56,47.56,
|
||||
2018-07-12,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,47.7575,47.7575,47.7575,
|
||||
2018-10-11,1.0,0.8,SELL,two_close_floor,53.6125,58.0175,47.7575,54.332437500000005
|
||||
2018-10-29,0.8,0.6000000000000001,SELL,two_close_floor,53.06,58.0175,47.7575,54.332437500000005
|
||||
2018-11-05,0.6000000000000001,0.25,SELL,gap_floor,50.3975,58.0175,47.7575,54.332437500000005
|
||||
2019-03-11,0.25,0.45,BUY,reentry_reclaim50_breakout20,44.725,44.725,44.725,56.96747754569624
|
||||
2019-04-03,0.45,0.65,BUY,reentry_reclaim50_breakout20,48.8375,48.8375,48.8375,46.2177175815818
|
||||
2019-04-17,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,50.7825,50.7825,50.7825,
|
||||
2019-05-03,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,52.9375,52.9375,52.9375,
|
||||
2019-06-03,1.0,0.75,SELL,trend_crisis,43.325,52.9375,52.9375,
|
||||
2019-07-29,0.75,0.95,BUY,reentry_reclaim50_breakout20,52.42,52.42,52.42,
|
||||
2019-09-05,0.95,1.0,BUY,reentry_reclaim50_breakout20,53.32,53.32,53.32,
|
||||
2020-02-25,1.0,0.6,SELL,gap_floor,72.02,81.8,53.32,75.82843749999999
|
||||
2020-03-03,0.6,0.39999999999999997,SELL,two_close_floor,72.33,81.8,53.32,75.82843749999999
|
||||
2020-03-10,0.39999999999999997,0.25,SELL,two_close_floor,71.335,81.8,53.32,75.82843749999999
|
||||
2020-06-01,0.25,0.45,BUY,reentry_reclaim50_breakout20,80.4625,80.4625,80.4625,76.87301057484513
|
||||
2020-06-22,0.45,0.65,BUY,reentry_reclaim50_breakout20,89.7175,89.7175,89.7175,83.819725511485
|
||||
2020-07-08,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,95.3425,95.3425,95.3425,
|
||||
2020-07-31,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,106.26,106.26,106.26,
|
||||
2020-09-04,1.0,0.8,SELL,two_close_floor,120.96,134.18,106.26,123.13867951697571
|
||||
2020-09-14,0.8,0.6000000000000001,SELL,two_close_floor,115.36,134.18,106.26,123.13867951697571
|
||||
2020-09-21,0.6000000000000001,0.25,SELL,gap_floor,110.08,134.18,106.26,123.13867951697571
|
||||
2020-10-09,0.25,0.45,BUY,reentry_reclaim50_breakout20,116.97,116.97,116.97,123.82899362737672
|
||||
2020-12-07,0.45,0.65,BUY,reentry_reclaim50_breakout20,123.75,123.75,123.75,
|
||||
2020-12-22,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,131.88,131.88,131.88,
|
||||
2021-01-21,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,136.87,136.87,136.87,
|
||||
2021-09-20,1.0,0.6,SELL,gap_floor,142.94,156.69,136.87,147.60575
|
||||
2021-09-27,0.6,0.39999999999999997,SELL,two_close_floor,145.37,156.69,136.87,147.60575
|
||||
2021-10-04,0.39999999999999997,0.25,SELL,gap_floor,139.14,156.69,136.87,147.60575
|
||||
2021-11-19,0.25,0.45,BUY,reentry_reclaim50_breakout20,160.55,160.55,160.55,150.78812545025085
|
||||
2021-12-06,0.45,0.65,BUY,reentry_reclaim50_breakout20,165.32,165.32,165.32,
|
||||
2021-12-27,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,180.33,180.33,180.33,
|
||||
2022-02-09,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,176.28,176.28,176.28,
|
||||
2022-05-11,1.0,0.75,SELL,trend_crisis,146.5,178.96,176.28,
|
||||
2022-05-18,0.75,0.5,SELL,trend_crisis,140.82,178.96,176.28,
|
||||
2022-05-25,0.5,0.25,SELL,trend_crisis,140.52,178.96,176.28,
|
||||
2022-08-03,0.25,0.45,BUY,reentry_reclaim50_breakout20,166.13,166.13,166.13,
|
||||
2022-08-17,0.45,0.65,BUY,reentry_reclaim50_breakout20,174.55,174.55,174.55,
|
||||
2022-09-29,0.65,0.4,SELL,trend_crisis,142.48,174.55,174.55,
|
||||
2022-10-07,0.4,0.25,SELL,trend_crisis,140.09,174.55,174.55,
|
||||
2023-02-15,0.25,0.45,BUY,reentry_reclaim50_breakout20,155.33,155.33,155.33,
|
||||
2023-03-16,0.45,0.65,BUY,reentry_reclaim50_breakout20,155.85,155.85,155.85,
|
||||
2023-03-30,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,162.36,162.36,162.36,
|
||||
2023-04-18,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,166.47,166.47,166.47,
|
||||
2023-08-07,1.0,0.6,SELL,gap_floor,178.85,196.45,166.47,186.45925
|
||||
2023-08-14,0.6,0.25,SELL,gap_floor,179.46,196.45,166.47,186.45925
|
||||
2023-12-05,0.25,0.45,BUY,reentry_reclaim50_breakout20,193.42,193.42,193.42,187.61074999999997
|
||||
2024-01-23,0.45,0.65,BUY,reentry_reclaim50_breakout20,195.18,195.18,195.18,
|
||||
2024-05-21,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,192.35,192.35,192.35,
|
||||
2024-06-05,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,195.87,195.87,195.87,
|
||||
2024-08-06,1.0,0.6,SELL,gap_floor,207.23,234.82,195.87,217.71278024430688
|
||||
2024-08-20,0.6,0.8,BUY,reentry_reclaim50_breakout20,226.51,226.51,226.51,217.71278024430688
|
||||
2024-09-30,0.8,1.0,BUY,reentry_reclaim50_breakout20,233.0,233.0,233.0,
|
||||
2025-01-03,1.0,0.8,SELL,two_close_floor,243.36,259.02,233.0,245.5467325
|
||||
2025-01-13,0.8,0.4,SELL,gap_floor,234.4,259.02,233.0,245.5467325
|
||||
2025-01-21,0.4,0.25,SELL,gap_floor,222.64,259.02,233.0,245.5467325
|
||||
2025-02-13,0.25,0.45,BUY,reentry_reclaim50_breakout20,241.53,241.53,241.53,
|
||||
2025-04-04,0.45,0.25,SELL,trend_crisis,188.38,247.1,241.53,
|
||||
2025-07-22,0.25,0.45,BUY,reentry_reclaim50_breakout20,214.4,214.4,214.4,
|
||||
2025-08-07,0.45,0.65,BUY,reentry_reclaim50_breakout20,220.03,220.03,220.03,
|
||||
2025-09-03,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,238.47,238.47,238.47,
|
||||
2025-09-19,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,245.5,245.5,245.5,
|
||||
2026-01-02,1.0,0.8,SELL,two_close_floor,271.01,286.19,245.5,272.6468725
|
||||
2026-01-09,0.8,0.4,SELL,gap_floor,259.37,286.19,245.5,272.6468725
|
||||
2026-01-16,0.4,0.25,SELL,gap_floor,255.53,286.19,245.5,272.6502240390205
|
||||
|
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,104 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-11-07,1.0,0.75,SELL,trend_crisis,1158.0,1453.0,1443.0,
|
||||
2007-11-15,0.75,0.5,SELL,trend_crisis,1139.0,1453.0,1443.0,
|
||||
2007-11-23,0.5,0.25,SELL,trend_crisis,1060.6,1453.0,1443.0,
|
||||
2007-12-03,0.25,0.2,SELL,trend_crisis,1138.0,1453.0,1443.0,
|
||||
2009-05-05,0.2,0.4,BUY,reentry_reclaim50_breakout20,34.6,34.6,34.6,
|
||||
2009-05-13,0.4,0.2,SELL,trend_crisis,32.0,40.2,34.6,
|
||||
2010-04-07,0.2,0.4,BUY,reentry_reclaim50_breakout20,39.69,39.69,39.69,48.1804
|
||||
2010-04-22,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,43.25,43.25,43.25,
|
||||
2010-05-26,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,34.05,44.51,43.25,
|
||||
2010-06-04,0.3500000000000001,0.2,SELL,trend_crisis,34.75,44.51,43.25,
|
||||
2010-06-21,0.2,0.4,BUY,reentry_reclaim50_breakout20,38.76,38.76,38.76,
|
||||
2010-08-09,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,41.64,41.64,41.64,
|
||||
2010-09-28,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,37.32,37.32,37.32,
|
||||
2010-10-12,0.8,1.0,BUY,reentry_reclaim50_breakout20,41.78,41.78,41.78,
|
||||
2011-01-19,1.0,0.8,SELL,two_close_floor,51.02,61.18,41.78,54.35739232477202
|
||||
2011-01-26,0.8,0.4,SELL,gap_floor,41.61,61.18,41.78,56.6928
|
||||
2011-02-02,0.4,0.2,SELL,gap_floor,41.17,61.18,41.78,56.884
|
||||
2012-01-10,0.2,0.4,BUY,reentry_reclaim50_breakout20,25.07,25.07,25.07,59.99897558951441
|
||||
2012-02-01,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,26.6,26.6,26.6,
|
||||
2012-02-22,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,27.67,27.67,27.67,
|
||||
2012-03-30,0.8,1.0,BUY,reentry_reclaim50_breakout20,30.83,30.83,30.83,
|
||||
2012-07-06,1.0,0.8,SELL,two_close_floor,31.57,34.76,30.83,32.2547415286539
|
||||
2012-07-13,0.8,0.6000000000000001,SELL,two_close_floor,31.44,34.76,30.83,32.37545119769316
|
||||
2012-07-20,0.6000000000000001,0.20000000000000007,SELL,gap_floor,31.03,34.76,30.83,32.37545119769316
|
||||
2012-07-27,0.20000000000000007,0.2,SELL,two_close_floor,31.57,34.76,30.83,32.43066074388871
|
||||
2012-08-10,0.2,0.4,BUY,reentry_reclaim50_breakout20,32.6,32.6,32.6,32.43066074388871
|
||||
2012-09-05,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,34.81,34.81,34.81,
|
||||
2012-10-05,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,35.23,35.23,35.23,
|
||||
2013-01-02,0.8,1.0,BUY,reentry_reclaim50_breakout20,36.48,36.48,36.48,
|
||||
2013-10-09,1.0,0.8,SELL,two_close_floor,47.73,50.57,36.48,47.871500000000005
|
||||
2013-11-04,0.8,0.6000000000000001,SELL,two_close_floor,49.08,52.3,36.48,49.20832329264696
|
||||
2013-11-11,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,48.84,52.3,36.48,49.20832329264696
|
||||
2013-11-19,0.4000000000000001,0.20000000000000007,SELL,two_close_floor,48.78,52.3,36.48,49.20832329264696
|
||||
2013-12-04,0.20000000000000007,0.2,SELL,two_close_floor,48.94,52.3,36.48,49.43532204856729
|
||||
2013-12-19,0.2,0.4,BUY,reentry_reclaim50_breakout20,50.36,50.36,50.36,49.53254776833553
|
||||
2014-01-08,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,51.81,51.81,51.81,
|
||||
2014-04-23,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,51.64,51.64,51.64,
|
||||
2014-05-12,0.8,1.0,BUY,reentry_reclaim50_breakout20,53.38,53.38,53.38,
|
||||
2014-11-18,1.0,0.8,SELL,two_close_floor,53.89,56.33,53.38,54.265
|
||||
2014-12-19,0.8,1.0,BUY,reentry_reclaim50_breakout20,55.78,55.78,55.78,
|
||||
2015-08-21,1.0,0.6,SELL,gap_floor,59.73,64.54,55.78,61.54750000000001
|
||||
2015-08-28,0.6,0.39999999999999997,SELL,two_close_floor,61.0,64.54,55.78,61.54750000000001
|
||||
2015-09-04,0.39999999999999997,0.2,SELL,gap_floor,58.08,64.54,55.78,61.54750000000001
|
||||
2015-12-01,0.2,0.4,BUY,reentry_reclaim50_breakout20,64.12,64.12,64.12,61.54750000000001
|
||||
2016-02-11,0.4,0.2,SELL,trend_crisis,50.52,64.12,64.12,
|
||||
2016-04-26,0.2,0.4,BUY,reentry_reclaim50_breakout20,56.55,56.55,56.55,
|
||||
2016-05-18,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,56.71,56.71,56.71,
|
||||
2016-08-29,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,59.43,59.43,59.43,
|
||||
2016-10-05,0.8,1.0,BUY,reentry_reclaim50_breakout20,59.9,59.9,59.9,
|
||||
2017-02-15,1.0,0.6,SELL,gap_floor,60.85,67.2,59.9,64.372
|
||||
2017-02-23,0.6,0.39999999999999997,SELL,two_close_floor,64.02,67.2,59.9,64.372
|
||||
2017-03-03,0.39999999999999997,0.2,SELL,two_close_floor,64.22,67.2,59.9,64.372
|
||||
2017-06-14,0.2,0.4,BUY,reentry_reclaim50_breakout20,64.25,64.25,64.25,64.58725000000001
|
||||
2017-07-19,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,64.19,64.19,64.19,
|
||||
2017-08-02,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,65.9,65.9,65.9,
|
||||
2018-05-03,0.8,0.55,SELL,trend_crisis,51.94,66.06,65.9,
|
||||
2018-05-10,0.55,0.30000000000000004,SELL,trend_crisis,52.75,66.06,65.9,
|
||||
2018-05-29,0.30000000000000004,0.2,SELL,trend_crisis,52.18,66.06,65.9,
|
||||
2018-07-09,0.2,0.4,BUY,reentry_reclaim50_breakout20,55.56,55.56,55.56,
|
||||
2018-10-23,0.4,0.2,SELL,trend_crisis,44.18,55.56,55.56,
|
||||
2019-03-15,0.2,0.4,BUY,reentry_reclaim50_breakout20,44.04,44.04,44.04,
|
||||
2019-04-04,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,44.6,44.6,44.6,
|
||||
2019-04-29,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,46.99,46.99,46.99,
|
||||
2019-05-15,0.8,1.0,BUY,reentry_reclaim50_breakout20,51.85,51.85,51.85,48.606218702924764
|
||||
2019-08-05,1.0,0.6,SELL,gap_floor,52.81,57.39,51.85,54.671797871847346
|
||||
2019-09-03,0.6,0.2,SELL,gap_floor,52.4,57.39,51.85,54.671797871847346
|
||||
2019-09-18,0.2,0.4,BUY,reentry_reclaim50_breakout20,57.65,57.65,57.65,54.671797871847346
|
||||
2020-02-24,0.4,0.2,SELL,trend_crisis,45.7,57.89,57.65,
|
||||
2020-06-08,0.2,0.4,BUY,reentry_reclaim50_breakout20,39.44,39.44,39.44,
|
||||
2020-06-24,0.4,0.2,SELL,trend_crisis,30.3,39.44,39.44,
|
||||
2020-07-16,0.2,0.4,BUY,reentry_reclaim50_breakout20,32.56,32.56,32.56,
|
||||
2020-11-02,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,32.45,32.45,32.45,
|
||||
2020-11-16,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,38.49,38.49,38.49,
|
||||
2021-01-06,0.8,1.0,BUY,reentry_reclaim50_breakout20,40.21,40.21,40.21,
|
||||
2021-06-18,1.0,0.6,SELL,gap_floor,46.85,53.55,40.21,50.01318712756265
|
||||
2021-06-25,0.6,0.39999999999999997,SELL,two_close_floor,49.02,53.55,40.21,50.01318712756265
|
||||
2021-07-02,0.39999999999999997,0.2,SELL,gap_floor,48.05,53.55,40.21,50.01318712756265
|
||||
2021-08-27,0.2,0.4,BUY,reentry_reclaim50_breakout20,55.01,55.01,55.01,50.645534601719184
|
||||
2021-09-27,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,57.03,57.03,57.03,
|
||||
2021-10-11,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,57.89,57.89,57.89,
|
||||
2021-11-01,0.8,1.0,BUY,reentry_reclaim50_breakout20,60.19,60.19,60.19,
|
||||
2022-06-16,1.0,0.75,SELL,trend_crisis,49.97,64.48,60.19,
|
||||
2022-06-29,0.75,0.5,SELL,trend_crisis,50.8,64.48,60.19,
|
||||
2022-07-08,0.5,0.25,SELL,trend_crisis,51.47,64.48,60.19,
|
||||
2022-07-15,0.25,0.2,SELL,trend_crisis,50.08,64.48,60.19,
|
||||
2022-11-10,0.2,0.4,BUY,reentry_reclaim50_breakout20,60.59,60.59,60.59,
|
||||
2022-11-25,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,61.08,61.08,61.08,
|
||||
2022-12-12,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,63.51,63.51,63.51,
|
||||
2022-12-29,0.8,1.0,BUY,reentry_reclaim50_breakout20,63.63,63.63,63.63,
|
||||
2023-03-13,1.0,0.75,SELL,trend_crisis,50.07,64.55,63.63,
|
||||
2023-03-20,0.75,0.5,SELL,trend_crisis,48.85,64.55,63.63,
|
||||
2023-03-27,0.5,0.25,SELL,trend_crisis,47.46,64.55,63.63,
|
||||
2023-04-03,0.25,0.2,SELL,trend_crisis,50.42,64.55,63.63,
|
||||
2023-06-07,0.2,0.4,BUY,reentry_reclaim50_breakout20,56.73,56.73,56.73,
|
||||
2023-06-30,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,57.54,57.54,57.54,
|
||||
2023-07-17,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,59.1,59.1,59.1,
|
||||
2023-08-02,0.8,1.0,BUY,reentry_reclaim50_breakout20,61.27,61.27,61.27,
|
||||
2024-04-12,1.0,0.8,SELL,two_close_floor,73.68,78.34,61.27,74.58275
|
||||
2024-04-19,0.8,0.6000000000000001,SELL,two_close_floor,74.23,78.34,61.27,74.58275
|
||||
2024-05-03,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,78.48,78.48,78.48,74.58275
|
||||
2024-05-17,0.8,1.0,BUY,reentry_reclaim50_breakout20,80.54,80.54,80.54,
|
||||
2025-05-22,1.0,0.8,SELL,two_close_floor,82.02,87.72,80.54,82.95029100511286
|
||||
2025-06-06,0.8,1.0,BUY,reentry_reclaim50_breakout20,87.34,87.34,87.34,83.17775168591841
|
||||
|
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,152 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-06-27,1.0,0.8,SELL,two_close_floor,3.407,3.6825,1.935,3.41627043088109
|
||||
2007-07-06,0.8,0.6000000000000001,SELL,two_close_floor,3.4485,3.6825,1.935,3.461161043607875
|
||||
2007-07-25,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,4.309,4.309,4.309,3.916198888146899
|
||||
2007-08-31,0.8,1.0,BUY,reentry_reclaim50_breakout20,3.9955,3.9955,3.9955,
|
||||
2007-10-19,1.0,0.8,SELL,two_close_floor,4.488,4.7925,3.9955,4.511668778816158
|
||||
2007-10-26,0.8,0.6000000000000001,SELL,two_close_floor,4.5,5.041,3.9955,4.6310004939452485
|
||||
2007-11-02,0.6000000000000001,0.25,SELL,gap_floor,4.299,5.041,3.9955,4.6310004939452485
|
||||
2007-11-28,0.25,0.45,BUY,reentry_reclaim50_breakout20,4.515,4.515,4.515,4.706972411103751
|
||||
2008-01-23,0.45,0.25,SELL,trend_crisis,3.6985,4.8125,4.515,
|
||||
2008-04-28,0.25,0.45,BUY,reentry_reclaim50_breakout20,4.0985,4.0985,4.0985,
|
||||
2008-05-19,0.45,0.65,BUY,reentry_reclaim50_breakout20,4.1145,4.1145,4.1145,
|
||||
2008-06-05,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,4.2255,4.2255,4.2255,
|
||||
2008-07-11,0.8500000000000001,0.6000000000000001,SELL,trend_crisis,3.427,4.2255,4.2255,
|
||||
2008-07-18,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,3.456,4.2255,4.2255,
|
||||
2008-09-17,0.3500000000000001,0.25,SELL,trend_crisis,3.577,4.4045,4.2255,
|
||||
2009-01-30,0.25,0.45,BUY,reentry_reclaim50_breakout20,2.941,2.941,2.941,
|
||||
2009-03-11,0.45,0.65,BUY,reentry_reclaim50_breakout20,3.427,3.427,3.427,
|
||||
2009-04-02,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,3.817,3.817,3.817,
|
||||
2009-04-23,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,4.0305,4.0305,4.0305,
|
||||
2009-07-28,1.0,0.8,SELL,two_close_floor,4.249,4.6935,4.0305,4.287342965192754
|
||||
2009-08-06,0.8,0.6000000000000001,SELL,two_close_floor,4.2235,4.6935,4.0305,4.287342965192754
|
||||
2009-08-14,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,4.179,4.6935,4.0305,4.290742207154337
|
||||
2009-08-21,0.4000000000000001,0.25,SELL,two_close_floor,4.25,4.6935,4.0305,4.330379363561608
|
||||
2009-09-16,0.25,0.45,BUY,reentry_reclaim50_breakout20,4.535,4.535,4.535,4.4131374749221015
|
||||
2009-10-07,0.45,0.65,BUY,reentry_reclaim50_breakout20,4.6985,4.6985,4.6985,
|
||||
2009-10-23,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,5.9245,5.9245,5.9245,5.398402423404511
|
||||
2009-11-06,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,6.31,6.31,6.31,
|
||||
2009-12-15,1.0,0.8,SELL,two_close_floor,6.5115,7.1125,6.31,6.654439199760338
|
||||
2010-01-07,0.8,0.6000000000000001,SELL,two_close_floor,6.5,7.1125,6.31,6.675647153880997
|
||||
2010-01-14,0.6000000000000001,0.25,SELL,gap_floor,6.3675,7.1125,6.31,6.675647153880997
|
||||
2010-04-08,0.25,0.45,BUY,reentry_reclaim50_breakout20,7.048,7.048,7.048,6.71950816839822
|
||||
2010-04-22,0.45,0.65,BUY,reentry_reclaim50_breakout20,7.5045,7.5045,7.5045,
|
||||
2010-06-08,0.65,0.4,SELL,trend_crisis,5.942,7.5045,7.5045,
|
||||
2010-06-22,0.4,0.25,SELL,trend_crisis,6.1155,7.5045,7.5045,
|
||||
2010-09-01,0.25,0.45,BUY,reentry_reclaim50_breakout20,6.6245,6.6245,6.6245,
|
||||
2010-09-16,0.45,0.65,BUY,reentry_reclaim50_breakout20,7.4065,7.4065,7.4065,6.890099969403635
|
||||
2010-10-05,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,8.0435,8.0435,8.0435,
|
||||
2010-10-21,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,8.2485,8.2485,8.2485,
|
||||
2011-01-24,1.0,0.8,SELL,two_close_floor,8.8425,9.5625,8.2485,9.01649465772095
|
||||
2011-01-31,0.8,0.4,SELL,gap_floor,8.482,9.5625,8.2485,9.01649465772095
|
||||
2011-02-07,0.4,0.25,SELL,two_close_floor,8.8215,9.5625,8.2485,9.01649465772095
|
||||
2011-04-21,0.25,0.45,BUY,reentry_reclaim50_breakout20,9.2945,9.2945,9.2945,9.01649465772095
|
||||
2011-05-10,0.45,0.65,BUY,reentry_reclaim50_breakout20,10.197,10.197,10.197,
|
||||
2011-06-27,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,10.0625,10.0625,10.0625,
|
||||
2011-07-27,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,11.126,11.126,11.126,
|
||||
2011-08-18,1.0,0.75,SELL,trend_crisis,9.126,11.195,11.126,
|
||||
2011-09-06,0.75,0.95,BUY,reentry_reclaim50_breakout20,10.809,10.809,10.809,
|
||||
2011-10-14,0.95,1.0,BUY,reentry_reclaim50_breakout20,12.3355,12.3355,12.3355,
|
||||
2011-11-18,1.0,0.75,SELL,trend_crisis,9.857,12.3355,12.3355,
|
||||
2011-11-28,0.75,0.5,SELL,trend_crisis,9.7075,12.3355,12.3355,
|
||||
2011-12-05,0.5,0.25,SELL,trend_crisis,9.812,12.3355,12.3355,
|
||||
2012-03-20,0.25,0.45,BUY,reentry_reclaim50_breakout20,9.6165,9.6165,9.6165,
|
||||
2012-04-27,0.45,0.65,BUY,reentry_reclaim50_breakout20,11.3425,11.3425,11.3425,10.364499092756505
|
||||
2012-06-18,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,11.133,11.133,11.133,
|
||||
2012-07-02,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,11.466,11.466,11.466,
|
||||
2012-10-11,1.0,0.8,SELL,two_close_floor,12.211,13.084,11.466,12.294295216385272
|
||||
2012-10-19,0.8,0.6000000000000001,SELL,two_close_floor,12.0,13.084,11.466,12.294295216385272
|
||||
2012-10-26,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,11.912,13.084,11.466,12.294295216385272
|
||||
2012-11-06,0.4000000000000001,0.25,SELL,two_close_floor,11.878,13.084,11.466,12.294295216385272
|
||||
2013-01-07,0.25,0.45,BUY,reentry_reclaim50_breakout20,13.423,13.423,13.423,12.430705218527525
|
||||
2013-01-24,0.45,0.65,BUY,reentry_reclaim50_breakout20,13.673,13.673,13.673,
|
||||
2013-03-04,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,13.6555,13.6555,13.6555,
|
||||
2013-06-07,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,13.8435,13.8435,13.8435,
|
||||
2013-08-16,1.0,0.8,SELL,two_close_floor,14.241,15.6005,13.8435,14.55418647653351
|
||||
2013-08-23,0.8,0.6000000000000001,SELL,two_close_floor,14.5005,15.6005,13.8435,14.694262499999999
|
||||
2013-08-30,0.6000000000000001,0.25,SELL,gap_floor,14.049,15.6005,13.8435,14.770195702898508
|
||||
2013-09-17,0.25,0.45,BUY,reentry_reclaim50_breakout20,15.2085,15.2085,15.2085,14.770195702898508
|
||||
2013-10-01,0.45,0.65,BUY,reentry_reclaim50_breakout20,16.0475,16.0475,16.0475,
|
||||
2013-10-18,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,16.4465,16.4465,16.4465,
|
||||
2013-11-14,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,18.37,18.37,18.37,
|
||||
2014-03-03,1.0,0.6,SELL,gap_floor,17.989,20.3525,18.37,19.12069479217412
|
||||
2014-03-10,0.6,0.25,SELL,gap_floor,18.5265,20.3525,18.37,19.12069479217412
|
||||
2014-07-03,0.25,0.45,BUY,reentry_reclaim50_breakout20,16.8745,16.8745,16.8745,19.65306324560632
|
||||
2014-07-18,0.45,0.65,BUY,reentry_reclaim50_breakout20,17.933,17.933,17.933,
|
||||
2014-08-26,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,17.0915,17.0915,17.0915,
|
||||
2015-02-04,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,18.2375,18.2375,18.2375,
|
||||
2015-08-24,1.0,0.6,SELL,gap_floor,23.1685,26.8505,18.2375,25.04004051205371
|
||||
2015-09-17,0.6,0.8,BUY,reentry_reclaim50_breakout20,26.9435,26.9435,26.9435,25.04004051205371
|
||||
2015-10-12,0.8,1.0,BUY,reentry_reclaim50_breakout20,27.5095,27.5095,27.5095,
|
||||
2016-01-05,1.0,0.8,SELL,two_close_floor,31.6895,34.6985,27.5095,32.20818475574329
|
||||
2016-01-12,0.8,0.4,SELL,gap_floor,30.8945,34.6985,27.5095,32.20818475574329
|
||||
2016-01-20,0.4,0.25,SELL,gap_floor,28.5885,34.6985,27.5095,32.309646100322624
|
||||
2016-04-15,0.25,0.45,BUY,reentry_reclaim50_breakout20,31.2945,31.2945,31.2945,33.090952185475516
|
||||
2016-04-29,0.45,0.65,BUY,reentry_reclaim50_breakout20,32.9795,32.9795,32.9795,
|
||||
2016-05-31,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,36.1395,36.1395,36.1395,34.01126374484231
|
||||
2016-07-05,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,36.405,36.405,36.405,
|
||||
2016-09-14,1.0,0.8,SELL,two_close_floor,38.0545,39.4435,36.405,38.2604125
|
||||
2016-09-28,0.8,1.0,BUY,reentry_reclaim50_breakout20,41.436,41.436,41.436,39.4776625
|
||||
2017-07-03,1.0,0.8,SELL,two_close_floor,47.683,50.567,41.436,48.4870375
|
||||
2017-07-18,0.8,1.0,BUY,reentry_reclaim50_breakout20,51.2225,51.2225,51.2225,48.4870375
|
||||
2018-02-09,1.0,0.8,SELL,two_close_floor,66.98,72.5445,51.2225,67.62551249999999
|
||||
2018-02-26,0.8,1.0,BUY,reentry_reclaim50_breakout20,76.0975,76.0975,76.0975,67.62551249999999
|
||||
2018-09-24,1.0,0.8,SELL,two_close_floor,96.718,101.9755,76.0975,96.75892499999999
|
||||
2018-10-05,0.8,0.6000000000000001,SELL,two_close_floor,94.4825,101.9755,76.0975,96.75892499999999
|
||||
2018-10-12,0.6000000000000001,0.25,SELL,gap_floor,89.4305,101.9755,76.0975,96.75892499999999
|
||||
2019-03-04,0.25,0.45,BUY,reentry_reclaim50_breakout20,84.8085,84.8085,84.8085,98.22593100478043
|
||||
2019-03-18,0.45,0.65,BUY,reentry_reclaim50_breakout20,87.1075,87.1075,87.1075,
|
||||
2019-04-03,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,91.035,91.035,91.035,
|
||||
2019-04-17,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,93.241,93.241,93.241,
|
||||
2019-07-30,1.0,0.8,SELL,two_close_floor,94.9265,101.0495,93.241,96.45629547372694
|
||||
2019-08-06,0.8,0.4,SELL,gap_floor,89.3915,101.0495,93.241,96.45629547372694
|
||||
2019-08-29,0.4,0.25,SELL,gap_floor,89.32,101.0495,93.241,96.45629547372694
|
||||
2019-12-26,0.25,0.45,BUY,reentry_reclaim50_breakout20,93.4385,93.4385,93.4385,97.74214533791607
|
||||
2020-01-31,0.45,0.65,BUY,reentry_reclaim50_breakout20,100.436,100.436,100.436,
|
||||
2020-02-19,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,108.511,108.511,108.511,
|
||||
2020-03-12,0.8500000000000001,0.6000000000000001,SELL,trend_crisis,83.8305,108.511,108.511,
|
||||
2020-04-07,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,100.58,100.58,100.58,
|
||||
2020-04-24,0.8,1.0,BUY,reentry_reclaim50_breakout20,120.511,120.511,120.511,109.23824003103172
|
||||
2020-09-09,1.0,0.8,SELL,two_close_floor,163.4305,176.5725,120.511,163.678973350528
|
||||
2020-09-16,0.8,0.4,SELL,gap_floor,153.905,176.5725,120.511,163.678973350528
|
||||
2020-09-23,0.4,0.25,SELL,gap_floor,149.993,176.5725,120.511,163.678973350528
|
||||
2020-10-09,0.25,0.45,BUY,reentry_reclaim50_breakout20,164.3325,164.3325,164.3325,163.678973350528
|
||||
2020-12-16,0.45,0.65,BUY,reentry_reclaim50_breakout20,162.048,162.048,162.048,
|
||||
2021-01-26,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,166.3065,166.3065,166.3065,
|
||||
2021-04-26,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,170.45,170.45,170.45,
|
||||
2021-08-05,1.0,0.6,SELL,gap_floor,168.7995,186.5705,170.45,175.82526591632288
|
||||
2021-08-12,0.6,0.25,SELL,gap_floor,165.175,186.5705,170.45,176.1815759912832
|
||||
2021-08-31,0.25,0.45,BUY,reentry_reclaim50_breakout20,173.5395,173.5395,173.5395,178.35772893212402
|
||||
2021-11-04,0.45,0.65,BUY,reentry_reclaim50_breakout20,173.85,173.85,173.85,
|
||||
2021-11-18,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,184.803,184.803,184.803,
|
||||
2022-01-21,0.8500000000000001,0.6000000000000001,SELL,trend_crisis,142.643,184.803,184.803,
|
||||
2022-01-28,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,143.978,184.803,184.803,
|
||||
2022-02-22,0.3500000000000001,0.25,SELL,trend_crisis,150.1975,184.803,184.803,
|
||||
2022-08-03,0.25,0.45,BUY,reentry_reclaim50_breakout20,139.52,139.52,139.52,
|
||||
2022-09-21,0.45,0.25,SELL,trend_crisis,118.54,144.78,139.52,
|
||||
2023-03-21,0.25,0.45,BUY,reentry_reclaim50_breakout20,100.61,100.61,100.61,
|
||||
2023-04-04,0.45,0.65,BUY,reentry_reclaim50_breakout20,103.95,103.95,103.95,
|
||||
2023-04-19,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,104.3,104.3,104.3,
|
||||
2023-05-10,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,110.19,110.19,110.19,
|
||||
2023-09-21,1.0,0.6,SELL,gap_floor,129.33,144.85,110.19,134.76960112861923
|
||||
2023-09-28,0.6,0.25,SELL,gap_floor,125.98,144.85,110.19,134.76960112861923
|
||||
2023-11-20,0.25,0.45,BUY,reentry_reclaim50_breakout20,146.13,146.13,146.13,135.22316374623898
|
||||
2023-12-13,0.45,0.65,BUY,reentry_reclaim50_breakout20,148.84,148.84,148.84,
|
||||
2024-01-11,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,155.18,155.18,155.18,
|
||||
2024-01-26,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,159.12,159.12,159.12,
|
||||
2024-04-22,1.0,0.8,SELL,two_close_floor,177.23,189.05,159.12,177.53198650347335
|
||||
2024-05-09,0.8,1.0,BUY,reentry_reclaim50_breakout20,189.5,189.5,189.5,177.53198650347335
|
||||
2024-08-05,1.0,0.75,SELL,trend_crisis,161.02,200.0,189.5,
|
||||
2024-10-29,0.75,0.95,BUY,reentry_reclaim50_breakout20,190.83,190.83,190.83,
|
||||
2024-11-13,0.95,1.0,BUY,reentry_reclaim50_breakout20,214.1,214.1,214.1,198.35937610872108
|
||||
2025-02-21,1.0,0.8,SELL,two_close_floor,216.58,242.06,214.1,224.5919446531252
|
||||
2025-02-28,0.8,0.4,SELL,gap_floor,212.28,242.06,214.1,225.06110524795884
|
||||
2025-03-07,0.4,0.25,SELL,gap_floor,199.25,242.06,214.1,226.2755746976817
|
||||
2025-06-06,0.25,0.45,BUY,reentry_reclaim50_breakout20,213.57,213.57,213.57,228.57916126218208
|
||||
2025-06-27,0.45,0.65,BUY,reentry_reclaim50_breakout20,223.3,223.3,223.3,
|
||||
2025-07-14,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,225.69,225.69,225.69,
|
||||
2025-07-28,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,232.79,232.79,232.79,
|
||||
2025-12-17,1.0,0.6,SELL,gap_floor,221.27,254.0,232.79,241.1820653060394
|
||||
2025-12-24,0.6,0.25,SELL,gap_floor,232.38,254.0,232.79,241.1820653060394
|
||||
2026-01-09,0.25,0.45,BUY,reentry_reclaim50_breakout20,247.38,247.38,247.38,241.74656339882227
|
||||
2026-02-12,0.45,0.25,SELL,trend_crisis,199.6,247.38,247.38,
|
||||
|
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,150 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-10-26,1.0,0.8,SELL,two_close_floor,0.86,0.9885,0.6013,0.8910205320698302
|
||||
2007-11-09,0.8,0.6000000000000001,SELL,two_close_floor,0.834,0.9885,0.6013,0.8910205320698302
|
||||
2007-11-16,0.6000000000000001,0.20000000000000007,SELL,gap_floor,0.8113,0.9885,0.6013,0.8969296271330517
|
||||
2007-11-26,0.20000000000000007,0.2,SELL,gap_floor,0.738,0.9885,0.6013,0.913908
|
||||
2008-05-30,0.2,0.4,BUY,reentry_reclaim50_breakout20,0.6175,0.6175,0.6175,0.9536760000000001
|
||||
2008-06-23,0.4,0.2,SELL,trend_crisis,0.4838,0.6213,0.6175,
|
||||
2009-02-05,0.2,0.4,BUY,reentry_reclaim50_breakout20,0.234,0.234,0.234,
|
||||
2009-02-19,0.4,0.2,SELL,trend_crisis,0.1855,0.2468,0.234,
|
||||
2009-03-12,0.2,0.4,BUY,reentry_reclaim50_breakout20,0.2462,0.2462,0.2462,
|
||||
2009-03-26,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,0.264,0.264,0.264,
|
||||
2009-04-09,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,0.301,0.301,0.301,
|
||||
2009-05-04,0.8,1.0,BUY,reentry_reclaim50_breakout20,0.3075,0.3075,0.3075,
|
||||
2009-05-08,1.0,0.75,SELL,trend_crisis,0.2312,0.3075,0.3075,
|
||||
2009-05-15,0.75,0.5,SELL,trend_crisis,0.2185,0.3075,0.3075,
|
||||
2009-06-09,0.5,0.7,BUY,reentry_reclaim50_breakout20,0.284,0.284,0.284,
|
||||
2009-07-23,0.7,0.8999999999999999,BUY,reentry_reclaim50_breakout20,0.325,0.325,0.325,
|
||||
2009-08-07,0.8999999999999999,1.0,BUY,reentry_reclaim50_breakout20,0.3428,0.3428,0.3428,
|
||||
2009-09-25,1.0,0.8,SELL,two_close_floor,0.3625,0.4118,0.3428,0.37237437277803126
|
||||
2009-10-02,0.8,0.4,SELL,gap_floor,0.3462,0.4118,0.3428,0.3761662160138441
|
||||
2009-10-09,0.4,0.2,SELL,gap_floor,0.3542,0.4118,0.3428,0.3773393764331314
|
||||
2009-12-21,0.2,0.4,BUY,reentry_reclaim50_breakout20,0.4355,0.4355,0.4355,0.39060316126577604
|
||||
2010-01-06,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,0.472,0.472,0.472,
|
||||
2010-02-16,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,0.4418,0.4418,0.4418,
|
||||
2010-03-17,0.8,1.0,BUY,reentry_reclaim50_breakout20,0.4525,0.4525,0.4525,
|
||||
2010-05-07,1.0,0.75,SELL,trend_crisis,0.349,0.4525,0.4525,
|
||||
2010-05-14,0.75,0.5,SELL,trend_crisis,0.324,0.4525,0.4525,
|
||||
2010-05-21,0.5,0.25,SELL,trend_crisis,0.3183,0.4525,0.4525,
|
||||
2010-05-28,0.25,0.2,SELL,trend_crisis,0.3285,0.4525,0.4525,
|
||||
2010-10-27,0.2,0.4,BUY,reentry_reclaim50_breakout20,0.301,0.301,0.301,
|
||||
2010-11-10,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,0.3185,0.3185,0.3185,
|
||||
2010-11-24,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,0.3442,0.3442,0.3442,
|
||||
2010-12-31,0.8,1.0,BUY,reentry_reclaim50_breakout20,0.385,0.385,0.385,0.35785331995164527
|
||||
2011-03-02,1.0,0.6,SELL,gap_floor,0.5188,0.642,0.385,0.576215189097968
|
||||
2011-03-09,0.6,0.2,SELL,gap_floor,0.4785,0.642,0.385,0.5879840000000001
|
||||
2011-11-30,0.2,0.4,BUY,reentry_reclaim50_breakout20,0.3908,0.3908,0.3908,0.621424
|
||||
2012-02-08,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,0.4078,0.4078,0.4078,
|
||||
2012-03-30,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,0.385,0.385,0.385,
|
||||
2012-06-01,0.8,0.55,SELL,trend_crisis,0.2995,0.385,0.385,
|
||||
2012-08-03,0.55,0.75,BUY,reentry_reclaim50_breakout20,0.343,0.343,0.343,
|
||||
2012-11-14,0.75,0.5,SELL,trend_crisis,0.2885,0.3703,0.343,
|
||||
2013-02-06,0.5,0.2,SELL,gap_floor,0.3085,0.3703,0.343,0.3544516106044989
|
||||
2013-03-05,0.2,0.4,BUY,reentry_reclaim50_breakout20,0.32,0.32,0.32,
|
||||
2013-03-28,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,0.3208,0.3208,0.3208,
|
||||
2013-04-12,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,0.3273,0.3273,0.3273,
|
||||
2013-04-29,0.8,1.0,BUY,reentry_reclaim50_breakout20,0.3393,0.3393,0.3393,
|
||||
2013-11-05,1.0,0.8,SELL,two_close_floor,0.37,0.4,0.3393,0.3792975
|
||||
2013-12-13,0.8,0.6000000000000001,SELL,two_close_floor,0.3755,0.4055,0.3393,0.3792975
|
||||
2014-01-07,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,0.4035,0.4035,0.4035,0.381759232962119
|
||||
2014-02-11,0.8,1.0,BUY,reentry_reclaim50_breakout20,0.4062,0.4062,0.4062,
|
||||
2014-06-27,1.0,0.8,SELL,two_close_floor,0.4595,0.4902,0.4062,0.4635765665099177
|
||||
2014-07-23,0.8,0.6000000000000001,SELL,two_close_floor,0.452,0.4902,0.4062,0.4635765665099177
|
||||
2014-07-30,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,0.452,0.4902,0.4062,0.4635765665099177
|
||||
2014-08-06,0.4000000000000001,0.2,SELL,gap_floor,0.441,0.4902,0.4062,0.4635765665099177
|
||||
2014-09-04,0.2,0.4,BUY,reentry_reclaim50_breakout20,0.5008,0.5008,0.5008,0.4672480154528231
|
||||
2014-11-20,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,0.5085,0.5085,0.5085,
|
||||
2015-01-23,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,0.5178,0.5178,0.5178,
|
||||
2015-02-10,0.8,1.0,BUY,reentry_reclaim50_breakout20,0.5238,0.5238,0.5238,
|
||||
2015-03-25,1.0,0.6,SELL,gap_floor,0.526,0.5868,0.5238,0.5486586690287955
|
||||
2015-04-01,0.6,0.2,SELL,gap_floor,0.5253,0.5868,0.5238,0.5486586690287955
|
||||
2015-09-16,0.2,0.4,BUY,reentry_reclaim50_breakout20,0.5775,0.5775,0.5775,
|
||||
2015-09-30,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,0.6162,0.6162,0.6162,
|
||||
2015-10-14,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,0.684,0.684,0.684,
|
||||
2015-10-28,0.8,1.0,BUY,reentry_reclaim50_breakout20,0.7168,0.7168,0.7168,
|
||||
2016-01-07,1.0,0.6,SELL,gap_floor,0.757,0.8438,0.7168,0.7864016575014962
|
||||
2016-01-14,0.6,0.2,SELL,gap_floor,0.7168,0.8438,0.7168,0.7886174869374574
|
||||
2016-03-23,0.2,0.4,BUY,reentry_reclaim50_breakout20,0.8608,0.8608,0.8608,0.7949334462951303
|
||||
2016-04-13,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,0.9185,0.9185,0.9185,
|
||||
2016-04-27,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,0.9328,0.9328,0.9328,
|
||||
2016-05-13,0.8,1.0,BUY,reentry_reclaim50_breakout20,1.0245,1.0245,1.0245,
|
||||
2017-01-03,1.0,0.8,SELL,two_close_floor,2.5502,2.933,1.0245,2.6770342337266313
|
||||
2017-01-11,0.8,0.6000000000000001,SELL,two_close_floor,2.629,2.933,1.0245,2.6770342337266313
|
||||
2017-01-19,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,2.629,2.933,1.0245,2.6770342337266313
|
||||
2017-02-02,0.4000000000000001,0.6000000000000001,BUY,reentry_reclaim50_breakout20,2.8848,2.8848,2.8848,2.70782
|
||||
2017-05-16,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,3.4202,3.4202,3.4202,3.139793507151344
|
||||
2017-06-05,0.8,1.0,BUY,reentry_reclaim50_breakout20,3.7002,3.7002,3.7002,
|
||||
2017-09-26,1.0,0.8,SELL,two_close_floor,4.299,4.6888,3.7002,4.322628591770932
|
||||
2017-10-10,0.8,1.0,BUY,reentry_reclaim50_breakout20,4.7232,4.7232,4.7232,4.322628591770932
|
||||
2017-11-30,1.0,0.8,SELL,two_close_floor,5.0178,5.424,4.7232,5.024979378938569
|
||||
2017-12-07,0.8,0.6000000000000001,SELL,two_close_floor,4.7998,5.424,4.7232,5.024979378938569
|
||||
2017-12-14,0.6000000000000001,0.20000000000000007,SELL,gap_floor,4.6618,5.424,4.7232,5.024979378938569
|
||||
2017-12-21,0.20000000000000007,0.2,SELL,two_close_floor,4.8972,5.424,4.7232,5.024979378938569
|
||||
2018-01-08,0.2,0.4,BUY,reentry_reclaim50_breakout20,5.55,5.55,5.55,5.105799846758724
|
||||
2018-01-23,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,5.9728,5.9728,5.9728,
|
||||
2018-02-20,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,6.227,6.227,6.227,
|
||||
2018-03-12,0.8,1.0,BUY,reentry_reclaim50_breakout20,6.244,6.244,6.244,
|
||||
2018-10-10,1.0,0.6,SELL,gap_floor,6.1423,7.234,6.244,6.6620933369030375
|
||||
2018-10-17,0.6,0.2,SELL,gap_floor,6.0765,7.234,6.244,6.703650948275964
|
||||
2019-03-11,0.2,0.4,BUY,reentry_reclaim50_breakout20,4.0285,4.0285,4.0285,7.039744
|
||||
2019-04-03,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,4.7155,4.7155,4.7155,4.3004028097480935
|
||||
2019-05-23,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,3.683,4.8025,4.7155,
|
||||
2019-05-31,0.3500000000000001,0.2,SELL,trend_crisis,3.3865,4.8025,4.7155,
|
||||
2019-09-05,0.2,0.4,BUY,reentry_reclaim50_breakout20,4.4935,4.4935,4.4935,
|
||||
2019-10-11,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,4.6498,4.6498,4.6498,
|
||||
2019-10-25,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,5.1135,5.1135,5.1135,
|
||||
2019-11-18,0.8,1.0,BUY,reentry_reclaim50_breakout20,5.307,5.307,5.307,
|
||||
2020-02-25,1.0,0.6,SELL,gap_floor,6.5513,7.8675,5.307,7.140197137657241
|
||||
2020-03-03,0.6,0.39999999999999997,SELL,two_close_floor,6.6472,7.8675,5.307,7.159155045082413
|
||||
2020-03-10,0.39999999999999997,0.2,SELL,two_close_floor,6.527,7.8675,5.307,7.159155045082413
|
||||
2020-04-14,0.2,0.4,BUY,reentry_reclaim50_breakout20,7.0988,7.0988,7.0988,7.159155045082413
|
||||
2020-04-29,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,7.4615,7.4615,7.4615,
|
||||
2020-05-15,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,8.4908,8.4908,8.4908,
|
||||
2020-06-09,0.8,1.0,BUY,reentry_reclaim50_breakout20,9.046,9.046,9.046,
|
||||
2020-09-08,1.0,0.6,SELL,gap_floor,11.913,14.3465,9.046,12.927583447295198
|
||||
2020-09-17,0.6,0.39999999999999997,SELL,two_close_floor,12.4635,14.3465,9.046,12.927583447295198
|
||||
2020-09-24,0.39999999999999997,0.2,SELL,two_close_floor,12.348,14.3465,9.046,12.927583447295198
|
||||
2020-10-12,0.2,0.4,BUY,reentry_reclaim50_breakout20,14.226,14.226,14.226,12.927583447295198
|
||||
2020-11-06,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,14.562,14.562,14.562,
|
||||
2021-02-08,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,14.4388,14.4388,14.4388,
|
||||
2021-03-08,0.8,0.55,SELL,trend_crisis,11.5933,15.3302,14.4388,
|
||||
2021-04-09,0.55,0.75,BUY,reentry_reclaim50_breakout20,14.4,14.4,14.4,
|
||||
2021-05-24,0.75,0.95,BUY,reentry_reclaim50_breakout20,15.612,15.612,15.612,
|
||||
2021-06-11,0.95,1.0,BUY,reentry_reclaim50_breakout20,17.8252,17.8252,17.8252,16.395157160048402
|
||||
2021-07-16,1.0,0.6,SELL,gap_floor,18.161,20.6985,17.8252,19.091222206485384
|
||||
2021-08-05,0.6,0.8,BUY,reentry_reclaim50_breakout20,20.637,20.637,20.637,19.091222206485384
|
||||
2021-08-20,0.8,1.0,BUY,reentry_reclaim50_breakout20,20.816,20.816,20.816,
|
||||
2021-12-14,1.0,0.8,SELL,two_close_floor,28.337,33.376,20.816,29.054708714422553
|
||||
2021-12-21,0.8,0.6000000000000001,SELL,two_close_floor,29.075,33.376,20.816,29.267055257684987
|
||||
2022-01-05,0.6000000000000001,0.20000000000000007,SELL,gap_floor,27.604,33.376,20.816,30.09571366931681
|
||||
2022-01-12,0.20000000000000007,0.2,SELL,gap_floor,27.999,33.376,20.816,30.235301077223397
|
||||
2022-11-30,0.2,0.4,BUY,reentry_reclaim50_breakout20,16.923,16.923,16.923,32.45256
|
||||
2022-12-28,0.4,0.2,SELL,trend_crisis,14.036,18.072,16.923,
|
||||
2023-01-17,0.2,0.4,BUY,reentry_reclaim50_breakout20,17.702,17.702,17.702,
|
||||
2023-02-01,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,20.943,20.943,20.943,
|
||||
2023-02-23,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,23.664,23.664,23.664,
|
||||
2023-03-15,0.8,1.0,BUY,reentry_reclaim50_breakout20,24.228,24.228,24.228,
|
||||
2023-08-10,1.0,0.8,SELL,two_close_floor,42.388,47.494,24.228,43.42879738969553
|
||||
2023-08-17,0.8,0.6000000000000001,SELL,two_close_floor,43.344,47.494,24.228,43.83555761861384
|
||||
2023-08-31,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,49.355,49.355,49.355,43.83555761861384
|
||||
2024-01-08,0.8,1.0,BUY,reentry_reclaim50_breakout20,52.253,52.253,52.253,
|
||||
2024-04-18,1.0,0.8,SELL,two_close_floor,84.671,95.002,52.253,86.06034201125351
|
||||
2024-04-25,0.8,0.6000000000000001,SELL,two_close_floor,82.632,95.002,52.253,87.50112327181802
|
||||
2024-05-02,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,85.817,95.002,52.253,87.50112327181802
|
||||
2024-05-20,0.4000000000000001,0.6000000000000001,BUY,reentry_reclaim50_breakout20,94.78,94.78,94.78,87.50112327181802
|
||||
2024-06-04,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,116.437,116.437,116.437,104.63994098210668
|
||||
2024-06-18,0.8,1.0,BUY,reentry_reclaim50_breakout20,135.58,135.58,135.58,
|
||||
2025-03-03,1.0,0.75,SELL,trend_crisis,114.06,149.43,135.58,
|
||||
2025-03-10,0.75,0.5,SELL,trend_crisis,106.98,149.43,135.58,
|
||||
2025-03-18,0.5,0.25,SELL,trend_crisis,115.43,149.43,135.58,
|
||||
2025-03-26,0.25,0.2,SELL,trend_crisis,113.76,149.43,135.58,
|
||||
2025-05-29,0.2,0.4,BUY,reentry_reclaim50_breakout20,139.19,139.19,139.19,
|
||||
2025-06-12,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,145.0,145.0,145.0,
|
||||
2025-06-27,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,157.75,157.75,157.75,
|
||||
2025-07-15,0.8,1.0,BUY,reentry_reclaim50_breakout20,170.7,170.7,170.7,
|
||||
2025-11-19,1.0,0.8,SELL,two_close_floor,186.52,207.04,170.7,186.5533638888371
|
||||
2025-11-26,0.8,0.6000000000000001,SELL,two_close_floor,180.26,207.04,170.7,186.5533638888371
|
||||
2025-12-04,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,183.38,207.04,170.7,186.5533638888371
|
||||
2025-12-11,0.4000000000000001,0.20000000000000007,SELL,two_close_floor,180.93,207.04,170.7,186.99865781019514
|
||||
2025-12-18,0.20000000000000007,0.2,SELL,gap_floor,174.14,207.04,170.7,190.94876422089646
|
||||
2026-02-24,0.2,0.4,BUY,reentry_reclaim50_breakout20,192.85,192.85,192.85,192.93552433332704
|
||||
|
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,126 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2007-07-27,1.0,0.6,SELL,gap_floor,145.11,155.07,141.37,149.6557525
|
||||
2007-08-03,0.6,0.35,SELL,gap_floor,143.8,155.07,141.37,149.6557525
|
||||
2007-10-09,0.35,0.55,BUY,reentry_reclaim50_breakout20,156.48,156.48,156.48,150.3501525
|
||||
2008-03-10,0.55,0.35,SELL,trend_crisis,128.0,156.48,156.48,
|
||||
2008-04-25,0.35,0.55,BUY,reentry_reclaim50_breakout20,139.6,139.6,139.6,
|
||||
2008-05-15,0.55,0.75,BUY,reentry_reclaim50_breakout20,142.53,142.53,142.53,
|
||||
2008-09-17,0.75,0.5,SELL,trend_crisis,116.61,143.05,142.53,
|
||||
2008-09-29,0.5,0.35,SELL,trend_crisis,111.38,143.05,142.53,
|
||||
2009-04-29,0.35,0.55,BUY,reentry_reclaim50_breakout20,87.39,87.39,87.39,
|
||||
2009-06-01,0.55,0.75,BUY,reentry_reclaim50_breakout20,94.77,94.77,94.77,
|
||||
2009-07-15,0.75,0.95,BUY,reentry_reclaim50_breakout20,93.26,93.26,93.26,
|
||||
2009-07-30,0.95,1.0,BUY,reentry_reclaim50_breakout20,98.67,98.67,98.67,
|
||||
2009-11-02,1.0,0.8,SELL,two_close_floor,104.32,109.79,98.67,104.4682425
|
||||
2009-11-16,0.8,1.0,BUY,reentry_reclaim50_breakout20,111.21,111.21,111.21,104.5611725
|
||||
2010-05-05,1.0,0.8,SELL,two_close_floor,116.82,121.8125,111.21,117.63566999999999
|
||||
2010-05-12,0.8,0.6000000000000001,SELL,two_close_floor,117.45,121.8125,111.21,117.63566999999999
|
||||
2010-06-16,0.6000000000000001,0.35,SELL,gap_floor,111.96,121.8125,111.21,117.63566999999999
|
||||
2010-09-13,0.35,0.55,BUY,reentry_reclaim50_breakout20,112.72,112.72,112.72,117.63566999999999
|
||||
2010-10-05,0.55,0.75,BUY,reentry_reclaim50_breakout20,116.04,116.04,116.04,
|
||||
2010-10-21,0.75,0.95,BUY,reentry_reclaim50_breakout20,118.13,118.13,118.13,
|
||||
2010-11-04,0.95,1.0,BUY,reentry_reclaim50_breakout20,122.26,122.26,122.26,
|
||||
2011-03-15,1.0,0.8,SELL,two_close_floor,128.56,134.53,122.26,130.46767250000002
|
||||
2011-03-22,0.8,0.6000000000000001,SELL,two_close_floor,129.29,134.53,122.26,130.46767250000002
|
||||
2011-04-06,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,133.66,133.66,133.66,130.46767250000002
|
||||
2011-04-21,0.8,1.0,BUY,reentry_reclaim50_breakout20,133.78,133.78,133.78,
|
||||
2011-10-03,1.0,0.75,SELL,trend_crisis,109.93,136.43,133.78,
|
||||
2012-01-03,0.75,0.95,BUY,reentry_reclaim50_breakout20,127.495,127.495,127.495,
|
||||
2012-01-18,0.95,1.0,BUY,reentry_reclaim50_breakout20,130.77,130.77,130.77,
|
||||
2012-04-11,1.0,0.8,SELL,two_close_floor,137.0,141.84,130.77,137.370325
|
||||
2012-04-24,0.8,0.6000000000000001,SELL,two_close_floor,137.31,141.84,130.77,137.370325
|
||||
2012-05-07,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,137.1,141.84,130.77,137.370325
|
||||
2012-05-14,0.4000000000000001,0.35,SELL,gap_floor,134.11,141.84,130.77,137.370325
|
||||
2012-08-03,0.35,0.55,BUY,reentry_reclaim50_breakout20,140.49,140.49,140.49,137.370325
|
||||
2012-08-17,0.55,0.75,BUY,reentry_reclaim50_breakout20,142.18,142.18,142.18,
|
||||
2012-09-06,0.75,0.95,BUY,reentry_reclaim50_breakout20,143.77,143.77,143.77,
|
||||
2013-01-17,0.95,1.0,BUY,reentry_reclaim50_breakout20,148.0,148.0,148.0,
|
||||
2013-06-21,1.0,0.6,SELL,gap_floor,159.07,167.17,148.0,162.72643499999998
|
||||
2013-06-28,0.6,0.39999999999999997,SELL,two_close_floor,160.42,167.17,148.0,162.72643499999998
|
||||
2013-07-15,0.39999999999999997,0.6,BUY,reentry_reclaim50_breakout20,168.155,168.155,168.155,162.72643499999998
|
||||
2013-08-01,0.6,0.8,BUY,reentry_reclaim50_breakout20,170.66,170.66,170.66,
|
||||
2013-09-16,0.8,1.0,BUY,reentry_reclaim50_breakout20,170.31,170.31,170.31,
|
||||
2014-01-27,1.0,0.6,SELL,gap_floor,178.01,184.69,170.31,180.39693499999998
|
||||
2014-02-03,0.6,0.35,SELL,gap_floor,174.17,184.69,170.31,180.39693499999998
|
||||
2014-02-24,0.35,0.55,BUY,reentry_reclaim50_breakout20,184.91,184.91,184.91,180.39693499999998
|
||||
2014-04-02,0.55,0.75,BUY,reentry_reclaim50_breakout20,188.88,188.88,188.88,
|
||||
2014-05-12,0.75,0.95,BUY,reentry_reclaim50_breakout20,189.785,189.785,189.785,
|
||||
2014-05-27,0.95,1.0,BUY,reentry_reclaim50_breakout20,191.52,191.52,191.52,
|
||||
2014-08-01,1.0,0.8,SELL,two_close_floor,192.5,198.65,191.52,194.178325
|
||||
2014-08-20,0.8,1.0,BUY,reentry_reclaim50_breakout20,198.92,198.92,198.92,194.178325
|
||||
2014-12-12,1.0,0.6,SELL,gap_floor,200.89,208.0,198.92,203.84473000000003
|
||||
2014-12-29,0.6,0.8,BUY,reentry_reclaim50_breakout20,208.72,208.72,208.72,
|
||||
2015-02-05,0.8,1.0,BUY,reentry_reclaim50_breakout20,206.12,206.12,206.12,
|
||||
2016-05-05,1.0,0.6,SELL,gap_floor,204.97,213.5,206.12,208.334
|
||||
2016-05-12,0.6,0.39999999999999997,SELL,two_close_floor,206.56,213.5,206.12,208.334
|
||||
2016-05-26,0.39999999999999997,0.6,BUY,reentry_reclaim50_breakout20,209.34,209.34,209.34,
|
||||
2016-07-08,0.6,0.8,BUY,reentry_reclaim50_breakout20,212.65,212.65,212.65,
|
||||
2016-07-22,0.8,1.0,BUY,reentry_reclaim50_breakout20,217.24,217.24,217.24,
|
||||
2017-03-22,1.0,0.8,SELL,two_close_floor,234.28,239.78,217.24,234.91171
|
||||
2017-04-13,0.8,0.6000000000000001,SELL,two_close_floor,232.51,239.78,217.24,234.91171
|
||||
2017-05-01,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,238.68,238.68,238.68,234.91171
|
||||
2017-05-15,0.8,1.0,BUY,reentry_reclaim50_breakout20,240.3,240.3,240.3,
|
||||
2017-08-18,1.0,0.8,SELL,two_close_floor,242.71,247.87,240.3,244.11730000000003
|
||||
2017-09-11,0.8,1.0,BUY,reentry_reclaim50_breakout20,249.21,249.21,249.21,244.11730000000003
|
||||
2018-02-02,1.0,0.6,SELL,gap_floor,275.45,286.58,249.21,279.65147
|
||||
2018-02-09,0.6,0.35,SELL,gap_floor,261.5,286.58,249.21,279.65147
|
||||
2018-03-09,0.35,0.55,BUY,reentry_reclaim50_breakout20,278.87,278.87,278.87,279.65147
|
||||
2018-06-06,0.55,0.75,BUY,reentry_reclaim50_breakout20,277.4,277.4,277.4,
|
||||
2018-07-12,0.75,0.95,BUY,reentry_reclaim50_breakout20,279.37,279.37,279.37,
|
||||
2018-08-06,0.95,1.0,BUY,reentry_reclaim50_breakout20,284.64,284.64,284.64,
|
||||
2018-12-21,1.0,0.75,SELL,trend_crisis,240.7,293.58,284.64,
|
||||
2019-02-22,0.75,0.95,BUY,reentry_reclaim50_breakout20,279.14,279.14,279.14,
|
||||
2019-03-13,0.95,1.0,BUY,reentry_reclaim50_breakout20,281.34,281.34,281.34,
|
||||
2019-05-08,1.0,0.8,SELL,two_close_floor,287.53,294.03,281.34,288.02698499999997
|
||||
2019-06-10,0.8,1.0,BUY,reentry_reclaim50_breakout20,288.97,288.97,288.97,
|
||||
2019-08-02,1.0,0.8,SELL,two_close_floor,292.62,302.01,288.97,294.94
|
||||
2019-09-04,0.8,1.0,BUY,reentry_reclaim50_breakout20,294.04,294.04,294.04,
|
||||
2020-02-03,1.0,0.8,SELL,two_close_floor,324.12,331.95,294.04,324.6853825
|
||||
2020-02-19,0.8,1.0,BUY,reentry_reclaim50_breakout20,338.34,338.34,338.34,326.258
|
||||
2020-03-09,1.0,0.75,SELL,trend_crisis,274.23,338.34,338.34,
|
||||
2020-03-16,0.75,0.5,SELL,trend_crisis,239.85,338.34,338.34,
|
||||
2020-03-23,0.5,0.35,SELL,trend_crisis,222.95,338.34,338.34,
|
||||
2020-05-29,0.35,0.55,BUY,reentry_reclaim50_breakout20,304.32,304.32,304.32,
|
||||
2020-07-10,0.55,0.75,BUY,reentry_reclaim50_breakout20,317.59,317.59,317.59,
|
||||
2020-08-03,0.75,0.95,BUY,reentry_reclaim50_breakout20,328.79,328.79,328.79,
|
||||
2020-08-17,0.95,1.0,BUY,reentry_reclaim50_breakout20,337.91,337.91,337.91,
|
||||
2020-09-04,1.0,0.8,SELL,two_close_floor,342.57,357.7,337.91,346.5497
|
||||
2020-10-07,0.8,1.0,BUY,reentry_reclaim50_breakout20,340.76,340.76,340.76,
|
||||
2021-09-20,1.0,0.6,SELL,gap_floor,434.04,453.19,340.76,443.17629
|
||||
2021-09-28,0.6,0.35,SELL,gap_floor,433.72,453.19,340.76,443.17629
|
||||
2021-10-18,0.35,0.55,BUY,reentry_reclaim50_breakout20,447.19,447.19,447.19,443.17629
|
||||
2021-11-01,0.55,0.75,BUY,reentry_reclaim50_breakout20,460.04,460.04,460.04,
|
||||
2021-11-16,0.75,0.95,BUY,reentry_reclaim50_breakout20,469.28,469.28,469.28,
|
||||
2021-12-10,0.95,1.0,BUY,reentry_reclaim50_breakout20,470.74,470.74,470.74,
|
||||
2022-05-19,1.0,0.75,SELL,trend_crisis,389.46,477.71,470.74,
|
||||
2022-06-10,0.75,0.5,SELL,trend_crisis,389.8,477.71,470.74,
|
||||
2022-06-17,0.5,0.35,SELL,trend_crisis,365.86,477.71,470.74,
|
||||
2022-08-12,0.35,0.55,BUY,reentry_reclaim50_breakout20,427.1,427.1,427.1,
|
||||
2023-01-23,0.55,0.75,BUY,reentry_reclaim50_breakout20,400.63,400.63,400.63,
|
||||
2023-03-31,0.75,0.95,BUY,reentry_reclaim50_breakout20,409.39,409.39,409.39,
|
||||
2023-04-17,0.95,1.0,BUY,reentry_reclaim50_breakout20,413.94,413.94,413.94,
|
||||
2023-08-16,1.0,0.8,SELL,two_close_floor,439.64,457.79,413.94,445.146495
|
||||
2023-08-23,0.8,0.6000000000000001,SELL,two_close_floor,443.03,457.79,413.94,445.146495
|
||||
2023-09-18,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,443.63,457.79,413.94,445.146495
|
||||
2023-09-25,0.4000000000000001,0.35,SELL,gap_floor,432.23,457.79,413.94,445.146495
|
||||
2023-11-30,0.35,0.55,BUY,reentry_reclaim50_breakout20,456.4,456.4,456.4,445.146495
|
||||
2023-12-14,0.55,0.75,BUY,reentry_reclaim50_breakout20,472.01,472.01,472.01,461.08299999999997
|
||||
2024-01-19,0.75,0.95,BUY,reentry_reclaim50_breakout20,482.43,482.43,482.43,
|
||||
2024-02-02,0.95,1.0,BUY,reentry_reclaim50_breakout20,494.35,494.35,494.35,
|
||||
2024-04-16,1.0,0.8,SELL,two_close_floor,503.53,523.17,494.35,507.82825749999995
|
||||
2024-04-23,0.8,0.6000000000000001,SELL,two_close_floor,505.65,523.17,494.35,507.82825749999995
|
||||
2024-05-01,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,500.35,523.17,494.35,507.82825749999995
|
||||
2024-05-15,0.4000000000000001,0.6000000000000001,BUY,reentry_reclaim50_breakout20,529.78,529.78,529.78,510.910695
|
||||
2024-06-05,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,534.67,534.67,534.67,
|
||||
2024-07-02,0.8,1.0,BUY,reentry_reclaim50_breakout20,549.01,549.01,549.01,
|
||||
2024-12-18,1.0,0.6,SELL,gap_floor,586.28,607.81,549.01,593.5201999999999
|
||||
2024-12-31,0.6,0.39999999999999997,SELL,two_close_floor,586.08,607.81,549.01,593.5201999999999
|
||||
2025-01-08,0.39999999999999997,0.35,SELL,two_close_floor,589.49,607.81,549.01,593.5201999999999
|
||||
2025-02-18,0.35,0.55,BUY,reentry_reclaim50_breakout20,611.49,611.49,611.49,593.5201999999999
|
||||
2025-04-08,0.55,0.35,SELL,trend_crisis,496.48,612.93,611.49,
|
||||
2025-06-03,0.35,0.55,BUY,reentry_reclaim50_breakout20,596.09,596.09,596.09,
|
||||
2025-06-24,0.55,0.75,BUY,reentry_reclaim50_breakout20,606.78,606.78,606.78,
|
||||
2025-07-10,0.75,0.95,BUY,reentry_reclaim50_breakout20,625.82,625.82,625.82,
|
||||
2025-07-24,0.95,1.0,BUY,reentry_reclaim50_breakout20,634.42,634.42,634.42,
|
||||
2025-11-21,1.0,0.8,SELL,two_close_floor,659.03,687.39,634.42,662.3529075
|
||||
2025-12-10,0.8,1.0,BUY,reentry_reclaim50_breakout20,687.57,687.57,687.57,662.3529075
|
||||
|
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,135 @@
|
||||
date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
|
||||
2010-12-14,1.0,0.8,SELL,two_close_floor,1.902,2.36466666666667,1.592666666666667,2.108729312034917
|
||||
2010-12-27,0.8,0.4,SELL,gap_floor,1.703266666666667,2.36466666666667,1.592666666666667,2.1584325333333365
|
||||
2011-01-03,0.4,0.2,SELL,gap_floor,1.774666666666667,2.36466666666667,1.592666666666667,2.1868064000000036
|
||||
2011-05-09,0.2,0.4,BUY,reentry_reclaim50_breakout20,1.860666666666667,1.860666666666667,1.860666666666667,2.28394666666667
|
||||
2011-05-25,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,1.932,1.932,1.932,
|
||||
2011-07-05,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,1.942666666666667,1.942666666666667,1.942666666666667,
|
||||
2011-08-19,0.8,0.55,SELL,trend_crisis,1.486666666666667,1.982,1.942666666666667,
|
||||
2011-09-02,0.55,0.30000000000000004,SELL,trend_crisis,1.538,1.982,1.942666666666667,
|
||||
2011-09-12,0.30000000000000004,0.2,SELL,trend_crisis,1.525333333333333,1.982,1.942666666666667,
|
||||
2011-10-27,0.2,0.4,BUY,reentry_reclaim50_breakout20,1.917333333333333,1.917333333333333,1.917333333333333,
|
||||
2011-11-11,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,2.242666666666667,2.242666666666667,2.242666666666667,
|
||||
2012-01-05,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,1.808,2.32933333333333,2.242666666666667,
|
||||
2012-01-13,0.3500000000000001,0.2,SELL,trend_crisis,1.519333333333333,2.32933333333333,2.242666666666667,
|
||||
2012-03-12,0.2,0.4,BUY,reentry_reclaim50_breakout20,2.40066666666667,2.40066666666667,2.40066666666667,
|
||||
2012-03-26,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,2.49333333333333,2.49333333333333,2.49333333333333,
|
||||
2012-05-15,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,1.962,2.534,2.49333333333333,
|
||||
2012-05-31,0.3500000000000001,0.2,SELL,trend_crisis,1.966666666666667,2.534,2.49333333333333,
|
||||
2012-11-16,0.2,0.4,BUY,reentry_reclaim50_breakout20,2.12266,2.12266,2.12266,
|
||||
2012-12-03,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,2.308,2.308,2.308,
|
||||
2013-01-02,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,2.35733333333333,2.35733333333333,2.35733333333333,
|
||||
2013-01-23,0.8,1.0,BUY,reentry_reclaim50_breakout20,2.4,2.4,2.4,
|
||||
2013-06-04,1.0,0.8,SELL,two_close_floor,6.32266666666667,7.3556,2.4,6.472928
|
||||
2013-06-26,0.8,1.0,BUY,reentry_reclaim50_breakout20,7.048,7.048,7.048,6.472928
|
||||
2013-07-16,1.0,0.6,SELL,gap_floor,7.27,8.66,7.048,7.920876170480789
|
||||
2013-08-01,0.6,0.8,BUY,reentry_reclaim50_breakout20,9.03666666666667,9.03666666666667,9.03666666666667,7.942900000000002
|
||||
2013-08-22,0.8,1.0,BUY,reentry_reclaim50_breakout20,10.47333333333334,10.47333333333334,10.47333333333334,
|
||||
2013-10-09,1.0,0.8,SELL,two_close_floor,11.252,12.89133333333334,10.47333333333334,11.680815617966294
|
||||
2013-10-22,0.8,0.6000000000000001,SELL,two_close_floor,11.436,12.89133333333334,10.47333333333334,11.680815617966294
|
||||
2013-10-31,0.6000000000000001,0.20000000000000007,SELL,gap_floor,10.66266666666667,12.89133333333334,10.47333333333334,11.693009949225933
|
||||
2013-11-29,0.20000000000000007,0.2,SELL,gap_floor,8.48533333333333,12.89133333333334,10.47333333333334,12.08840115351805
|
||||
2014-01-30,0.2,0.4,BUY,reentry_reclaim50_breakout20,12.18933333333333,12.18933333333333,12.18933333333333,12.261251200000002
|
||||
2014-02-13,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,13.30866666666667,13.30866666666667,13.30866666666667,
|
||||
2014-03-04,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,16.98933333333334,16.98933333333334,16.98933333333334,14.94685545961398
|
||||
2014-06-27,0.8,1.0,BUY,reentry_reclaim50_breakout20,15.93733333333333,15.93733333333333,15.93733333333333,
|
||||
2014-09-16,1.0,0.8,SELL,two_close_floor,17.38266666666667,19.06933333333333,15.93733333333333,17.54484410794848
|
||||
2014-09-23,0.8,0.6000000000000001,SELL,two_close_floor,16.694,19.06933333333333,15.93733333333333,17.54484410794848
|
||||
2014-09-30,0.6000000000000001,0.20000000000000007,SELL,gap_floor,16.17866666666667,19.06933333333333,15.93733333333333,17.54484410794848
|
||||
2014-10-07,0.20000000000000007,0.2,SELL,two_close_floor,17.30466666666667,19.06933333333333,15.93733333333333,17.54484410794848
|
||||
2015-04-27,0.2,0.4,BUY,reentry_reclaim50_breakout20,15.43666666666667,15.43666666666667,15.43666666666667,18.430578666666666
|
||||
2015-05-11,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,15.966,15.966,15.966,
|
||||
2015-05-28,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,16.76333333333333,16.76333333333333,16.76333333333333,
|
||||
2015-06-17,0.8,1.0,BUY,reentry_reclaim50_breakout20,17.36066666666667,17.36066666666667,17.36066666666667,
|
||||
2015-08-24,1.0,0.75,SELL,trend_crisis,14.59133333333333,18.81733333333334,17.36066666666667,
|
||||
2015-10-12,0.75,0.5,SELL,trend_crisis,14.372,18.81733333333334,17.36066666666667,
|
||||
2015-10-20,0.5,0.25,SELL,trend_crisis,14.202,18.81733333333334,17.36066666666667,
|
||||
2015-10-27,0.25,0.2,SELL,trend_crisis,14.02333333333333,18.81733333333334,17.36066666666667,
|
||||
2016-04-04,0.2,0.4,BUY,reentry_reclaim50_breakout20,16.466,16.466,16.466,
|
||||
2016-05-17,0.4,0.2,SELL,trend_crisis,13.644,17.69466666666667,16.466,
|
||||
2016-06-07,0.2,0.4,BUY,reentry_reclaim50_breakout20,15.48933333333334,15.48933333333334,15.48933333333334,
|
||||
2016-11-14,0.4,0.2,SELL,trend_crisis,12.09666666666667,15.70133333333333,15.48933333333334,
|
||||
2017-01-04,0.2,0.4,BUY,reentry_reclaim50_breakout20,15.13266666666667,15.13266666666667,15.13266666666667,
|
||||
2017-01-19,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,16.25066666666667,16.25066666666667,16.25066666666667,
|
||||
2017-02-06,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,17.18466666666667,17.18466666666667,17.18466666666667,
|
||||
2017-03-24,0.8,1.0,BUY,reentry_reclaim50_breakout20,17.544,17.544,17.544,
|
||||
2017-07-05,1.0,0.6,SELL,gap_floor,21.806,25.5633333333333,17.544,23.2398911871837
|
||||
2017-07-12,0.6,0.2,SELL,gap_floor,21.968,25.5633333333333,17.544,23.472955731948506
|
||||
2017-08-03,0.2,0.4,BUY,reentry_reclaim50_breakout20,23.1393333333333,23.1393333333333,23.1393333333333,23.472955731948506
|
||||
2017-10-23,0.4,0.2,SELL,gap_floor,22.468,25.6666666666667,23.1393333333333,24.12961147392698
|
||||
2018-01-23,0.2,0.4,BUY,reentry_reclaim50_breakout20,23.5193333333333,23.5193333333333,23.5193333333333,24.380260033056814
|
||||
2018-02-26,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,23.828,23.828,23.828,
|
||||
2018-03-28,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,17.18533333333333,23.828,23.828,
|
||||
2018-05-18,0.3500000000000001,0.2,SELL,trend_crisis,18.45466666666667,23.828,23.828,
|
||||
2018-06-15,0.2,0.4,BUY,reentry_reclaim50_breakout20,23.878,23.878,23.878,
|
||||
2018-08-02,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,23.3026666666667,23.3026666666667,23.3026666666667,
|
||||
2018-09-04,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,19.26333333333333,25.3046666666667,23.3026666666667,
|
||||
2018-09-11,0.3500000000000001,0.2,SELL,trend_crisis,18.62933333333333,25.3046666666667,23.3026666666667,
|
||||
2018-11-16,0.2,0.4,BUY,reentry_reclaim50_breakout20,23.6206666666667,23.6206666666667,23.6206666666667,
|
||||
2018-12-03,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,23.8993333333333,23.8993333333333,23.8993333333333,
|
||||
2019-01-17,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,23.154,23.154,23.154,
|
||||
2019-03-18,0.8,0.55,SELL,trend_crisis,17.966,23.154,23.154,
|
||||
2019-03-25,0.55,0.30000000000000004,SELL,trend_crisis,17.36133333333334,23.154,23.154,
|
||||
2019-04-04,0.30000000000000004,0.2,SELL,trend_crisis,17.852,23.154,23.154,
|
||||
2019-09-10,0.2,0.4,BUY,reentry_reclaim50_breakout20,15.70266666666667,15.70266666666667,15.70266666666667,
|
||||
2019-10-24,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,19.97866666666667,19.97866666666667,19.97866666666667,17.957827384885242
|
||||
2019-11-07,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,22.36933333333333,22.36933333333333,22.36933333333333,
|
||||
2019-12-12,0.8,1.0,BUY,reentry_reclaim50_breakout20,23.9786666666667,23.9786666666667,23.9786666666667,
|
||||
2020-02-06,1.0,0.8,SELL,two_close_floor,49.9306666666667,59.1373333333333,23.9786666666667,52.54114986906045
|
||||
2020-02-26,0.8,0.6000000000000001,SELL,two_close_floor,51.92,61.1613333333333,23.9786666666667,53.821973333333304
|
||||
2020-03-04,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,49.9666666666667,61.1613333333333,23.9786666666667,53.821973333333304
|
||||
2020-03-11,0.4000000000000001,0.2,SELL,gap_floor,42.282,61.1613333333333,23.9786666666667,54.94842133333329
|
||||
2020-05-21,0.2,0.4,BUY,reentry_reclaim50_breakout20,55.1733333333333,55.1733333333333,55.1733333333333,56.05358986666663
|
||||
2020-06-08,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,63.328,63.328,63.328,
|
||||
2020-06-30,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,71.9873333333333,71.9873333333333,71.9873333333333,
|
||||
2020-07-15,0.8,1.0,BUY,reentry_reclaim50_breakout20,103.0673333333333,103.0673333333333,103.0673333333333,90.62035786666667
|
||||
2020-09-04,1.0,0.8,SELL,two_close_floor,139.44,166.1066666666667,103.0673333333333,147.56943625918848
|
||||
2020-09-14,0.8,0.6000000000000001,SELL,two_close_floor,139.8733333333333,166.1066666666667,103.0673333333333,147.56943625918848
|
||||
2020-09-23,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,126.7866666666667,166.1066666666667,103.0673333333333,147.56943625918848
|
||||
2020-09-30,0.4000000000000001,0.20000000000000007,SELL,two_close_floor,143.0033333333333,166.1066666666667,103.0673333333333,147.56943625918848
|
||||
2020-10-07,0.20000000000000007,0.2,SELL,two_close_floor,141.7666666666667,166.1066666666667,103.0673333333333,147.56943625918848
|
||||
2020-11-17,0.2,0.4,BUY,reentry_reclaim50_breakout20,147.2033333333334,147.2033333333334,147.2033333333334,157.15447294497395
|
||||
2020-12-03,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,197.7933333333333,197.7933333333333,197.7933333333333,172.82168383333334
|
||||
2020-12-17,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,218.6333333333333,218.6333333333333,218.6333333333333,
|
||||
2021-01-04,0.8,1.0,BUY,reentry_reclaim50_breakout20,243.256666666667,243.256666666667,243.256666666667,
|
||||
2021-02-19,1.0,0.8,SELL,two_close_floor,260.433333333333,294.363333333333,243.256666666667,266.73913409538727
|
||||
2021-04-07,0.8,0.4,SELL,gap_floor,223.6566666666667,294.363333333333,243.256666666667,275.5585202222086
|
||||
2021-04-14,0.4,0.2,SELL,gap_floor,244.076666666667,294.363333333333,243.256666666667,276.3739813333329
|
||||
2021-07-30,0.2,0.4,BUY,reentry_reclaim50_breakout20,229.066666666667,229.066666666667,229.066666666667,283.9230879999996
|
||||
2021-08-30,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,243.636666666667,243.636666666667,243.636666666667,
|
||||
2021-09-15,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,251.943333333333,251.943333333333,251.943333333333,
|
||||
2021-10-07,0.8,1.0,BUY,reentry_reclaim50_breakout20,264.536666666667,264.536666666667,264.536666666667,
|
||||
2021-11-09,1.0,0.6,SELL,gap_floor,341.166666666667,409.97,264.536666666667,368.11278399884185
|
||||
2021-11-16,0.6,0.39999999999999997,SELL,two_close_floor,351.576666666667,409.97,264.536666666667,368.11278399884185
|
||||
2021-12-02,0.39999999999999997,0.2,SELL,two_close_floor,361.533333333333,409.97,264.536666666667,368.11278399884185
|
||||
2022-01-03,0.2,0.4,BUY,reentry_reclaim50_breakout20,399.926666666667,399.926666666667,399.926666666667,377.67039556631806
|
||||
2022-02-22,0.4,0.2,SELL,trend_crisis,273.843333333333,399.926666666667,399.926666666667,
|
||||
2022-08-15,0.2,0.4,BUY,reentry_reclaim50_breakout20,309.32,309.32,309.32,
|
||||
2022-09-19,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,309.07,309.07,309.07,
|
||||
2022-10-05,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,240.81,309.07,309.07,
|
||||
2022-10-12,0.3500000000000001,0.2,SELL,trend_crisis,217.24,309.07,309.07,
|
||||
2023-03-31,0.2,0.4,BUY,reentry_reclaim50_breakout20,207.46,207.46,207.46,
|
||||
2023-04-25,0.4,0.2,SELL,trend_crisis,160.67,207.46,207.46,
|
||||
2023-06-07,0.2,0.4,BUY,reentry_reclaim50_breakout20,224.57,224.57,224.57,
|
||||
2023-07-03,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,279.82,279.82,279.82,246.25495148813224
|
||||
2023-07-18,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,293.34,293.34,293.34,
|
||||
2023-10-20,0.8,0.55,SELL,trend_crisis,211.99,293.34,293.34,
|
||||
2023-10-27,0.55,0.30000000000000004,SELL,trend_crisis,207.3299,293.34,293.34,
|
||||
2023-11-06,0.30000000000000004,0.2,SELL,trend_crisis,219.27,293.34,293.34,
|
||||
2024-06-17,0.2,0.4,BUY,reentry_reclaim50_breakout20,187.44,187.44,187.44,
|
||||
2024-07-02,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,231.26,231.26,231.26,208.06499511000607
|
||||
2024-08-05,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,198.88,263.26,231.26,
|
||||
2024-08-12,0.3500000000000001,0.2,SELL,trend_crisis,197.49,263.26,231.26,
|
||||
2024-09-05,0.2,0.4,BUY,reentry_reclaim50_breakout20,230.17,230.17,230.17,
|
||||
2024-09-19,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,243.92,243.92,243.92,
|
||||
2024-10-25,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,269.19,269.19,269.19,
|
||||
2024-11-08,0.8,1.0,BUY,reentry_reclaim50_breakout20,321.22,321.22,321.22,292.6035
|
||||
2024-12-23,1.0,0.8,SELL,two_close_floor,430.6,479.86,321.22,431.694754
|
||||
2024-12-31,0.8,0.6000000000000001,SELL,two_close_floor,403.84,479.86,321.22,431.694754
|
||||
2025-01-08,0.6000000000000001,0.20000000000000007,SELL,gap_floor,394.94,479.86,321.22,437.5108331879469
|
||||
2025-01-16,0.20000000000000007,0.2,SELL,two_close_floor,413.82,479.86,321.22,437.5108331879469
|
||||
2025-05-27,0.2,0.4,BUY,reentry_reclaim50_breakout20,362.89,362.89,362.89,455.707736
|
||||
2025-09-11,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,368.81,368.81,368.81,
|
||||
2025-09-29,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,443.21,443.21,443.21,397.1584275629881
|
||||
2025-10-28,0.8,1.0,BUY,reentry_reclaim50_breakout20,460.55,460.55,460.55,
|
||||
2026-03-19,1.0,0.75,SELL,trend_crisis,380.3,489.88,460.55,
|
||||
|
@@ -0,0 +1,10 @@
|
||||
,cagr,cagr,cagr,cagr,cagr,mdd,mdd,mdd,mdd,mdd,calmar,calmar,calmar,calmar,calmar,turnover_annual,turnover_annual,turnover_annual,turnover_annual,turnover_annual,avg_exposure,avg_exposure,avg_exposure,avg_exposure,avg_exposure
|
||||
strategy,buy_hold,kartsell_v11_original,kartsell_v12_candidate,trailing_12,trend_10m_shifted,buy_hold,kartsell_v11_original,kartsell_v12_candidate,trailing_12,trend_10m_shifted,buy_hold,kartsell_v11_original,kartsell_v12_candidate,trailing_12,trend_10m_shifted,buy_hold,kartsell_v11_original,kartsell_v12_candidate,trailing_12,trend_10m_shifted,buy_hold,kartsell_v11_original,kartsell_v12_candidate,trailing_12,trend_10m_shifted
|
||||
symbol,,,,,,,,,,,,,,,,,,,,,,,,,
|
||||
AAMRQ,5.280061145634115,4.860754491653322,1.0947482978641734,1.4206482020164874,3.941233680559143,-0.624817518248175,-0.5819134647996278,-0.4260527498444858,-0.549891054014899,-0.6248175182481751,8.45056515130694,8.353053822748441,2.569513512737024,2.5835084816236993,6.307815586876199,0.0,7.711412268188303,2.3446861626248214,9.899786019971469,1.0420827389443652,1.0,0.6949380165289255,0.3162190082644627,0.42768595041322316,0.5661157024793388
|
||||
AAPL,0.25854304279550067,0.18409690860035655,0.19214173272468993,0.18620993934421315,0.15146784669427937,-0.6086621454993839,-0.4664865948339241,-0.3522678140654937,-0.4033459757953404,-0.5849358465854058,0.42477266691749993,0.3946456567865529,0.5454422034962494,0.46166306475981045,0.2589477932981557,0.0,9.584168329532496,1.5748022377423032,3.956527936145952,1.4576681870011403,1.0,0.7909664735099338,0.6771109271523179,0.7518625827814569,0.7175082781456954
|
||||
AIG,-0.14304072017301717,-0.01187091701392684,0.006193780510209912,0.004162183281375409,0.007748512108483041,-0.9951823812801102,-0.7045487697414243,-0.6378864582068315,-0.6153350156712019,-0.5731045166796069,-0.14373317179211198,-0.016848964221857308,0.009709847936921728,0.006764093014981988,0.01352024261364325,0.0,15.990099415621435,1.1244868871151654,4.268885404789054,1.9262043899657926,1.0,0.6603166390728477,0.6365273178807946,0.6877069536423841,0.5666390728476821
|
||||
AMZN,0.274867971328842,0.1886762192704028,0.20870119938326126,0.20273550785813854,0.1317120538816141,-0.6525490974013093,-0.4516668297936334,-0.36339735877711066,-0.4279228641917254,-0.5521347709974114,0.4212219010392742,0.41773317592662046,0.5743057684446955,0.47376647714552933,0.23855055106143935,0.0,10.23751603477765,1.684127351767389,4.320944982896237,1.4576681870011403,1.0,0.7905008278145695,0.692042632450331,0.7276490066225165,0.7106788079470199
|
||||
NVDA,0.3426812181916954,0.3610675240417549,0.29920226620069656,0.26531826049572116,0.2716883835554724,-0.8507840161861403,-0.5398427431819761,-0.48664809111465057,-0.42761894904051356,-0.6000947715047931,0.4027828587187765,0.6688383396867156,0.6148226442548745,0.6204548724770949,0.4527424607853001,0.0,11.375017816419613,1.671112457240593,5.726553591790194,1.0411915621436716,1.0,0.7671771523178808,0.6336092715231789,0.6314155629139073,0.6827400662251656
|
||||
SPY,0.08253661848594107,0.05980018644238427,0.054803990321808715,0.06947705838059326,0.06867586136977955,-0.5647367075664625,-0.3034207595525803,-0.3519488341836118,-0.42185928034115716,-0.3410474670449847,0.1461506174117919,0.19708666780270648,0.15571578877064118,0.16469249728110102,0.20136745762935426,0.0,9.70390535917902,1.2910775370581526,1.4576681870011403,1.6659064994298747,1.0,0.8120086884567645,0.8196731485312371,0.90235829540753,0.7438973934629707
|
||||
TSLA,0.4136041132682262,0.2692052224182522,0.2588239207339742,0.25955915229344173,0.23529398801287393,-0.7363221699148719,-0.6049127954541017,-0.47563938727085087,-0.4636718093725156,-0.6062653964378368,0.5617162298889412,0.4450314565030198,0.5441599826689458,0.5597906688454958,0.3881039383005586,0.0,13.425783562597944,1.7712367229670904,7.4411022113877765,2.41676823959603,1.0,0.7210692618806877,0.49443882709807885,0.5080889787664308,0.6142568250758341
|
||||
|
@@ -0,0 +1,36 @@
|
||||
symbol,asset_class,strategy,start,end,observations,cagr,mdd,calmar,annual_vol,sharpe_zero_rf,sortino_zero_rf,ulcer_index,recovery_days_max,turnover_annual,avg_exposure,cvar_5_daily,final_equity
|
||||
SPY,broad_index_etf,buy_hold,2007-01-03,2026-03-20,4834,0.08253661848594107,-0.5647367075664625,0.1461506174117919,0.19784656445221732,0.5004570184253266,0.6127626190991317,14.673711598355501,1365,0.0,1.0,-0.030546169776044817,4.587748461484042
|
||||
SPY,broad_index_etf,trend_10m_shifted,2007-01-03,2026-03-20,4834,0.06867586136977955,-0.3410474670449847,0.20136745762935426,0.1424910394253306,0.5383432550038203,0.5572248756973722,8.703050646777745,691,1.6659064994298747,0.7438973934629707,-0.022782115386131674,3.581755377561504
|
||||
SPY,broad_index_etf,trailing_12,2007-01-03,2026-03-20,4834,0.06947705838059326,-0.42185928034115716,0.16469249728110102,0.14597543500253665,0.534151753706832,0.6234950935762098,12.854858588350659,1329,1.4576681870011403,0.90235829540753,-0.02369554074902051,3.633689831198618
|
||||
SPY,broad_index_etf,kartsell_v11_original,2007-01-03,2026-03-20,4834,0.05980018644238427,-0.3034207595525803,0.19708666780270648,0.12185355031853906,0.5384305118485049,0.6894252229095356,10.605993653578231,1467,9.70390535917902,0.8120086884567645,-0.019134332718255043,3.0515579996790403
|
||||
SPY,broad_index_etf,kartsell_v12_candidate,2007-01-03,2026-03-20,4834,0.054803990321808715,-0.3519488341836118,0.15571578877064118,0.1401502393062203,0.45165227820570225,0.5425574387642399,10.562844130597831,888,1.2910775370581526,0.8196731485312371,-0.02236688315735926,2.786768421286023
|
||||
AAPL,large_quality_stock,buy_hold,2007-01-03,2026-03-20,4832,0.25854304279550067,-0.6086621454993839,0.42477266691749993,0.3134363679206939,0.8921815872933192,1.2216715639459352,17.16417483031582,497,0.0,1.0,-0.04534514638116913,82.85943399378488
|
||||
AAPL,large_quality_stock,trend_10m_shifted,2007-01-03,2026-03-20,4832,0.15146784669427937,-0.5849358465854058,0.2589477932981557,0.25181686289035565,0.6869467131971947,0.8020945376055072,20.7832770320763,1054,1.4576681870011403,0.7175082781456954,-0.03847360240775194,15.016595732951924
|
||||
AAPL,large_quality_stock,trailing_12,2007-01-03,2026-03-20,4832,0.18620993934421315,-0.4033459757953404,0.46166306475981045,0.22559161381406942,0.8713576386149253,1.072620171988613,15.425634900332307,735,3.956527936145952,0.7518625827814569,-0.034223847796077546,26.579797353914106
|
||||
AAPL,large_quality_stock,kartsell_v11_original,2007-01-03,2026-03-20,4832,0.18409690860035655,-0.4664865948339241,0.3946456567865529,0.23217794481063966,0.8455669696113175,1.1387648938377715,15.6160761693815,625,9.584168329532496,0.7909664735099338,-0.0342651999587068,25.68491319722789
|
||||
AAPL,large_quality_stock,kartsell_v12_candidate,2007-01-03,2026-03-20,4832,0.19214173272468993,-0.3522678140654937,0.5454422034962494,0.20470285575269279,0.96263398894477,1.30240674309021,13.979285494785355,627,1.5748022377423032,0.6771109271523179,-0.030334513393414284,29.252583821893033
|
||||
AMZN,large_quality_stock,buy_hold,2007-01-03,2026-03-20,4832,0.274867971328842,-0.6525490974013093,0.4212219010392742,0.37687859339003305,0.8313938182087178,1.2558844651510672,17.81409828494756,693,0.0,1.0,-0.05057987974749088,106.13436692506457
|
||||
AMZN,large_quality_stock,trend_10m_shifted,2007-01-03,2026-03-20,4832,0.1317120538816141,-0.5521347709974114,0.23855055106143935,0.2798817488209312,0.5817316051750945,0.711757776851208,20.019564641098995,881,1.4576681870011403,0.7106788079470199,-0.04085302576302596,10.769632050521386
|
||||
AMZN,large_quality_stock,trailing_12,2007-01-03,2026-03-20,4832,0.20273550785813854,-0.4279228641917254,0.47376647714552933,0.2872166912581279,0.784080817395191,1.1011734980797105,17.583360272520906,721,4.320944982896237,0.7276490066225165,-0.03781886830668354,34.671204318301236
|
||||
AMZN,large_quality_stock,kartsell_v11_original,2007-01-03,2026-03-20,4832,0.1886762192704028,-0.4516668297936334,0.41773317592662046,0.28100971174731004,0.7545692632718984,1.1319424640082867,18.24967627472401,961,10.23751603477765,0.7905008278145695,-0.037533070933503415,27.66166179815806
|
||||
AMZN,large_quality_stock,kartsell_v12_candidate,2007-01-03,2026-03-20,4832,0.20870119938326126,-0.36339735877711066,0.5743057684446955,0.2512604475013283,0.8796518366458271,1.2985836841175233,13.168326820386575,646,1.684127351767389,0.692042632450331,-0.033619411896002434,38.12809482371177
|
||||
NVDA,high_vol_stock,buy_hold,2007-01-03,2026-03-20,4832,0.3426812181916954,-0.8507840161861403,0.4027828587187765,0.49135866348501533,0.8468004639186064,1.2028706256478063,42.67148964930607,2157,0.0,1.0,-0.06865217380940218,287.2110427407304
|
||||
NVDA,high_vol_stock,trend_10m_shifted,2007-01-03,2026-03-20,4832,0.2716883835554724,-0.6000947715047931,0.4527424607853001,0.381140190726539,0.8208714507299486,0.9895121920919345,33.2144069833575,1601,1.0411915621436716,0.6827400662251656,-0.05498052662247463,101.16353862797479
|
||||
NVDA,high_vol_stock,trailing_12,2007-01-03,2026-03-20,4832,0.26531826049572116,-0.42761894904051356,0.6204548724770949,0.3391319391349547,0.8626730280852684,1.0409165532850648,19.789895278975223,764,5.726553591790194,0.6314155629139073,-0.04839795507971568,91.86098052089783
|
||||
NVDA,high_vol_stock,kartsell_v11_original,2007-01-03,2026-03-20,4832,0.3610675240417549,-0.5398427431819761,0.6688383396867156,0.36871971398619485,1.020410136579951,1.4911284923181707,24.01168016647382,1187,11.375017816419613,0.7671771523178808,-0.05004185166438216,372.96032116281765
|
||||
NVDA,high_vol_stock,kartsell_v12_candidate,2007-01-03,2026-03-20,4832,0.29920226620069656,-0.48664809111465057,0.6148226442548745,0.3133893857632349,0.9914740842940798,1.4124550998899343,21.70742287159954,1187,1.671112457240593,0.6336092715231789,-0.04349021561684879,152.61243062539862
|
||||
TSLA,high_vol_stock,buy_hold,2010-06-29,2026-03-20,3956,0.4136041132682262,-0.7363221699148719,0.5617162298889412,0.5751333063044404,0.8888879825218227,1.324166497069996,27.4946565878569,778,0.0,1.0,-0.07839559595935322,231.03390539974723
|
||||
TSLA,high_vol_stock,trend_10m_shifted,2010-06-29,2026-03-20,3956,0.23529398801287393,-0.6062653964378368,0.3881039383005586,0.4767114586923686,0.6806346836683344,0.798216378288465,33.057847066599784,1361,2.41676823959603,0.6142568250758341,-0.06906497741044386,27.72992178443225
|
||||
TSLA,high_vol_stock,trailing_12,2010-06-29,2026-03-20,3956,0.25955915229344173,-0.4636718093725156,0.5597906688454958,0.38082841073806556,0.7952020221204454,0.8763366743714717,23.02377832832797,691,7.4411022113877765,0.5080889787664308,-0.05556986624521396,37.65167967590576
|
||||
TSLA,high_vol_stock,kartsell_v11_original,2010-06-29,2026-03-20,3956,0.2692052224182522,-0.6049127954541017,0.4450314565030198,0.4485495790517712,0.7556071090338827,1.0519639781453853,32.2713378597565,1096,13.425783562597944,0.7210692618806877,-0.06301226066652185,42.450291449049224
|
||||
TSLA,high_vol_stock,kartsell_v12_candidate,2010-06-29,2026-03-20,3956,0.2588239207339742,-0.47563938727085087,0.5441599826689458,0.3477167221030272,0.8351048840186167,1.1275073729544955,26.187305781124756,781,1.7712367229670904,0.49443882709807885,-0.04927100474063244,37.30758873261138
|
||||
AIG,cyclical_stock,buy_hold,2007-01-03,2026-03-20,4832,-0.14304072017301717,-0.9951823812801102,-0.14373317179211198,0.6047309206757796,0.05232376788389435,0.06222442221647258,92.65364903300804,4728,0.0,1.0,-0.08417344293723897,0.05155232155232184
|
||||
AIG,cyclical_stock,trend_10m_shifted,2007-01-03,2026-03-20,4832,0.007748512108483041,-0.5731045166796069,0.01352024261364325,0.22407480488120213,0.14661609642747345,0.14931801245211931,25.42562636571447,2131,1.9262043899657926,0.5666390728476821,-0.03496147459480091,1.1598209480285042
|
||||
AIG,cyclical_stock,trailing_12,2007-01-03,2026-03-20,4832,0.004162183281375409,-0.6153350156712019,0.006764093014981988,0.2636214349386058,0.14760159967256817,0.15904421890001139,30.800995977179,1759,4.268885404789054,0.6877069536423841,-0.039130168332257756,1.083053601756836
|
||||
AIG,cyclical_stock,kartsell_v11_original,2007-01-03,2026-03-20,4832,-0.01187091701392684,-0.7045487697414243,-0.016848964221857308,0.276650157227129,0.09326641161608007,0.12102478875898748,33.52373915913421,4221,15.990099415621435,0.6603166390728477,-0.039573884123674796,0.795018532668598
|
||||
AIG,cyclical_stock,kartsell_v12_candidate,2007-01-03,2026-03-20,4832,0.006193780510209912,-0.6378864582068315,0.009709847936921728,0.2190156905322141,0.1377656078560395,0.17561995996408483,25.506366436031954,1762,1.1244868871151654,0.6365273178807946,-0.033638296276668485,1.125928369388843
|
||||
AAMRQ,distressed_stock,buy_hold,2012-01-05,2013-12-06,484,5.280061145634115,-0.624817518248175,8.45056515130694,1.0519404291555188,2.250354948350644,3.7264959008030933,28.733617586558356,219,0.0,1.0,-0.10863800698124862,34.000000000000014
|
||||
AAMRQ,distressed_stock,trend_10m_shifted,2012-01-05,2013-12-06,484,3.941233680559143,-0.6248175182481751,6.307815586876199,0.954267522862067,2.1285260686432834,2.523183672520767,26.703279720760055,236,1.0420827389443652,0.5661157024793388,-0.10192543447293635,21.46011582377357
|
||||
AAMRQ,distressed_stock,trailing_12,2012-01-05,2013-12-06,484,1.4206482020164874,-0.549891054014899,2.5835084816236993,0.7513193312194627,1.5597400556631345,1.4083890604638196,28.067964946750447,236,9.899786019971469,0.42768595041322316,-0.08787249495195092,5.455750468829753
|
||||
AAMRQ,distressed_stock,kartsell_v11_original,2012-01-05,2013-12-06,484,4.860754491653322,-0.5819134647996278,8.353053822748441,0.9431831080874924,2.3198035649551243,3.6908787306671744,25.373474991962535,219,7.711412268188303,0.6949380165289255,-0.09873266154132487,29.77707700249499
|
||||
AAMRQ,distressed_stock,kartsell_v12_candidate,2012-01-05,2013-12-06,484,1.0947482978641734,-0.4260527498444858,2.569513512737024,0.47986010611946656,1.7782746333670214,2.2728995048283487,23.93702675511551,261,2.3446861626248214,0.3162190082644627,-0.06169615458767534,4.133585885438912
|
||||
|
@@ -0,0 +1,8 @@
|
||||
symbol,start,end,rows,raw_sorted,raw_duplicate_dates,invalid_ohlc_rows,abs_daily_return_gt_50pct,max_calendar_gap_days,zero_or_missing_volume_rows,total_return_available,pit_fundamentals_available,corporate_action_table_available
|
||||
SPY,2007-01-03,2026-03-20,4834,False,0,6,0,5,0,False,False,False
|
||||
AAPL,2007-01-03,2026-03-20,4832,True,0,0,0,5,0,False,False,False
|
||||
AMZN,2007-01-03,2026-03-20,4832,True,0,0,0,5,0,False,False,False
|
||||
NVDA,2007-01-03,2026-03-20,4832,True,0,0,0,5,0,False,False,False
|
||||
TSLA,2010-06-29,2026-03-20,3956,False,0,0,0,5,1,False,False,False
|
||||
AIG,2007-01-03,2026-03-20,4832,True,0,0,3,5,0,False,False,False
|
||||
AAMRQ,2012-01-05,2013-12-06,484,True,0,0,1,5,0,False,False,False
|
||||
|
@@ -0,0 +1,7 @@
|
||||
strategy,cagr,cagr_opportunity_cost_vs_buy_hold_pp,mdd,mdd_improvement_vs_buy_hold_pp,relative_mdd_reduction_vs_buy_hold_pct,calmar,turnover_annual,avg_exposure
|
||||
buy_hold,0.2430870493334529,0.0,-0.773128358978349,0.0,0.0,0.3144200397133025,0.0,1.0
|
||||
trend_10m_shifted,0.1635747226405388,7.951232669291411,-0.3406796024449164,43.24487565334326,55.934923549420986,0.4801424020300329,1.6329354332953243,0.6660736450144807
|
||||
trailing_12,0.1855134059338534,5.75736433995995,-0.3401701760332102,43.29581829451388,56.00081511914421,0.5453547048044038,4.468447120866591,0.7040752999586264
|
||||
kartsell_v11_original,0.1944460763798858,4.864097295356709,-0.4376169049457289,33.551145403262005,43.39660421666357,0.4443294447320313,11.57943842645382,0.7552554820024825
|
||||
kartsell_v12_candidate,0.1823237785327855,6.07632708006674,-0.3729701052232771,40.015825375507184,51.7583204791325,0.4888428750171227,1.5076453819840363,0.6618242311405323
|
||||
kartsell_v12_plus_capital_floor,0.1598205106814412,8.32665386520117,-0.2744257605783987,49.87025983999503,64.50450208021876,0.582381589631354,3.390939664694983,0.6159158391945938
|
||||
|
@@ -0,0 +1,36 @@
|
||||
period,strategy,cagr,mdd,calmar
|
||||
covid_2020,buy_hold,0.7885650315600143,-0.35848051776144974,2.920363987687751
|
||||
covid_2020,kartsell_v11_original,0.6393075869221565,-0.2978100793488285,2.5715354335748852
|
||||
covid_2020,kartsell_v12_candidate,0.45945056070308476,-0.20745938955756799,2.508015749983623
|
||||
covid_2020,trailing_12,0.4816873351275217,-0.23677943399009616,2.0326154485427503
|
||||
covid_2020,trend_10m_shifted,0.7885650315600143,-0.32766004159095186,2.920363987687751
|
||||
frozen_oos_2024_latest,buy_hold,0.14838499895950397,-0.32155176918666606,0.4176066802067687
|
||||
frozen_oos_2024_latest,kartsell_v11_original,0.0627328216312107,-0.2540457389270926,0.2643525522438644
|
||||
frozen_oos_2024_latest,kartsell_v12_candidate,0.1075123037208092,-0.19745601876781743,0.6290807086536241
|
||||
frozen_oos_2024_latest,trailing_12,0.1073146340536256,-0.267646442732267,0.486933028053703
|
||||
frozen_oos_2024_latest,trend_10m_shifted,0.0533767480399006,-0.29209186201857895,0.2158850931869048
|
||||
gfc_2007_2009,buy_hold,-0.0764197578755426,-0.6525490974013093,-0.0952038569620518
|
||||
gfc_2007_2009,kartsell_v11_original,0.1335444216873929,-0.4664865948339241,0.2473765246898507
|
||||
gfc_2007_2009,kartsell_v12_candidate,0.0834366561405661,-0.3633973587771106,0.171451727981625
|
||||
gfc_2007_2009,trailing_12,0.1246247190474814,-0.4033459757953404,0.3696063281747372
|
||||
gfc_2007_2009,trend_10m_shifted,-0.0196670560279643,-0.4638699759588963,-0.0356200280457551
|
||||
inflation_bear_2022,buy_hold,-0.38558817803329637,-0.4136794685770141,-0.8448738442294399
|
||||
inflation_bear_2022,kartsell_v11_original,-0.23195638622257905,-0.25266491445165706,-0.8991627225186645
|
||||
inflation_bear_2022,kartsell_v12_candidate,-0.22286745006371506,-0.2479209055366787,-0.8841843244574531
|
||||
inflation_bear_2022,trailing_12,-0.017528993838724652,-0.25553178468914717,-0.03364247206794524
|
||||
inflation_bear_2022,trend_10m_shifted,-0.18600365623157977,-0.26588437825355027,-0.5825214269254583
|
||||
research_2007_2013,buy_hold,0.1757163349629317,-0.6306056214503466,0.2911824811307291
|
||||
research_2007_2013,kartsell_v11_original,0.13331769755087305,-0.4590767123137787,0.2772406773632454
|
||||
research_2007_2013,kartsell_v12_candidate,0.15109469463925923,-0.39635123540519857,0.4179413502710848
|
||||
research_2007_2013,trailing_12,0.1639198156804516,-0.3814532837796107,0.42373491754320275
|
||||
research_2007_2013,trend_10m_shifted,0.055157569801036546,-0.5626196438385092,0.15477953013418091
|
||||
rolling_oos_2018_2023,buy_hold,0.23043525569802226,-0.6125366034513554,0.5028487571957798
|
||||
rolling_oos_2018_2023,kartsell_v11_original,0.15678459217834778,-0.387955098576084,0.48879582238729746
|
||||
rolling_oos_2018_2023,kartsell_v12_candidate,0.15558188322567418,-0.31922691423735217,0.497094564468912
|
||||
rolling_oos_2018_2023,trailing_12,0.16576758860729773,-0.3631898541883097,0.4258395288341429
|
||||
rolling_oos_2018_2023,trend_10m_shifted,0.18540421609520225,-0.3883139253699812,0.5485848482314084
|
||||
validation_2014_2017,buy_hold,0.203055160723093,-0.27906481579274445,0.6579724528575979
|
||||
validation_2014_2017,kartsell_v11_original,0.13923762361827724,-0.22112757293788254,0.6101772722582108
|
||||
validation_2014_2017,kartsell_v12_candidate,0.13000367503788807,-0.22015907123924655,0.5952458621110567
|
||||
validation_2014_2017,trailing_12,0.1641799549613808,-0.3058432086775446,0.4129003110508852
|
||||
validation_2014_2017,trend_10m_shifted,0.14553968533245815,-0.2504419817416135,0.5169436384964923
|
||||
|
@@ -0,0 +1,211 @@
|
||||
symbol,strategy,period,start,end,observations,cagr,mdd,calmar,annual_vol,sharpe_zero_rf,sortino_zero_rf,ulcer_index,recovery_days_max,turnover_annual,avg_exposure,cvar_5_daily,final_equity
|
||||
SPY,buy_hold,research_2007_2013,2007-01-03,2013-12-31,1762,0.038966604621770706,-0.5647367075664625,0.06899959591733254,0.2346410048795407,0.2800802817909169,0.349689900444448,22.411594039539622,1365,0.0,1.0,-0.03618437678223488,1.3064299356299014
|
||||
SPY,buy_hold,validation_2014_2017,2014-01-02,2017-12-29,1007,0.09665426010446909,-0.1435128805620628,0.6734883985738863,0.12116541103544176,0.820909145220892,1.058234120994431,3.3308470511167676,286,0.0,1.0,-0.018635319586264226,1.4449076831447294
|
||||
SPY,buy_hold,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.10120510657061454,-0.3410474670449849,0.29674786166133693,0.20462190686748863,0.5739739560433235,0.6996154625421006,9.544030806026624,500,0.0,1.0,-0.03151500945315074,1.7811211871393196
|
||||
SPY,buy_hold,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.1508443682651721,-0.18998906889856926,0.7939634061036659,0.1605137936596865,0.9574246667413289,1.238850381233741,3.594812440567294,88,0.0,1.0,-0.023125545776803782,1.364519997475331
|
||||
SPY,buy_hold,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.07641975787554267,-0.5647367075664625,-0.13531926799100272,0.29881244788618727,-0.11654761208995211,-0.15062565396439415,27.363048719522638,562,0.0,1.0,-0.04588823981002598,0.7882860578623436
|
||||
SPY,buy_hold,covid_2020,2020-01-02,2020-12-31,253,0.16222085809454612,-0.34104746704498445,0.4756547805503832,0.33513205988181893,0.6139560075744162,0.692412628059644,10.437517211719747,125,0.0,1.0,-0.054910060147781034,1.1616230659292874
|
||||
SPY,buy_hold,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.19686781143876186,-0.2536057440706705,-0.7762750491325706,0.24268686214050286,-0.7751022551142511,-1.2463125100329848,15.632584101281726,250,0.0,1.0,-0.03353781671719894,0.8051835944079505
|
||||
SPY,trend_10m_shifted,research_2007_2013,2007-01-03,2013-12-31,1762,0.04191023869297816,-0.225727519930633,0.1856673865280465,0.12567343773194448,0.3897799508933091,0.37174416090005175,9.937456951020444,691,1.4301096319498825,0.5811577752553916,-0.020978204606619307,1.3325327592389218
|
||||
SPY,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-29,1007,0.053693092832521216,-0.20286782654434776,0.26467032129800866,0.11318166571982849,0.518010577653717,0.613788381074447,8.654913790218846,594,1.0027453671928621,0.8957298907646475,-0.01834437892317694,1.231991697431583
|
||||
SPY,trend_10m_shifted,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.10059630947579734,-0.3410474670449847,0.29496278141989113,0.17070005460139473,0.647535251916958,0.6523875357766006,8.290012817649522,282,2.5051440329218106,0.7660702451954937,-0.027003296417663553,1.7752333248465646
|
||||
SPY,trend_10m_shifted,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.09769715803355195,-0.1899890688985687,0.5142251530571502,0.15579888061763061,0.6772269402275903,0.832805101290063,4.8338547255126745,172,1.3561262376237624,0.9244604316546763,-0.02306899681718551,1.2290082664502187
|
||||
SPY,trend_10m_shifted,gfc_2007_2009,2007-01-03,2009-12-31,756,0.011901119061099807,-0.1528014670199116,0.07788615707170514,0.08018331974640192,0.1873789560929991,0.12058667378746822,8.490838370047788,691,1.3366880146386093,0.24603174603174602,-0.014728673282281434,1.0360376629480472
|
||||
SPY,trend_10m_shifted,covid_2020,2020-01-02,2020-12-31,253,-0.03050182631396703,-0.34104746704498445,-0.08943572159691135,0.2964968152381516,0.04578777841511295,0.04301985016505652,17.835438980133457,220,2.006868131868132,0.7509881422924901,-0.051635748060062485,0.9696009575136647
|
||||
SPY,trend_10m_shifted,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.05528235385466429,-0.12865546042578158,-0.429693024079265,0.13810636087195022,-0.33959443834906283,-0.30554890413898694,6.6053533804810245,250,3.0353185595567864,0.32669322709163345,-0.023867223746883565,0.9453429936529613
|
||||
SPY,trailing_12,research_2007_2013,2007-01-03,2013-12-31,1762,0.04631704661683145,-0.42185928034115716,0.10979264597278718,0.16204902441580127,0.36088724449009507,0.40774388463284583,16.631445714541957,1329,1.716131558339859,0.8609534619750284,-0.026386220899683777,1.3724453484666623
|
||||
SPY,trailing_12,validation_2014_2017,2014-01-02,2017-12-29,1007,0.06241817195273858,-0.20113825842693578,0.31032471117578164,0.10898703281023905,0.6092477849587624,0.7422002445454288,7.766411559230323,510,1.0027453671928621,0.9443892750744787,-0.017401332092615397,1.27319225797761
|
||||
SPY,trailing_12,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.0829693420012505,-0.3007906989706308,0.2758374586886798,0.15331362330043277,0.5968647168910857,0.7164856146225019,12.555829975289793,500,1.670096021947874,0.8999337309476475,-0.024794394002955553,1.6116491041642877
|
||||
SPY,trailing_12,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.12211088555846561,-0.1379073789339863,0.885455778380922,0.12971114048523935,0.955743772347016,1.1930626068909131,4.165640730224874,131,0.9040841584158416,0.9640287769784173,-0.01993431336451295,1.2902929183310436
|
||||
SPY,trailing_12,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.03276485100238147,-0.42185928034115716,-0.07766772601490375,0.17886540561398653,-0.0957943352461882,-0.10241461027277667,21.575288120272244,562,2.6733760292772186,0.7777777777777778,-0.0300257992781038,0.9051178735904506
|
||||
SPY,trailing_12,covid_2020,2020-01-02,2020-12-31,253,0.20471489602887716,-0.1635977889914404,1.2513304567923473,0.18337943951485386,1.100635917928161,1.1916386533207497,6.822791339038613,106,2.006868131868132,0.8616600790513834,-0.03168182978588065,1.2039472774371736
|
||||
SPY,trailing_12,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.27783582852690203,-0.30079069897062993,-0.9236849060749406,0.18378372574033133,-1.6646750897089015,-2.007145264975941,20.84206236296163,250,6.070637119113573,0.6215139442231076,-0.029567167231014126,0.7249045594534897
|
||||
SPY,kartsell_v11_original,research_2007_2013,2007-01-03,2013-12-31,1762,0.026915833916489884,-0.3034207595525803,0.08870795115067133,0.12602646323302963,0.27387732248029806,0.3544973035699253,15.04823160010266,1467,14.057977682067346,0.7213961407491486,-0.01972707296809661,1.2040848854732298
|
||||
SPY,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-29,1007,0.06453890423373232,-0.12038496745950222,0.5361043458805881,0.09897281800406925,0.680440109172644,0.8728345069309572,4.308838100603989,422,4.5374227865477,0.9160377358490567,-0.015483916235812379,1.283360574922966
|
||||
SPY,kartsell_v11_original,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.07100154580861484,-0.19598029930043592,0.36228919979232277,0.1304738906237296,0.5912358691597839,0.7449277486880207,8.843600909839008,500,10.337894375857339,0.8030152418820411,-0.020592373148011017,1.5079035448980196
|
||||
SPY,kartsell_v11_original,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.1296742630393024,-0.128516141655727,1.0090114857842356,0.12192174329540281,1.063872289481044,1.4425473376603843,3.6344005851453107,155,3.6615408415841575,0.935161870503597,-0.018066544992648547,1.3096108612277078
|
||||
SPY,kartsell_v11_original,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.026077692497883387,-0.3034207595525803,-0.08594564372041373,0.13526807664865628,-0.12722078470326986,-0.1666674162704358,16.243869186650517,619,7.251532479414457,0.6093253968253968,-0.021114696470836258,0.9239731297752052
|
||||
SPY,kartsell_v11_original,covid_2020,2020-01-02,2020-12-31,253,0.13203707741020576,-0.19598029930043648,0.6737262769855954,0.1862921231117732,0.7544995219038219,0.8919422396264699,8.110424024340286,131,8.729876373626373,0.8104743083003952,-0.030921463838806087,1.1315567077500994
|
||||
SPY,kartsell_v11_original,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.15650296142350728,-0.1735553508520834,-0.9017466799792914,0.10970109387370024,-1.4842725464359323,-2.094226132154501,13.234104234943334,250,4.401211911357341,0.46872509960159353,-0.01654883586149378,0.8451691649523765
|
||||
SPY,kartsell_v12_candidate,research_2007_2013,2007-01-03,2013-12-31,1762,0.04820864315362794,-0.3519488341836118,0.1369762831164188,0.14718904499812155,0.3937149098818588,0.4925491213153055,13.277649729179556,888,1.144087705559906,0.7679057888762769,-0.022894397998042527,1.3898892697508867
|
||||
SPY,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-29,1007,0.06950685376279697,-0.14351288056206157,0.4843248458993826,0.11317324184779218,0.6494292411748015,0.8202216489265509,3.4362918944079794,308,1.228363074811256,0.9240317775571003,-0.01790378490356832,1.3074186838754964
|
||||
SPY,kartsell_v12_candidate,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.04040685784746678,-0.29046706039354153,0.1391099486210975,0.15574289944648445,0.33277786080544136,0.3818478785292343,11.744028785966579,500,1.3945301783264745,0.8088800530152418,-0.025546098627034223,1.267673138731011
|
||||
SPY,kartsell_v12_candidate,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.08989157109535162,-0.1261397813509163,0.7126345878567565,0.11478643638574984,0.8094287276509713,1.006817436615686,3.564744672082506,186,1.6047493811881186,0.8240107913669065,-0.018346867415798534,1.2097585593131368
|
||||
SPY,kartsell_v12_candidate,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.0184791509510841,-0.3519488341836118,-0.05250521995320355,0.14875385906612743,-0.05066383937785596,-0.06772232236473069,18.34519286888422,619,0.9690988106129917,0.6732142857142857,-0.02242811962220217,0.945713473789615
|
||||
SPY,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-31,253,-0.011281647680484341,-0.2904670603935412,-0.03883968001466096,0.2371249273895566,0.07250323250797033,0.07336546985584491,15.889801529589366,220,2.107211538461538,0.7689723320158102,-0.04343857452430174,0.9887567437877226
|
||||
SPY,kartsell_v12_candidate,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.2095511866140386,-0.24293201669489606,-0.8625918866726356,0.18218475257617955,-1.1892068463465992,-1.667283829024835,16.640006828354526,250,0.8600069252077563,0.7027888446215138,-0.027750709983044703,0.792614620732585
|
||||
AAPL,buy_hold,research_2007_2013,2007-01-03,2013-12-31,1762,0.3124660653040927,-0.6086621454993839,0.5133653663441257,0.36064632319483897,0.9353119842856925,1.2903931959574628,22.57385571041712,456,0.0,1.0,-0.052055038083286084,6.69464399077817
|
||||
AAPL,buy_hold,validation_2014_2017,2014-01-02,2017-12-29,1007,0.20606913229058854,-0.32075187969924834,0.6424565071413093,0.22595983420968593,0.9409542353912815,1.3082068644531841,12.535881646629498,497,0.0,1.0,-0.032264278331235734,2.1115320117386345
|
||||
AAPL,buy_hold,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.2879703162546712,-0.387296936269229,0.7435388439388246,0.3168196499493554,0.9575399668146196,1.327783063161173,12.800749264108957,360,0.0,1.0,-0.04538565029400398,4.5507297760444425
|
||||
AAPL,buy_hold,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.12123226973265422,-0.33433711682495537,0.36260487882392745,0.27805240875276666,0.5517421837486468,0.7800552747863776,10.927198265945075,202,0.0,1.0,-0.03926250309921897,1.2880590037916138
|
||||
AAPL,buy_hold,gfc_2007_2009,2007-01-03,2009-12-31,756,0.3609070427929819,-0.6086621454993839,0.592951353163045,0.4479470642122103,0.9114474627386632,1.2709665155025147,27.537534777547805,456,0.0,1.0,-0.06402719400426528,2.5146513415082286
|
||||
AAPL,buy_hold,covid_2020,2020-01-02,2020-12-31,253,0.811135608728264,-0.31427261613691937,2.5809935930748606,0.46658574712358997,1.4976856829726417,2.0340460181610953,11.06097185803285,80,0.0,1.0,-0.06759061579783453,1.8074578579942095
|
||||
AAPL,buy_hold,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.2709744710730111,-0.30751057634195933,-0.881187484009268,0.3569610455308377,-0.7007653883176521,-1.1670849320943375,16.558070332300698,250,0.0,1.0,-0.04547558394568823,0.7317114377428617
|
||||
AAPL,trend_10m_shifted,research_2007_2013,2007-01-03,2013-12-31,1762,0.14724962355050852,-0.5849358465854058,0.2517363646117537,0.2594098539193062,0.6590827563082204,0.7655025485912383,26.198535317143016,926,1.4301096319498825,0.6549375709421112,-0.039489477548377755,2.613101607872476
|
||||
AAPL,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-29,1007,0.2174389438031885,-0.22466165413533823,0.967850720409106,0.1910530010885167,1.1237918757527716,1.3725420310145278,10.026874312640166,489,0.5013726835964311,0.7696127110228401,-0.028243393367713084,2.1920628065062093
|
||||
AAPL,trend_10m_shifted,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.20193655113699527,-0.3673029689317875,0.5497819735143422,0.2826414333980062,0.7922714473804712,0.9546311650597076,17.577639719917254,500,1.8371056241426613,0.7640821736249171,-0.0424938301160963,3.00818878158902
|
||||
AAPL,trend_10m_shifted,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,-0.06029032037832582,-0.3343371168249555,-0.18032793053572702,0.23497083040312733,-0.14984934582746529,-0.16348018060853164,13.656830130493674,307,2.260210396039604,0.6949458483754513,-0.037956182375719884,0.8714793711349959
|
||||
AAPL,trend_10m_shifted,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.04162759601250443,-0.5849358465854058,-0.07116608813685765,0.27937920247122494,-0.012309007861703825,-0.011535267894196278,36.3202421189746,747,2.6733760292772186,0.4444444444444444,-0.046871334127817965,0.8805254834776028
|
||||
AAPL,trend_10m_shifted,covid_2020,2020-01-02,2020-12-31,253,0.811135608728264,-0.31427261613691937,2.5809935930748606,0.46658574712358997,1.4976856829726417,2.0340460181610953,11.06097185803285,80,0.0,1.0,-0.06759061579783453,1.8074578579942095
|
||||
AAPL,trend_10m_shifted,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.2674211317727154,-0.2826992775989118,-0.945956190776431,0.2502530967515649,-1.1081484430334065,-1.243084482955867,19.387995833398776,250,3.0353185595567864,0.4940239043824701,-0.04011742599664905,0.7352362701144453
|
||||
AAPL,trailing_12,research_2007_2013,2007-01-03,2013-12-31,1762,0.21300530237767057,-0.4033459757953404,0.5280957668107502,0.24833880504697803,0.9020836514047801,1.102126344645337,16.507724149369494,337,4.862372748629601,0.7116912599318955,-0.037903522064723305,3.8584020996952724
|
||||
AAPL,trailing_12,validation_2014_2017,2014-01-02,2017-12-29,1007,0.20800333409662386,-0.22168753997820523,0.9382725529683504,0.19305112354355597,1.073791505898802,1.3991909707257848,10.023690993135371,489,2.0054907343857242,0.8222442899702085,-0.027983858944492585,2.1250725945353577
|
||||
AAPL,trailing_12,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.19977109602939525,-0.3802517657266338,0.5253653343269743,0.22657872252264724,0.9174481556301176,1.1013592821884932,15.333306292261677,500,4.342249657064472,0.7422133863485753,-0.03486310936363703,2.975882996851723
|
||||
AAPL,trailing_12,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.039430421856017306,-0.29642945669834664,0.13301789334702524,0.20078726121896456,0.2937316974406559,0.38960878841111496,13.78182329813885,229,3.616336633663366,0.7779783393501805,-0.02957597415649471,1.0893176932425948
|
||||
AAPL,trailing_12,gfc_2007_2009,2007-01-03,2009-12-31,756,0.3632634045313474,-0.4033459757953404,0.900624839048026,0.28431421221346925,1.2301507056303262,1.450003967868095,18.505224513827525,337,5.346752058554437,0.6851851851851852,-0.04445616272671282,2.52770313319995
|
||||
AAPL,trailing_12,covid_2020,2020-01-02,2020-12-31,253,0.5395018190674776,-0.21959021696311498,2.456857261351032,0.3078160563350916,1.5458928802060958,1.766097903202947,12.466156510541172,84,6.020604395604395,0.7114624505928854,-0.04828988309349759,1.5372302873825354
|
||||
AAPL,trailing_12,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.3545821899624756,-0.36711040506317816,-0.9658734404475773,0.19379752712784667,-2.142769936049129,-2.0814348191391514,17.424307766145517,250,9.10595567867036,0.4262948207171315,-0.03538032406383213,0.6487145079374383
|
||||
AAPL,kartsell_v11_original,research_2007_2013,2007-01-03,2013-12-31,1762,0.20792900612637855,-0.4664865948339241,0.4457341506252806,0.24669109827190286,0.8895383315371342,1.2360609166379826,19.26050527404256,456,8.823776429130774,0.7595913734392736,-0.036422810340617166,3.7469006164004934
|
||||
AAPL,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-29,1007,0.19569405898986947,-0.19622528351406754,0.9972927824861062,0.17553676802742899,1.1043085947924183,1.5432483353178397,8.865992243405731,489,10.428551818805763,0.7914101290963258,-0.02489041313518768,2.040000326057882
|
||||
AAPL,kartsell_v11_original,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.1864847959571676,-0.30207887958807567,0.6173380814026594,0.2580821507082153,0.7920702123505533,1.043380105959462,14.729781827372095,500,10.621810699588478,0.8297879390324717,-0.03795680607241255,2.783928838695913
|
||||
AAPL,kartsell_v11_original,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.08877910216670792,-0.22994866867132657,0.3860822620965156,0.19850984802855146,0.5301258251908837,0.7362331238433554,9.979747746560209,218,7.7751237623762375,0.7842057761732852,-0.029227969552799177,1.2070286030010642
|
||||
AAPL,kartsell_v11_original,gfc_2007_2009,2007-01-03,2009-12-31,756,0.1680043274756109,-0.4664865948339241,0.3601482429209415,0.2692705363111463,0.7103445862111969,0.9557942969980374,24.74080443779495,456,9.590736505032021,0.6552248677248677,-0.04106057114886261,1.5915693250257923
|
||||
AAPL,kartsell_v11_original,covid_2020,2020-01-02,2020-12-31,253,0.6673382139284112,-0.3020788795880759,2.2091521752146797,0.43047901932393096,1.3953580423781666,1.8384707520211738,12.171341956327968,81,8.930563186813185,0.9397233201581028,-0.06316130716530155,1.6644236159280286
|
||||
AAPL,kartsell_v11_original,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.25157152105578307,-0.27518076712539485,-0.9142045924348576,0.1994814050033418,-1.3410907856491823,-1.9480800939704808,19.990883488010358,250,8.245948753462603,0.5904382470119521,-0.02840372624098695,0.7509563170592082
|
||||
AAPL,kartsell_v12_candidate,research_2007_2013,2007-01-03,2013-12-31,1762,0.26850886227944426,-0.3522678140654937,0.7622293367668358,0.2296804958471382,1.1506718853203353,1.6007089754746793,16.11720024352833,434,1.473012920908379,0.6560442678774122,-0.033257099806350124,5.275660426204975
|
||||
AAPL,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-29,1007,0.17405170941288817,-0.24647390688485882,0.7061668783227307,0.1683139345445895,1.0359581115903982,1.4025850307980026,10.680130558713232,497,1.1782258064516127,0.7436941410129096,-0.024383138238816285,1.8966435914337307
|
||||
AAPL,kartsell_v12_candidate,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.15150182828108982,-0.28677233621350307,0.5283000106687283,0.20790085087510646,0.7826485987785684,1.027829892534603,13.263359846895861,500,1.8788580246913582,0.6647117296222664,-0.031835715355744774,2.327196154923431
|
||||
AAPL,kartsell_v12_candidate,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.10862128367138602,-0.19986512503563503,0.5434729228124183,0.16904385951336848,0.6980217093009706,0.9857398379361604,9.159244918890511,207,1.808168316831683,0.6568592057761733,-0.024220359001295776,1.2562286097364288
|
||||
AAPL,kartsell_v12_candidate,gfc_2007_2009,2007-01-03,2009-12-31,756,0.3484107482757919,-0.3522678140654937,0.9890507573053929,0.26096649922559223,1.2734285011935402,1.7862903590714483,18.920576209266706,434,1.5371912168344006,0.6197751322751323,-0.03737248780965649,2.446184296970794
|
||||
AAPL,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-31,253,0.42940035983099034,-0.1705598341482384,2.5175936759986897,0.2687747887646141,1.454123112709601,1.9224939746500227,10.07450327896859,100,2.859787087912088,0.5942687747035574,-0.03938973664728583,1.4276537875671957
|
||||
AAPL,kartsell_v12_candidate,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.2673364241413466,-0.28548633670238377,-0.9364245842001251,0.22797319496321566,-1.2393237631722651,-1.639501338834888,19.240360870193037,250,1.7200138504155125,0.5770916334661356,-0.03577002223322115,0.73532029574096
|
||||
AMZN,buy_hold,research_2007_2013,2007-01-03,2013-12-31,1762,0.39596608486672413,-0.6525490974013093,0.6067989158878724,0.44886163525066586,0.962128657312887,1.5843747911839872,18.05591165929357,504,0.0,1.0,-0.056163989486975145,10.304651162790709
|
||||
AMZN,buy_hold,validation_2014_2017,2014-01-02,2017-12-29,1007,0.3095795847158027,-0.305344611438535,1.0138694875187613,0.29586638148990624,1.0570389400378861,1.4686754070296346,12.137602760593817,316,0.0,1.0,-0.04101920672407594,2.9325459515032923
|
||||
AMZN,buy_hold,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.17290019514137334,-0.561452641226776,0.3079515215452292,0.35360614075602426,0.6277995725212276,0.8928116922196608,22.1876932344339,624,0.0,1.0,-0.050785734048022786,2.5984420292953314
|
||||
AMZN,buy_hold,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.14592562965383582,-0.30876642154837686,0.47260848158961,0.31416340502991225,0.5927747372951088,0.8822667097623587,10.330524508628045,186,0.0,1.0,-0.04329151477521325,1.3516519678820582
|
||||
AMZN,buy_hold,gfc_2007_2009,2007-01-03,2009-12-31,756,0.5163952505032676,-0.6525490974013093,0.7913508003608366,0.5722724584638134,1.0018814019533326,1.7771125785830375,24.05341545047152,504,0.0,1.0,-0.06822614568663442,3.4759689922480614
|
||||
AMZN,buy_hold,covid_2020,2020-01-02,2020-12-31,253,0.7659944543917647,-0.22744698694141618,3.3677933688744046,0.38513565307256914,1.6586844258704967,2.566708764749631,7.8447976019871755,83,0.0,1.0,-0.050993722585964935,1.7625606113083423
|
||||
AMZN,buy_hold,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.5002018849935816,-0.519848360812069,-0.9622072948584525,0.5007732822302371,-1.1230588428938835,-1.757233447190159,29.529915798346853,250,0.0,1.0,-0.0684750183069285,0.503847837952937
|
||||
AMZN,trend_10m_shifted,research_2007_2013,2007-01-03,2013-12-31,1762,0.06840490090909501,-0.5521347709974114,0.12389167374031533,0.3035357344045084,0.367655445099484,0.4469990074554358,25.36093899811654,881,1.4301096319498825,0.6549375709421112,-0.043391509098133156,1.5883080815928035
|
||||
AMZN,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-29,1007,0.23856428187128742,-0.3101391357861426,0.7692169556949761,0.26292097865155517,0.9424171655861366,1.1941498580875443,13.925770008862068,316,1.504118050789293,0.7904667328699106,-0.03673171580571091,2.3477757774171777
|
||||
AMZN,trend_10m_shifted,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.16887188105340933,-0.308505057701678,0.5473877229484747,0.25198594012837255,0.7452335182429113,0.8560333381622336,17.518525236713884,624,1.670096021947874,0.6434724983432737,-0.038788801563682716,2.545461638440832
|
||||
AMZN,trend_10m_shifted,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.05874487082571278,-0.3106344605036764,0.1891125367432231,0.30317311822741205,0.3405953843344253,0.4770339269279026,16.024692995555398,282,0.9040841584158416,0.9259927797833934,-0.04329151477521325,1.1346004358642363
|
||||
AMZN,trend_10m_shifted,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.01966705602796437,-0.5521347709974114,-0.03562002804575511,0.31520356047016773,0.08966744787150337,0.08859286743848022,32.03868993754736,504,2.005032021957914,0.38756613756613756,-0.04556700501711147,0.9422925138983265
|
||||
AMZN,trend_10m_shifted,covid_2020,2020-01-02,2020-12-31,253,0.7659944543917647,-0.22744698694141618,3.3677933688744046,0.38513565307256914,1.6586844258704967,2.566708764749631,7.8447976019871755,83,0.0,1.0,-0.050993722585964935,1.7625606113083423
|
||||
AMZN,trend_10m_shifted,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.10458618069044412,-0.18504206168264326,-0.5652022018097423,0.10607712257866518,-0.9797008077439068,-0.4198201111621918,12.160311488548286,250,1.0117728531855956,0.0796812749003984,-0.01872666307994035,0.8965655296100579
|
||||
AMZN,trailing_12,research_2007_2013,2007-01-03,2013-12-31,1762,0.30389466650032393,-0.28912310669089303,1.0510909002690796,0.3458151179755327,0.9333589967077894,1.5178647044659748,12.149324303487168,504,4.2903288958496475,0.7377979568671964,-0.04037499557523625,6.394843064568851
|
||||
AMZN,trailing_12,validation_2014_2017,2014-01-02,2017-12-29,1007,0.18103686521654994,-0.42792286419172565,0.42305957537113176,0.24625404132241888,0.7958269222992552,1.0383861366370173,18.090011794992275,380,4.0109814687714485,0.7646474677259185,-0.03322187159695321,1.9420590453809288
|
||||
AMZN,trailing_12,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.13176408118520033,-0.4037957087308284,0.3263137233413115,0.24458129778106003,0.6281969068356135,0.7596064840312153,23.786877698255008,721,5.010288065843621,0.6785950960901259,-0.03681100250337005,2.0983269048523954
|
||||
AMZN,trailing_12,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.1377707919408424,-0.20789977471026333,0.6626788900221021,0.2572931552039872,0.6331785280770517,0.8104253398050281,9.536678226362783,106,3.1642945544554455,0.7617328519855595,-0.03703888701935924,1.3304650094228463
|
||||
AMZN,trailing_12,gfc_2007_2009,2007-01-03,2009-12-31,756,0.4076875920781531,-0.28912310669089303,1.41008304989618,0.42892658196514405,0.9976030974143361,1.7557307368270736,14.356749733717006,504,5.346752058554437,0.6904761904761905,-0.04573097709953113,2.782279338405589
|
||||
AMZN,trailing_12,covid_2020,2020-01-02,2020-12-31,253,0.4238728511875658,-0.26354128280273825,1.6083736357344682,0.2994343179082477,1.320691391689597,1.8096656135345541,12.311085254265254,83,6.020604395604395,0.7628458498023716,-0.04100832351473741,1.4221518902396961
|
||||
AMZN,trailing_12,inflation_bear_2022,2022-01-03,2022-12-30,251,0.02583152485293816,-0.1788461687891082,0.14443432044327534,0.21521953880527592,0.22317886215512686,0.2393158081725933,10.266991994642929,95,5.058864265927978,0.2749003984063745,-0.03146165185530635,1.0255271487433397
|
||||
AMZN,kartsell_v11_original,research_2007_2013,2007-01-03,2013-12-31,1762,0.29530947245825856,-0.4516668297936334,0.6538214741011322,0.3329883136106711,0.9388102711745385,1.5915775147354487,17.370639764737792,504,9.410121378230226,0.7961691259931895,-0.03946935715571028,6.106167592128296
|
||||
AMZN,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-29,1007,0.19622270170336953,-0.28677039786699665,0.6842501986358337,0.23759140203151247,0.8709784002895347,1.1760415237001802,13.780075271533416,373,8.473198352779683,0.832969215491559,-0.03407186086238829,2.043600543219733
|
||||
AMZN,kartsell_v11_original,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.12708438839952807,-0.4208827787845494,0.30194722807744717,0.24579568166720403,0.6096767176668303,0.840287478354942,22.61103600604484,836,11.490260631001375,0.7289927104042413,-0.03604924234659409,2.0469087632539256
|
||||
AMZN,kartsell_v11_original,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.036686541095713565,-0.25722766760658644,0.14262284239121323,0.26280014467654744,0.26953249571627763,0.36903921944683765,13.353360762164021,282,12.770188737623762,0.8628158844765343,-0.0389714978952781,1.0829665745933335
|
||||
AMZN,kartsell_v11_original,gfc_2007_2009,2007-01-03,2009-12-31,756,0.45111049325185526,-0.4516668297936334,0.9987682590239529,0.39146579145156735,1.1346414071747923,2.2463222080956147,20.499475741380305,504,9.958325709057641,0.6994708994708995,-0.04022357001831834,3.0470809380696555
|
||||
AMZN,kartsell_v11_original,covid_2020,2020-01-02,2020-12-31,253,0.6112769599159018,-0.20834829594842286,2.93391869193509,0.3586132778958783,1.4997625480471006,2.306438605157833,8.904886444284614,83,11.539491758241757,0.9407114624505929,-0.04787615917979463,1.608648638336264
|
||||
AMZN,kartsell_v11_original,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.2123412513893751,-0.23014906177791938,-0.9226248838427689,0.17796382836548855,-1.241705858798022,-1.9601420406578958,12.94683904808936,250,1.618836565096953,0.3615537848605578,-0.02396625640742497,0.7898494081788662
|
||||
AMZN,kartsell_v12_candidate,research_2007_2013,2007-01-03,2013-12-31,1762,0.25398074612489063,-0.36339735877711066,0.6989064174257508,0.28650100659978395,0.9295294416136614,1.5047040292854053,13.640203348053904,439,2.030755677368833,0.6422247446083995,-0.03514351355253832,4.867388787610081
|
||||
AMZN,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-29,1007,0.26819094682595623,-0.24091926138508557,1.1131984436781066,0.23839826128430933,1.1128496649881205,1.592878540704383,9.35107227062787,316,1.1531571722717913,0.8272095332671301,-0.0315437566609155,2.5799338912373826
|
||||
AMZN,kartsell_v12_candidate,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.15966193817025864,-0.34270372908353386,0.46588911826909574,0.2156211581995077,0.7949173185036618,1.0698573170786831,15.582157452780411,624,1.6116426611796981,0.6313121272365806,-0.03183580309644178,2.4277045663982006
|
||||
AMZN,kartsell_v12_candidate,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.10640332377023243,-0.19504691249999995,0.5455268294504916,0.24466107155432312,0.5380912839825505,0.7399861853426211,9.876410472748349,187,1.762964108910891,0.7702166064981949,-0.03481506758478882,1.250675536074608
|
||||
AMZN,kartsell_v12_candidate,gfc_2007_2009,2007-01-03,2009-12-31,756,0.4425345839097068,-0.36339735877711066,1.2177705016869285,0.3457710968581076,1.222433386182036,2.386437590831907,16.100741845949226,439,1.8713632204940531,0.6416666666666667,-0.03610856863443554,2.993509398673774
|
||||
AMZN,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-31,253,0.4895007615751792,-0.19592273094779233,2.498437823968556,0.2976592173776349,1.4779739098448825,2.0605990010866977,8.212814858527604,83,2.207554945054945,0.7229249011857707,-0.041941682678368106,1.4874710773418176
|
||||
AMZN,kartsell_v12_candidate,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.2361837135133915,-0.2529097943784614,-0.9338654285565529,0.15971848077234826,-1.5932620989854547,-2.2013379707195764,16.572753202462533,250,1.0117728531855956,0.32390438247011955,-0.02446404549530173,0.7662146292861993
|
||||
NVDA,buy_hold,research_2007_2013,2007-01-03,2013-12-31,1762,-0.056460288477524934,-0.8507840161861403,-0.06636265774082452,0.5256871452243027,0.15558949236942324,0.21433253546251718,59.899921133253855,1562,0.0,1.0,-0.0760917243832831,0.6660568767670074
|
||||
NVDA,buy_hold,validation_2014_2017,2014-01-02,2017-12-29,1007,0.8674425450011563,-0.25278502014695403,3.4315425197936067,0.37668814458897365,1.8380480546277866,3.1091601726948563,6.912702567533581,97,0.0,1.0,-0.04511884207507018,12.078651685393273
|
||||
NVDA,buy_hold,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.4747190553399403,-0.6636205656759349,0.7153471123312947,0.5136644397467044,1.013241244464127,1.4880512821243326,28.230730054380246,373,0.0,1.0,-0.07048986378439079,10.237105943152443
|
||||
NVDA,buy_hold,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.7588556120862455,-0.3688683664592114,2.0572531588179928,0.4991214808703603,1.387979108173954,2.0252990245456273,11.524350331477603,115,0.0,1.0,-0.06861109545015502,3.4873389604620266
|
||||
NVDA,buy_hold,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.0809979197825853,-0.8507840161861403,-0.09520385696205184,0.6498238214101052,0.20227801307897214,0.27309306468737155,54.56880996127262,556,0.0,1.0,-0.0953260603499055,0.7766505903874952
|
||||
NVDA,buy_hold,covid_2020,2020-01-02,2020-12-31,253,1.2253783839407868,-0.3759135684779151,3.259734382300642,0.5782368884053415,1.665340669546761,2.239461487100684,10.032616559403507,56,0.0,1.0,-0.08115238375118367,2.2192945176370595
|
||||
NVDA,buy_hold,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.5071855683035409,-0.6272700109558111,-0.8085602044496119,0.6321238036005866,-0.795234930440806,-1.423396065409133,41.320337002692895,250,0.0,1.0,-0.07807330356535645,0.49688891911189753
|
||||
NVDA,trend_10m_shifted,research_2007_2013,2007-01-03,2013-12-31,1762,-0.10546719552361539,-0.6000947715047931,-0.17575089891076145,0.2923673724018252,-0.2347872087397819,-0.21476051549196867,42.33772288291729,1003,1.4301096319498825,0.4018161180476731,-0.046867156844965556,0.4587101374290958
|
||||
NVDA,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-29,1007,0.7704460613472832,-0.25278502014695403,3.047831160641529,0.36434614222619377,1.7417127743614604,2.842669095938114,7.542158779890989,160,0.5013726835964311,0.958291956305859,-0.044572000119981595,9.763689200361336
|
||||
NVDA,trend_10m_shifted,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.4203101958158755,-0.5159995206136142,0.8145553998113267,0.4385694381568288,1.0193562844641102,1.2763723356803853,26.92220629247804,386,0.6680384087791496,0.7514910536779325,-0.06253388213844788,8.173758780869418
|
||||
NVDA,trend_10m_shifted,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.5832661822261109,-0.27354926353348163,2.1322162402923848,0.4772806122251457,1.206765503048072,1.6783788105905653,10.925757662735421,184,1.808168316831683,0.8880866425992779,-0.06590029693605355,2.76343918064146
|
||||
NVDA,trend_10m_shifted,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.002559205078127458,-0.46386997595889634,-0.005517074203470823,0.30347711474530725,0.14505029470824243,0.11282256377569115,31.96140513560226,755,1.3366880146386093,0.32936507936507936,-0.05096672492365931,0.9923611622163907
|
||||
NVDA,trend_10m_shifted,covid_2020,2020-01-02,2020-12-31,253,1.2253783839407868,-0.3759135684779151,3.259734382300642,0.5782368884053415,1.665340669546761,2.239461487100684,10.032616559403507,56,0.0,1.0,-0.08115238375118367,2.2192945176370595
|
||||
NVDA,trend_10m_shifted,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.368972833937261,-0.46369642442149994,-0.7957206795320568,0.4387548213148004,-0.8222986568482055,-1.1245574154131206,33.78413359945607,250,1.0117728531855956,0.4103585657370518,-0.06564238639750411,0.6344167930366188
|
||||
NVDA,trailing_12,research_2007_2013,2007-01-03,2013-12-31,1762,0.11483432898323276,-0.359560591763881,0.31937406827565534,0.31502943229332325,0.5019862748334427,0.5440326319850712,22.93205284156935,730,5.72043852779953,0.5278093076049943,-0.04719009736007247,2.138537564217249
|
||||
NVDA,trailing_12,validation_2014_2017,2014-01-02,2017-12-29,1007,0.4486639465168145,-0.32019237777060927,1.4012324392001743,0.3363377471117009,1.262024330005541,1.894042748117435,13.07772238465925,281,4.261667810569664,0.8162859980139027,-0.04254209091096341,4.386395481711372
|
||||
NVDA,trailing_12,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.31770352458958384,-0.3461279426499856,0.9178788691754213,0.3576737255259764,0.947913401456355,1.1931730004550813,16.835665002891606,489,6.513374485596708,0.6209410205434063,-0.05000777168110876,5.2171107005862325
|
||||
NVDA,trailing_12,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.3292994363054882,-0.4276189490405137,0.7700768103105963,0.3655847833355458,0.9675003072049654,1.0498184380431617,23.7611276961118,338,6.328589108910891,0.6534296028880866,-0.05419677341635203,1.8770522245751127
|
||||
NVDA,trailing_12,gfc_2007_2009,2007-01-03,2009-12-31,756,0.1246247190474814,-0.33718231953150735,0.3696063281747372,0.3686027136929533,0.5026280533073405,0.5058194157794548,22.64980533923018,556,7.351784080512352,0.458994708994709,-0.058632144111265626,1.4211464482082339
|
||||
NVDA,trailing_12,covid_2020,2020-01-02,2020-12-31,253,1.0363846412883837,-0.22412165861251288,4.624205655555155,0.3832797417905475,2.0351826237274424,2.6273988324499027,10.86820865046326,83,6.020604395604395,0.7509881422924901,-0.05444007841392226,2.031434378053273
|
||||
NVDA,trailing_12,inflation_bear_2022,2022-01-03,2022-12-30,251,0.04157864343567974,-0.22346804682904753,0.18606079941033937,0.3567624712178883,0.28813829859243606,0.3121035416578725,12.614884797791841,170,6.070637119113573,0.3187250996015936,-0.05339890252472564,1.041085035540864
|
||||
NVDA,kartsell_v11_original,research_2007_2013,2007-01-03,2013-12-31,1762,0.05870638897536762,-0.5398427431819761,0.10874720410121032,0.3186134978742391,0.33789738357439963,0.47822371873759284,32.204249781749496,811,11.648242952231792,0.6251702610669694,-0.0454665685375736,1.4901919062183269
|
||||
NVDA,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-29,1007,0.6889666366639733,-0.22546232975892055,3.05579489664931,0.34405842558497834,1.687573554296505,2.722958502981554,7.669608493412612,143,17.911539121482498,0.8953326713008937,-0.04246375453130938,8.090800876226277
|
||||
NVDA,kartsell_v11_original,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.5038173835623585,-0.4774293320103885,1.055271115079699,0.4082739868292765,1.2021272153436722,1.8091061004496032,20.84054201755063,368,8.45068587105624,0.7933730947647449,-0.05326048027527193,11.507672745065475
|
||||
NVDA,kartsell_v11_original,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.563599740722792,-0.3319299163628049,1.6979480093224502,0.43938624465874426,1.2448506981492375,1.7305662735408973,13.623205343612472,139,6.780631188118811,0.9145306859205776,-0.061362506107538274,2.68807520013374
|
||||
NVDA,kartsell_v11_original,gfc_2007_2009,2007-01-03,2009-12-31,756,0.1335444216873929,-0.5398427431819761,0.24737652468985077,0.3913611446364062,0.5157044637531232,0.7390846668970826,33.23989858934634,556,8.655054894784996,0.6891534391534392,-0.05605819695741656,1.455143284945805
|
||||
NVDA,kartsell_v11_original,covid_2020,2020-01-02,2020-12-31,253,1.1507982794423155,-0.38412610501121225,2.995886674790626,0.5667009659318225,1.627769979787553,2.170412828246076,10.403123211090666,83,7.726442307692307,0.9741106719367588,-0.0798482420352208,2.1451685440961206
|
||||
NVDA,kartsell_v11_original,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.3752487042088134,-0.41853400820230524,-0.8965787650580376,0.3252408871598056,-1.2723400589015457,-1.9597282978787842,31.34303432452583,250,8.751835180055402,0.4693227091633466,-0.04373669474590991,0.6281802666785438
|
||||
NVDA,kartsell_v12_candidate,research_2007_2013,2007-01-03,2013-12-31,1762,0.03599501722881904,-0.48664809111465057,0.07396518734178881,0.2823095684109093,0.26582658631284795,0.3621586545044797,30.68525823514448,822,1.4587118245888802,0.5604710556186152,-0.04145218380538014,1.2805249271788985
|
||||
NVDA,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-29,1007,0.6012814814127245,-0.1714559200598924,3.5069158370424707,0.3053934495967515,1.6856170818069436,2.7471048449981867,7.2031801112015446,165,1.9052161976664377,0.7046673286991062,-0.03677904883056521,6.540809739984589
|
||||
NVDA,kartsell_v12_candidate,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.40928532835022247,-0.2957500993911705,1.383889064425591,0.30647299456682736,1.2706901618236932,1.9610680103183424,15.569129745080437,340,1.7201989026063103,0.6227965540092777,-0.04050538299058152,7.801136339369044
|
||||
NVDA,kartsell_v12_candidate,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.4673642938779834,-0.2728779640672855,1.7127227384426762,0.42097216518160424,1.128227843922329,1.4598759024545145,12.570595866581082,189,1.808168316831683,0.7665162454873646,-0.06200422356879919,2.3356754058017284
|
||||
NVDA,kartsell_v12_candidate,gfc_2007_2009,2007-01-03,2009-12-31,756,0.08343665614056617,-0.48664809111465057,0.17145172798162508,0.3225569761767905,0.4099444525700626,0.5316457656959963,26.458804400544928,556,1.4703568161024705,0.5449074074074075,-0.05016516901792557,1.2710087382714088
|
||||
NVDA,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-31,253,0.7670153776803095,-0.2055711339930274,3.7311433895496497,0.338548695374321,1.8403139807732853,2.486656912181708,11.355499204326078,83,2.809615384615385,0.6822134387351779,-0.04907993166417733,1.7635760613583316
|
||||
NVDA,kartsell_v12_candidate,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.1582803160444658,-0.18678485215886753,-0.8473937485564539,0.14191241382526565,-1.1336525286170032,-1.7636517558419407,11.988747782276615,250,0.8094182825484765,0.2199203187250996,-0.01980289933790016,0.8434089874145081
|
||||
TSLA,buy_hold,research_2007_2013,2010-06-29,2013-12-31,884,0.6898603845465467,-0.38455032421764945,1.7939404574681794,0.6026867374533766,1.1690720642521057,1.7566934558915879,19.100300716899294,324,0.0,1.0,-0.0796375223447832,6.296735035579712
|
||||
TSLA,buy_hold,validation_2014_2017,2014-01-02,2017-12-29,1007,0.20004118915559754,-0.49772759054677573,0.4019089818505811,0.4057482818198681,0.6508288604794271,0.9652464154857552,19.762833963290873,648,0.0,1.0,-0.05621207207068036,2.069747189704115
|
||||
TSLA,buy_hold,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.5137658435020171,-0.7363221699148724,0.6977459928463305,0.6375612856000303,0.9686349794688074,1.4250596667983018,30.879664132620437,540,0.0,1.0,-0.08843067128928894,11.97109362453827
|
||||
TSLA,buy_hold,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.1942006976092554,-0.5376568165715001,0.36119824323557087,0.6127850414316803,0.5921316534826774,0.9762998846642357,24.649268867256893,248,0.0,1.0,-0.07799869324908881,1.4808435286542214
|
||||
TSLA,buy_hold,covid_2020,2020-01-02,2020-12-31,253,7.496357431699227,-0.6062653964378368,12.36481164147699,0.8930266950029666,2.835046631155805,3.974448401470251,17.85936706798835,75,0.0,1.0,-0.12621002833796285,8.434369994980015
|
||||
TSLA,buy_hold,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.6546140683730763,-0.7271999866642225,-0.9001843789572813,0.6667567683267975,-1.2446095760032883,-1.847561570238147,37.13211926966342,250,0.0,1.0,-0.09140511153297795,0.34968489184125306
|
||||
TSLA,trend_10m_shifted,research_2007_2013,2010-06-29,2013-12-31,884,0.4078225633989354,-0.4598905196138722,0.8867818448211252,0.4988811083275397,0.9329105816119959,1.0727329502267229,19.365823921128307,702,2.2810304449648715,0.6244343891402715,-0.07129652946049472,3.3188323743614516
|
||||
TSLA,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-29,1007,0.07364042686172789,-0.5395109980201328,0.13649476494820198,0.35740458695507815,0.3761837366659347,0.4519202115277001,31.067036037068416,837,2.506863417982155,0.6484607745779544,-0.053782327869526886,1.3276924220023956
|
||||
TSLA,trend_10m_shifted,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.3763391282404691,-0.606265396437837,0.6207498076777614,0.5210713714194869,0.8727311915017885,0.9836555184947293,29.452409840250446,540,2.171124828532236,0.5692511597084162,-0.07588203365135668,6.77085630442643
|
||||
TSLA,trend_10m_shifted,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,-0.03253531456333425,-0.5376568165715001,-0.060513162970393684,0.5033940589465784,0.18060339557176527,0.24299765155038272,31.51125423990483,313,3.1642945544554455,0.658273381294964,-0.06909577089495281,0.9294419135231711
|
||||
TSLA,trend_10m_shifted,covid_2020,2020-01-02,2020-12-31,253,7.496357431699227,-0.6062653964378368,12.36481164147699,0.8930266950029666,2.835046631155805,3.974448401470251,17.85936706798835,75,0.0,1.0,-0.12621002833796285,8.434369994980015
|
||||
TSLA,trend_10m_shifted,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.28578648878942503,-0.4764373468469224,-0.5998406520411742,0.46709313879310627,-0.4806461732301626,-0.4845429285491689,32.8488897263476,250,1.0117728531855956,0.4103585657370518,-0.07674186472801142,0.7170160856564268
|
||||
TSLA,trailing_12,research_2007_2013,2010-06-29,2013-12-31,884,0.41469160457788856,-0.3177941251243299,1.304906452929706,0.4475305349388059,0.9927931003993525,1.2575982765399165,15.842507441719382,210,7.413348946135832,0.5565610859728507,-0.05962844918845739,3.3759732880431716
|
||||
TSLA,trailing_12,validation_2014_2017,2014-01-02,2017-12-29,1007,0.14732304470621171,-0.36580091823802685,0.4027410467306387,0.29445607562869375,0.611999718605814,0.7023047168493518,20.475927987798475,691,6.517844886753603,0.5749751737835154,-0.04382873600817772,1.7301717819344307
|
||||
TSLA,trailing_12,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.32118153689810547,-0.39716329856900057,0.8086888643924017,0.3913350736649271,0.9057604240452558,0.9295096711888916,23.375263734045706,471,8.016460905349795,0.45129224652087474,-0.057560521364037054,5.30010749489179
|
||||
TSLA,trailing_12,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.09251838254878564,-0.29730783474349376,0.3111871660853038,0.37581997520431093,0.42549256643003497,0.4217237926808262,16.8777462112198,188,7.684715346534653,0.46402877697841727,-0.06031278643236167,1.2162180681915802
|
||||
TSLA,trailing_12,covid_2020,2020-01-02,2020-12-31,253,1.8751473858355148,-0.3070994019884,6.105994911401176,0.5978874164883387,2.0506720780387604,2.3342361936614857,19.06295024757461,103,12.04120879120879,0.5098814229249012,-0.08033181038551375,2.864774443593317
|
||||
TSLA,trailing_12,inflation_bear_2022,2022-01-03,2022-12-30,251,0.16019640092106213,-0.20924636060986235,0.7655875134657498,0.25162194173199953,0.7094770175331864,0.5968447383064213,11.144308835662441,96,4.0470914127423825,0.22310756972111553,-0.037437022884903984,1.1581921948386682
|
||||
TSLA,kartsell_v11_original,research_2007_2013,2010-06-29,2013-12-31,884,0.5512655543264471,-0.3809419397776319,1.4471117426667133,0.5256000171451068,1.095139538109764,1.562216856988631,22.61354566816191,602,11.062997658079626,0.7928733031674208,-0.07098072765545348,4.6641440647880765
|
||||
TSLA,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-29,1007,0.08278118824668512,-0.41844669921239963,0.19782970782777323,0.3094238686498872,0.41070275655809335,0.5672522101730361,24.930980582544308,698,13.599734042553191,0.71266137040715,-0.04568401535159151,1.373360456703075
|
||||
TSLA,kartsell_v11_original,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.3722043220439699,-0.6049127954541018,0.6153024449822722,0.48320779369201977,0.8962760477600399,1.2242391834101056,33.63847434748897,540,13.310665294924553,0.6869449966865473,-0.06857377683498897,6.6499694906195
|
||||
TSLA,kartsell_v11_original,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,-0.001555373501615942,-0.43435792345423385,-0.0035808567488462635,0.4304084940643751,0.21086340823199137,0.31396991543305003,24.592203256081987,313,17.335813737623763,0.7147482014388491,-0.060405990218163404,0.9965624717578363
|
||||
TSLA,kartsell_v11_original,covid_2020,2020-01-02,2020-12-31,253,6.434718600544683,-0.5370869448255129,11.980776413463511,0.8211842069995497,2.8447839084404265,4.067691171509879,17.669551190200103,77,9.432280219780218,0.9567193675889328,-0.11419572973682894,7.383848800347114
|
||||
TSLA,kartsell_v11_original,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.5098859436587709,-0.5729357985580219,-0.8899530190678671,0.39353481243772365,-1.5986374930163547,-2.12720665427005,38.13949091396975,250,12.596572022160665,0.5398406374501992,-0.05832123177441388,0.4941978126562515
|
||||
TSLA,kartsell_v12_candidate,research_2007_2013,2010-06-29,2013-12-31,884,0.45896403450487133,-0.4293051120332865,1.069085882371895,0.43951871803741654,1.0750739910248357,1.479838991021192,28.45885279988228,612,1.824824355971897,0.5755090497737556,-0.06138670631923512,3.761274385424101
|
||||
TSLA,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-29,1007,0.08595564066288808,-0.3115813731477206,0.2758689962577979,0.23818104592398326,0.46518709274443426,0.5644810253593967,18.21848950615195,469,1.504118050789293,0.500248262164846,-0.038687002541210054,1.3894923154862584
|
||||
TSLA,kartsell_v12_candidate,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.29973524379063243,-0.4503027534412084,0.6656304930406469,0.35517155212657503,0.9141804452847713,1.2376347569980015,24.619002132472996,540,2.004115226337449,0.4390987408880054,-0.04848631193936108,4.805367902472419
|
||||
TSLA,kartsell_v12_candidate,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.19590507412136482,-0.2445060965586513,0.8012277684633183,0.32894110561564166,0.7081078853198107,1.0467597505417667,13.106809809813996,218,1.5595451732673267,0.5052158273381294,-0.04575425489119833,1.4855229707464237
|
||||
TSLA,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-31,253,3.907047223722259,-0.30208576561826084,12.933569430939388,0.6082570955155574,2.9037235784235267,4.016864682311609,13.07556319692368,102,3.0103021978021975,0.5691699604743083,-0.07685864198834816,4.880406918221863
|
||||
TSLA,kartsell_v12_candidate,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.30693345659929494,-0.3388621450604168,-0.9057767622422706,0.18011623583199543,-1.9281325500004256,-2.464865573012097,17.037246041267334,250,1.2141274238227149,0.2683266932270917,-0.028517732773989835,0.696029514769268
|
||||
AIG,buy_hold,research_2007_2013,2007-01-03,2013-12-31,1762,-0.37991332941647726,-0.9951823812801102,-0.3817524672490605,0.9168155405938149,-0.0536361265257786,-0.0670104918515118,86.45767624010838,1658,0.0,1.0,-0.13220906261288867,0.03537768537768535
|
||||
AIG,buy_hold,validation_2014_2017,2014-01-02,2017-12-29,1007,0.039494617530406284,-0.24403470715835018,0.16184016605793233,0.19231108659967408,0.29751670251573287,0.3989126776288583,8.28544095916489,328,0.0,1.0,-0.027774813261626466,1.1670910871694447
|
||||
AIG,buy_hold,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.02169344161982556,-0.7101851851851848,0.030546175944474077,0.38133388492169806,0.24904548743380098,0.30984469277415627,26.99956059273554,1465,0.0,1.0,-0.05724170503167848,1.1371265525344083
|
||||
AIG,buy_hold,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.04317047287200948,-0.1804605563155499,0.23922387115177904,0.23259219017499802,0.2996623332204266,0.38195573879119094,7.780774729286728,242,0.0,1.0,-0.03612052631409742,1.0980073800738013
|
||||
AIG,buy_hold,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.7259830522744373,-0.9951823812801102,-0.7294974930530825,1.3135894011089255,-0.31125089618136503,-0.40473765102602205,69.01532049238864,652,0.0,1.0,-0.19789318058648933,0.02077616077616072
|
||||
AIG,buy_hold,covid_2020,2020-01-02,2020-12-31,253,-0.2631901994128708,-0.6552230585643475,-0.4016803071453928,0.7067279164811198,-0.0700831892610229,-0.08983451695281577,40.89350495979362,225,0.0,1.0,-0.10680588588648081,0.7375803623611922
|
||||
AIG,buy_hold,inflation_bear_2022,2022-01-03,2022-12-30,251,0.11359875108400974,-0.2636476426799004,0.430873380582174,0.3264166310956452,0.48954372003536245,0.7640125011630626,13.023182105999405,193,0.0,1.0,-0.043016454528136974,1.1122054168132252
|
||||
AIG,trend_10m_shifted,research_2007_2013,2007-01-03,2013-12-31,1762,-0.031249061272352274,-0.5731045166796069,-0.05452593787499673,0.27593179292387354,0.022777411970079275,0.0214502996589051,34.121083711785865,1761,0.8580657791699295,0.46140749148694665,-0.04321659167206191,0.8009193099414211
|
||||
AIG,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-29,1007,0.03175437477161003,-0.24809894333627303,0.12799076991057629,0.16280772394858395,0.2733696473542598,0.31873674737359364,13.13827734257293,611,3.008236101578586,0.7249255213505462,-0.024531741754264643,1.1328087536747136
|
||||
AIG,trend_10m_shifted,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.023969264658521672,-0.40932488180817495,0.05855804453576944,0.20191109177505015,0.2182062753953256,0.23626971011275807,16.231523149287284,443,1.670096021947874,0.5288270377733598,-0.03239720584067673,1.152377548334049
|
||||
AIG,trend_10m_shifted,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.048008625254088555,-0.19784509298254227,0.24265764963058653,0.19173838139433425,0.3423852762952124,0.369615045158995,10.406269637711546,458,4.068378712871287,0.7166064981949458,-0.031020228629321422,1.1093045625936055
|
||||
AIG,trend_10m_shifted,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.14247775229835902,-0.40912607063974393,-0.3482490179019118,0.21939204250216973,-0.58828931824748,-0.28173770059066566,10.415347221060127,755,0.6683440073193047,0.13624338624338625,-0.03446106457091164,0.6313043621603877
|
||||
AIG,trend_10m_shifted,covid_2020,2020-01-02,2020-12-31,253,-0.022305500326539995,-0.052362948960302136,-0.4259786885465606,0.05519046166847078,-0.3781124105373381,-0.17689202014848665,4.900375895694041,241,2.006868131868132,0.08300395256916997,-0.0005003929026811079,0.977769981239042
|
||||
AIG,trend_10m_shifted,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.10290977889032527,-0.24906947890818876,-0.41317699519602546,0.27819369460773247,-0.24882243251074795,-0.31290480091043826,16.21630780671507,193,2.0235457063711912,0.6613545816733067,-0.04193635837161544,0.898224538116996
|
||||
AIG,trailing_12,research_2007_2013,2007-01-03,2013-12-31,1762,-0.007166450689963355,-0.6153350156712019,-0.011646421067304704,0.3264628996821976,0.1409771170713361,0.13260533572904662,42.218777583300955,1658,5.434416601409554,0.518161180476731,-0.047756143522955555,0.9509520672266222
|
||||
AIG,trailing_12,validation_2014_2017,2014-01-02,2017-12-29,1007,-0.05373883962989845,-0.29149403958448006,-0.18435656422512886,0.1686926449929049,-0.24202477828267885,-0.2850927236502006,17.754922251120462,827,3.2589224433768016,0.8301886792452831,-0.025944721978783558,0.8022445432754544
|
||||
AIG,trailing_12,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.07626217828219128,-0.31950207518441887,0.2386907134739961,0.2472994063275153,0.42060069320713667,0.5074447375668569,17.840711312617902,541,4.175240054869684,0.7190192180251822,-0.037207863545611064,1.5527989577655832
|
||||
AIG,trailing_12,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,-0.03971157264398184,-0.2388634287661875,-0.16625220884212327,0.22154331939202998,-0.07267878711801093,-0.08580240664991308,11.695137520956534,242,2.7122524752475248,0.8826714801444043,-0.03575678970384371,0.9142591625116522
|
||||
AIG,trailing_12,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.2060429486950297,-0.6010691067488432,-0.34279410866665083,0.3703544186291857,-0.43704843489314604,-0.34366244793384537,41.659955146528446,652,6.3492680695333945,0.36243386243386244,-0.05374309218418168,0.5013551352650337
|
||||
AIG,trailing_12,covid_2020,2020-01-02,2020-12-31,253,0.18903883283117806,-0.24943720936767955,0.7578614005119337,0.3652090923158516,0.6515199427309328,0.752906754748702,16.277078724487637,117,7.024038461538462,0.5533596837944664,-0.05365546194766475,1.1883344677606476
|
||||
AIG,trailing_12,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.060889512530387435,-0.2875955225492468,-0.21171926457916582,0.25060885506501357,-0.12376772639240934,-0.13937997891378992,19.273335416582977,213,6.070637119113573,0.6254980079681275,-0.040373763611262985,0.9397972188228495
|
||||
AIG,kartsell_v11_original,research_2007_2013,2007-01-03,2013-12-31,1762,-0.039640232059296565,-0.7045487697414243,-0.056263290437431154,0.3936309589805428,0.09028699697870864,0.12354427929094448,42.04649806770919,1658,11.819856108065778,0.6449205448354143,-0.055565118655546,0.7536504491388759
|
||||
AIG,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-29,1007,-0.028683435947571834,-0.21679281611684464,-0.13230805550361202,0.13591354076317042,-0.14535452808586852,-0.17484486262552923,12.416040533888602,616,21.559025394646532,0.7154419066534261,-0.02149962265283068,0.8903927121812769
|
||||
AIG,kartsell_v11_original,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.05678331420360938,-0.35502741836761875,0.15994064476679995,0.2004998857888514,0.3755921564534409,0.5183365596234989,13.193328255691661,475,15.339831961591223,0.619946984758118,-0.029298755724796986,1.391938893845016
|
||||
AIG,kartsell_v11_original,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,-0.07026420584259774,-0.25086381024759885,-0.28008904821005476,0.17859882914438496,-0.32026351290004373,-0.3568545813133354,14.263884085337923,466,21.087762995049506,0.7190433212996389,-0.03051152722117215,0.8511488633038362
|
||||
AIG,kartsell_v11_original,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.1926005423381708,-0.7045487697414243,-0.27336722539286656,0.49810345967456604,-0.18718089873068197,-0.2639642319184692,35.11953774814965,652,1.8045288197621225,0.5333994708994709,-0.07103844456741588,0.5271872513458568
|
||||
AIG,kartsell_v11_original,covid_2020,2020-01-02,2020-12-31,253,-0.04327894773238117,-0.29354127910958117,-0.14743734804066452,0.25420430792424503,-0.045990187242988693,-0.06291243783638133,16.64556762132411,199,6.973866758241759,0.4270750988142292,-0.03657346242189625,0.9568659249846319
|
||||
AIG,kartsell_v11_original,inflation_bear_2022,2022-01-03,2022-12-30,251,0.05613977457915764,-0.18345117269683608,0.3060202546207319,0.2249784121342505,0.35295009706965336,0.4805473098946066,11.325179541914787,225,17.351904432132965,0.6472111553784861,-0.03387687317889497,1.0554687505353633
|
||||
AIG,kartsell_v12_candidate,research_2007_2013,2007-01-03,2013-12-31,1762,-0.006035226693061002,-0.6378864582068315,-0.009461286746902706,0.2639535543661601,0.1086820098351842,0.14338503180576392,35.79440553464087,1658,1.0010767423649178,0.5275822928490352,-0.03934880228666931,0.9585543561161578
|
||||
AIG,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-29,1007,0.0255714498099191,-0.19939888109340764,0.12824269459135154,0.14039168346000977,0.25018685779002126,0.30139155000738943,7.920791826177544,347,1.1030199039121482,0.6953326713008938,-0.021246178107178597,1.1059706375264615
|
||||
AIG,kartsell_v12_candidate,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.001441895893360412,-0.3663588347417416,0.003935747569392866,0.1991811693037605,0.10677151897048065,0.1383608822241593,18.965580671176777,778,1.5030864197530864,0.5970178926441353,-0.03146289639940618,1.0086647155278243
|
||||
AIG,kartsell_v12_candidate,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.023593138047782736,-0.19083197892771397,0.12363304190604069,0.23051430929970898,0.21758655550318723,0.27436958565943126,8.326656530365941,242,0.5424504950495048,0.983754512635379,-0.03612052631409742,1.0529399188554098
|
||||
AIG,kartsell_v12_candidate,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.17301923621035287,-0.6378864582068315,-0.2712382963838562,0.2854987114836177,-0.521667003683718,-0.6974506861025075,35.82590944872476,652,0.40100640439158286,0.43584656084656087,-0.043476158854492464,0.5663793456570145
|
||||
AIG,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-31,253,-0.03425199816177915,-0.20934764512210868,-0.16361300907779774,0.20675147116718087,-0.06478705359184377,-0.1003555708463554,13.334402527992133,199,1.2041208791208793,0.38735177865612647,-0.028916050985432117,0.9658631989339136
|
||||
AIG,kartsell_v12_candidate,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.053302738758497115,-0.22929793921244013,-0.23246060972712518,0.2583678690434468,-0.08163438345205384,-0.10373917794829716,15.475824714615076,193,1.618836565096953,0.6496015936254981,-0.04050650512163038,0.947300845502617
|
||||
AAMRQ,buy_hold,research_2007_2013,2012-01-05,2013-12-06,484,5.280061145634115,-0.624817518248175,8.45056515130694,1.0519404291555188,2.250354948350644,3.7264959008030933,28.733617586558356,219,0.0,1.0,-0.10863800698124862,34.000000000000014
|
||||
AAMRQ,trend_10m_shifted,research_2007_2013,2012-01-05,2013-12-06,484,3.941233680559143,-0.6248175182481751,6.307815586876199,0.954267522862067,2.1285260686432834,2.523183672520767,26.703279720760055,236,1.0420827389443652,0.5661157024793388,-0.10192543447293635,21.46011582377357
|
||||
AAMRQ,trailing_12,research_2007_2013,2012-01-05,2013-12-06,484,1.4206482020164874,-0.549891054014899,2.5835084816236993,0.7513193312194627,1.5597400556631345,1.4083890604638196,28.067964946750447,236,9.899786019971469,0.42768595041322316,-0.08787249495195092,5.455750468829753
|
||||
AAMRQ,kartsell_v11_original,research_2007_2013,2012-01-05,2013-12-06,484,4.860754491653322,-0.5819134647996278,8.353053822748441,0.9431831080874924,2.3198035649551243,3.6908787306671744,25.373474991962535,219,7.711412268188303,0.6949380165289255,-0.09873266154132487,29.77707700249499
|
||||
AAMRQ,kartsell_v12_candidate,research_2007_2013,2012-01-05,2013-12-06,484,1.0947482978641734,-0.4260527498444858,2.569513512737024,0.47986010611946656,1.7782746333670214,2.2728995048283487,23.93702675511551,261,2.3446861626248214,0.3162190082644627,-0.06169615458767534,4.133585885438912
|
||||
|
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|
||||
portfolio,strategy,start,end,observations,cagr,mdd,calmar,annual_vol,sharpe_zero_rf,sortino_zero_rf,ulcer_index,recovery_days_max,turnover_annual,avg_exposure,cvar_5_daily,final_equity
|
||||
core_six_dynamic_equal_weight,buy_hold,2007-01-03,2026-03-20,4834,0.24308704933345293,-0.773128358978349,0.31442003971330257,0.3015414488015295,0.8738334831198687,1.1445261144672476,20.190916126786806,1113,0.0,1.0,-0.04439147387420406,65.35179860793097
|
||||
core_six_dynamic_equal_weight,trend_10m_shifted,2007-01-03,2026-03-20,4834,0.16357472264053885,-0.34067960244491646,0.4801424020300329,0.19064749818040705,0.8913494532150117,1.1049906557456832,12.52825619377904,1006,1.6329354332953245,0.6660736450144807,-0.029155088237047114,18.35805097999759
|
||||
core_six_dynamic_equal_weight,trailing_12,2007-01-03,2026-03-20,4834,0.18551340593385346,-0.3401701760332102,0.5453547048044038,0.1644247585824664,1.1190161938621779,1.4738094160550808,9.606362318308255,544,4.468447120866591,0.7040752999586264,-0.024690993939220283,26.281594852133274
|
||||
core_six_dynamic_equal_weight,kartsell_v11_original,2007-01-03,2026-03-20,4834,0.19444607637988587,-0.4376169049457289,0.44432944473203134,0.19032091826878392,1.0305436858332904,1.4062568301434244,12.003440717817698,546,11.57943842645382,0.7552554820024825,-0.027775558387793733,30.358044313090343
|
||||
core_six_dynamic_equal_weight,kartsell_v12_candidate,2007-01-03,2026-03-20,4834,0.18232377853278559,-0.3729701052232771,0.48884287501712276,0.15889018181372055,1.1353594272561964,1.5647690446269358,10.078756289314878,601,1.5076453819840363,0.6618242311405323,-0.02335742247306538,24.95609297095869
|
||||
core_six_dynamic_equal_weight,kartsell_v12_plus_capital_floor,2007-01-03,2026-03-20,4834,0.1598205106814412,-0.27442576057839874,0.582381589631354,0.1434253301880626,1.1072401404080283,1.4901689276822707,9.879399993130296,789,3.390939664694983,0.6159158391945938,-0.02155137321915794,17.253102473358652
|
||||
all_seven_including_delisted_stress,buy_hold,2007-01-03,2026-03-20,4834,0.2775093396983792,-0.773128358978349,0.3589434231401033,0.3044073519527206,0.9583475125889233,1.2636149200360374,20.177358502372375,1081,0.0,1.0,-0.04448278715375355,110.43895266242205
|
||||
all_seven_including_delisted_stress,trend_10m_shifted,2007-01-03,2026-03-20,4834,0.19161563949576554,-0.34067960244491646,0.5624511656131433,0.19468065551001978,0.9993615207731996,1.2545772641558275,12.383083611872175,1006,1.6329354332953245,0.6637045136631401,-0.029357445055813027,29.005608007963342
|
||||
all_seven_including_delisted_stress,trailing_12,2007-01-03,2026-03-20,4834,0.19984372474650147,-0.3401701760332102,0.587481616045585,0.16623748983056533,1.1810289348280676,1.560892630054076,9.598058001712,544,4.565129194494217,0.6988395689264535,-0.024800737638361478,33.10450990565518
|
||||
all_seven_including_delisted_stress,kartsell_v11_original,2007-01-03,2026-03-20,4834,0.22593790805742442,-0.4376169049457289,0.5162915451939503,0.19432270077509758,1.1474078884952614,1.584094021302573,11.976986181316061,546,11.487156626690014,0.7539293102429222,-0.028004218270131886,50.046048328654734
|
||||
all_seven_including_delisted_stress,kartsell_v12_candidate,2007-01-03,2026-03-20,4834,0.19197816330124318,-0.3729701052232771,0.5147280187143047,0.15934431597089588,1.1837105714574105,1.6344183514714512,10.037158701396045,601,1.5178713705408047,0.6564404909667633,-0.023359033803261185,29.175582993689744
|
||||
all_seven_including_delisted_stress,kartsell_v12_plus_capital_floor,2007-01-03,2026-03-20,4834,0.17015330451446609,-0.27442576057839874,0.6200340090370495,0.14411961856651512,1.1642558469245667,1.5717368300194083,9.709112426641425,789,3.2921535164521907,0.6124922104340288,-0.02158144412811821,20.457800569557346
|
||||
|
@@ -0,0 +1,43 @@
|
||||
portfolio,strategy,period,start,end,observations,cagr,mdd,calmar,final_equity
|
||||
core_six_dynamic_equal_weight,buy_hold,research_2007_2013,2007-01-03,2013-12-31,1762,0.1580975492190435,-0.7731283589783482,0.2044906869384041,2.7908471720260764
|
||||
core_six_dynamic_equal_weight,buy_hold,validation_2014_2017,2014-01-02,2017-12-29,1007,0.29327032293584554,-0.23347245480230017,1.2561238677349797,2.7895496300115603
|
||||
core_six_dynamic_equal_weight,buy_hold,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.3049676697807966,-0.39926651821320813,0.7638197942206213,4.9223703573189965
|
||||
core_six_dynamic_equal_weight,buy_hold,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.27288532753239814,-0.26341445846643563,1.035954249136895,1.7053483700207133
|
||||
core_six_dynamic_equal_weight,buy_hold,gfc_2007_2009,2007-01-03,2009-12-31,756,0.02061232001758162,-0.7731283589783482,0.0266609286520285,1.062957022919767
|
||||
core_six_dynamic_equal_weight,buy_hold,covid_2020,2020-01-02,2020-12-31,253,1.0919650905683786,-0.39926651821320813,2.7349277757001147,2.0866874076557185
|
||||
core_six_dynamic_equal_weight,buy_hold,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.35519696443688575,-0.3962965013425839,-0.8962909418416262,0.6481037798731503
|
||||
core_six_dynamic_equal_weight,trend_10m_shifted,research_2007_2013,2007-01-03,2013-12-31,1762,0.06883567452623596,-0.34067960244491546,0.20205399452221684,1.5927914386643733
|
||||
core_six_dynamic_equal_weight,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-29,1007,0.23491048992604946,-0.17628324137059692,1.3325741465815324,2.3202692364027087
|
||||
core_six_dynamic_equal_weight,trend_10m_shifted,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.2456816616193025,-0.2931910709847748,0.8379575162166536,3.726207018799451
|
||||
core_six_dynamic_equal_weight,trend_10m_shifted,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.1387883419920215,-0.26745957466431924,0.5189133429461656,1.3330986769786628
|
||||
core_six_dynamic_equal_weight,trend_10m_shifted,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.019624821749902877,-0.34067960244491546,-0.05760492148359841,0.942413999775923
|
||||
core_six_dynamic_equal_weight,trend_10m_shifted,covid_2020,2020-01-02,2020-12-31,253,1.103709320222769,-0.2931910709847749,3.764471122928854,2.0983618055791373
|
||||
core_six_dynamic_equal_weight,trend_10m_shifted,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.18661449270750308,-0.24265149056443536,-0.7690638630466116,0.8153427403638387
|
||||
core_six_dynamic_equal_weight,trailing_12,research_2007_2013,2007-01-03,2013-12-31,1762,0.18119895551615928,-0.3401701760332092,0.5326714929249696,3.204179614890418
|
||||
core_six_dynamic_equal_weight,trailing_12,validation_2014_2017,2014-01-02,2017-12-29,1007,0.17745912622714255,-0.11734624921003267,1.512269266566131,1.9186970338045792
|
||||
core_six_dynamic_equal_weight,trailing_12,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.21391440436966835,-0.16775652045013079,1.2751480764842102,3.1922078721217564
|
||||
core_six_dynamic_equal_weight,trailing_12,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.14113176402352678,-0.15027021774394855,0.9391865277257191,1.3391748808219859
|
||||
core_six_dynamic_equal_weight,trailing_12,gfc_2007_2009,2007-01-03,2009-12-31,756,0.1469857183583898,-0.3401701760332092,0.4320946653008178,1.507389942961058
|
||||
core_six_dynamic_equal_weight,trailing_12,covid_2020,2020-01-02,2020-12-31,253,0.6991603144974392,-0.13952593872233632,5.0109701529319475,1.696080347546391
|
||||
core_six_dynamic_equal_weight,trailing_12,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.08151947905751722,-0.143235275525193,-0.5691299071308669,0.9193897621525403
|
||||
core_six_dynamic_equal_weight,kartsell_v11_original,research_2007_2013,2007-01-03,2013-12-31,1762,0.16959054225072,-0.43761690494572825,0.38753197222066194,2.9903684455769386
|
||||
core_six_dynamic_equal_weight,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-29,1007,0.20109885061901456,-0.15185890522458445,1.3242479940284637,2.0770335252876206
|
||||
core_six_dynamic_equal_weight,kartsell_v11_original,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.24103301717170544,-0.2907127196460091,0.8291106679652789,3.643716453865644
|
||||
core_six_dynamic_equal_weight,kartsell_v11_original,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.1419916900811622,-0.20820711383028667,0.6819732883714154,1.3414083608230598
|
||||
core_six_dynamic_equal_weight,kartsell_v11_original,gfc_2007_2009,2007-01-03,2009-12-31,756,0.1284953297399809,-0.43761690494572825,0.2936251508746365,1.4358333050438261
|
||||
core_six_dynamic_equal_weight,kartsell_v11_original,covid_2020,2020-01-02,2020-12-31,253,1.014186842095448,-0.29071271964600887,3.488622181136035,2.0093659096833227
|
||||
core_six_dynamic_equal_weight,kartsell_v11_original,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.25182442468540267,-0.2813786100448583,-0.8949664817992241,0.7507055114393157
|
||||
core_six_dynamic_equal_weight,kartsell_v12_candidate,research_2007_2013,2007-01-03,2013-12-31,1762,0.1613164897125532,-0.3729701052232778,0.4325185516302477,2.8455428510842227
|
||||
core_six_dynamic_equal_weight,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-29,1007,0.20689747191161656,-0.10520262803692404,1.966656877041129,2.1173229506932105
|
||||
core_six_dynamic_equal_weight,kartsell_v12_candidate,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.18927895359958424,-0.22967821518914033,0.824104948062718,2.8234160534859667
|
||||
core_six_dynamic_equal_weight,kartsell_v12_candidate,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.18916513871326868,-0.14400810337208547,1.3135728773852906,1.467065418414549
|
||||
core_six_dynamic_equal_weight,kartsell_v12_candidate,gfc_2007_2009,2007-01-03,2009-12-31,756,0.13754653816253715,-0.3729701052232778,0.3687870320871835,1.4705714235440208
|
||||
core_six_dynamic_equal_weight,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-31,253,0.6697519937962919,-0.20033262867100254,3.343199748535203,1.6668249241603375
|
||||
core_six_dynamic_equal_weight,kartsell_v12_candidate,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.2034307033113706,-0.22079574971197324,-0.9213524425934138,0.7986801891839961
|
||||
core_six_dynamic_equal_weight,kartsell_v12_plus_capital_floor,research_2007_2013,2007-01-03,2013-12-31,1762,0.1304561477609949,-0.2744257605783974,0.4753786506268111,2.35708415315484
|
||||
core_six_dynamic_equal_weight,kartsell_v12_plus_capital_floor,validation_2014_2017,2014-01-02,2017-12-29,1007,0.20376740569403218,-0.10464360949731244,1.9472513101649607,2.095502893804736
|
||||
core_six_dynamic_equal_weight,kartsell_v12_plus_capital_floor,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.16413928688757706,-0.20214249924750904,0.8119979098833652,2.4843711230401104
|
||||
core_six_dynamic_equal_weight,kartsell_v12_plus_capital_floor,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.16653163598947462,-0.1416567570950712,1.1755996636130033,1.4060066545586132
|
||||
core_six_dynamic_equal_weight,kartsell_v12_plus_capital_floor,gfc_2007_2009,2007-01-03,2009-12-31,756,0.1049663703242707,-0.2744257605783974,0.38249459563503374,1.3480959451677061
|
||||
core_six_dynamic_equal_weight,kartsell_v12_plus_capital_floor,covid_2020,2020-01-02,2020-12-31,253,0.6112244713100599,-0.1836047558590601,3.329023087938158,1.608596414686586
|
||||
core_six_dynamic_equal_weight,kartsell_v12_plus_capital_floor,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.1778764991688313,-0.19294252354141805,-0.9219144432442722,0.8239993020582281
|
||||
|
@@ -0,0 +1,15 @@
|
||||
symbol,strategy,sell_events,buy_events,median_gain_capture,median_63d_post_sell_return,false_exit_rate_63d
|
||||
SPY,kartsell_v11_original,378,739,0.774573348397455,0.046303514651337974,0.13829787234042554
|
||||
SPY,kartsell_v12_candidate,54,71,0.4408531840380381,0.05102561226189528,0.12962962962962962
|
||||
AAPL,kartsell_v11_original,398,760,0.876877322083701,0.10582789932274794,0.520618556701031
|
||||
AAPL,kartsell_v12_candidate,63,78,0.40554861324408475,0.06621737863809951,0.36666666666666664
|
||||
AMZN,kartsell_v11_original,431,798,0.8789904949196985,0.07412669229483537,0.4302600472813239
|
||||
AMZN,kartsell_v12_candidate,67,84,0.2902917264466766,0.04845914616906999,0.38461538461538464
|
||||
NVDA,kartsell_v11_original,439,870,0.10459710743801674,0.08698072114221189,0.47417840375586856
|
||||
NVDA,kartsell_v12_candidate,69,80,0.3890494719288492,0.11485552331542181,0.5147058823529411
|
||||
TSLA,kartsell_v11_original,431,830,0.7790079151827594,0.007197462589460191,0.3818615751789976
|
||||
TSLA,kartsell_v12_candidate,65,69,0.23575129533678682,0.0024343909837077904,0.375
|
||||
AIG,kartsell_v11_original,557,1164,-138.752,0.02146946564885499,0.23774954627949182
|
||||
AIG,kartsell_v12_candidate,49,54,0.11470748232035993,0.01798901723158486,0.2653061224489796
|
||||
AAMRQ,kartsell_v11_original,34,62,0.706628144708573,0.18803418803418803,0.5555555555555556
|
||||
AAMRQ,kartsell_v12_candidate,10,11,0.44307757928542757,-0.09211386996092352,0.3
|
||||
|
@@ -0,0 +1,8 @@
|
||||
symbol,asset_class,v11_cagr,v12_cagr,cagr_delta_pp,v11_mdd,v12_mdd,mdd_improvement_pp,v11_calmar,v12_calmar,v11_turnover,v12_turnover,turnover_reduction_pct
|
||||
AAMRQ,distressed_stock,4.860754491653322,1.0947482978641734,-376.6006193789148,-0.5819134647996278,-0.4260527498444858,15.586071495514197,8.353053822748441,2.569513512737024,7.711412268188303,2.344686162624821,69.59459459459461
|
||||
AAPL,large_quality_stock,0.1840969086003565,0.1921417327246899,0.8044824124333411,-0.4664865948339241,-0.3522678140654937,11.42187807684304,0.3946456567865529,0.5454422034962494,9.584168329532496,1.5748022377423032,83.56871265616512
|
||||
AIG,cyclical_stock,-0.0118709170139268,0.0061937805102099,1.8064697524136701,-0.7045487697414243,-0.6378864582068315,6.666231153459279,-0.0168489642218573,0.0097098479369217,15.990099415621437,1.1244868871151654,92.96760540452547
|
||||
AMZN,large_quality_stock,0.1886762192704028,0.2087011993832612,2.0024980112858417,-0.4516668297936334,-0.3633973587771106,8.826947101652276,0.4177331759266204,0.5743057684446955,10.23751603477765,1.684127351767389,83.54945334350369
|
||||
NVDA,high_vol_stock,0.3610675240417549,0.2992022662006965,-6.186525784105839,-0.5398427431819761,-0.4866480911146505,5.31946520673256,0.6688383396867156,0.6148226442548745,11.375017816419613,1.671112457240593,85.30892448512586
|
||||
SPY,broad_index_etf,0.0598001864423842,0.0548039903218087,-0.49961961205754957,-0.3034207595525803,-0.3519488341836118,-4.852807463103148,0.1970866678027064,0.1557157887706411,9.70390535917902,1.2910775370581526,86.69527896995707
|
||||
TSLA,high_vol_stock,0.2692052224182522,0.2588239207339742,-1.0381301684277977,-0.6049127954541017,-0.4756393872708508,12.927340818325089,0.4450314565030198,0.5441599826689458,13.425783562597944,1.7712367229670904,86.80720037896731
|
||||
|
Reference in New Issue
Block a user