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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
1 portfolio strategy period start end observations cagr mdd calmar final_equity
2 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
3 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
4 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
5 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
6 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
7 core_six_dynamic_equal_weight buy_hold covid_2020 2020-01-02 2020-12-31 253 1.0919650905683786 -0.39926651821320813 2.7349277757001147 2.0866874076557185
8 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
9 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
10 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
11 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
12 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
13 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
14 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
15 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
16 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
17 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
18 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
19 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
20 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
21 core_six_dynamic_equal_weight trailing_12 covid_2020 2020-01-02 2020-12-31 253 0.6991603144974392 -0.13952593872233632 5.0109701529319475 1.696080347546391
22 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
23 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
24 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
25 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
26 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
27 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
28 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
29 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
30 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
31 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
32 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
33 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
34 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
35 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
36 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
37 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
38 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
39 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
40 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
41 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
42 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
43 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