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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
1 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
2 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
3 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
4 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
5 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
6 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
7 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
8 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
9 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
10 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
11 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
12 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
13 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
14 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
15 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
16 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
17 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
18 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
19 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
20 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
21 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
22 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
23 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
24 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
25 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
26 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
27 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
28 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
29 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
30 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
31 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
32 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
33 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
34 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
35 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
36 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