Initial commit: Add project files
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portfolio,strategy,period,start,end,observations,cagr,mdd,calmar,final_equity
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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
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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
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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
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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
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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
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core_six_dynamic_equal_weight,buy_hold,covid_2020,2020-01-02,2020-12-31,253,1.0919650905683786,-0.39926651821320813,2.7349277757001147,2.0866874076557185
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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core_six_dynamic_equal_weight,trailing_12,covid_2020,2020-01-02,2020-12-31,253,0.6991603144974392,-0.13952593872233632,5.0109701529319475,1.696080347546391
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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