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김재현
2026-08-02 05:15:36 +09:00
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research/original/results_us/asset_comparison_wide.csv
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,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
1 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
2 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
3 symbol
4 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
5 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
6 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
7 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
8 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
9 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
10 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