Files
KArtSell.Aegis/research/original/results_kr/kr_period_metrics_10bps.csv
T
kjh2064 dcd1322d41
ci / backend (push) Failing after 12s
ci / frontend (push) Failing after 19s
ci / static (push) Failing after 45s
Initial commit: Add project files
2026-08-02 05:15:36 +09:00

21 KiB

1marketsymbolstrategyperiodstartendobservationscagrmddcalmarannual_volsharpe_zero_rfsortino_zero_rfulcer_indexrecovery_days_maxturnover_annualavg_exposurecvar_5_dailyfinal_equity
2KR005930buy_holdresearch_2007_20132007-01-022013-12-3017500.12967134298041105-0.473426116943402860.27389985119032420.33260709637738680.53513018414573180.857772414146478815.6667759984849883250.01.0-0.0429214638008473542.3456656176847828
3KR005930buy_holdvalidation_2014_20172014-01-022017-12-289810.1830634689280799-0.289530342738527070.63227731918033650.255575212857871160.80141346219743791.20396753135070911.4696238356983643250.01.0-0.0347704912108619741.9544868436494838
4KR005930buy_holdoos_2018_source_end2018-01-012021-04-158080.15758066320113495-0.31891025641025650.49412228059049340.28071501886585320.67388508830167861.118230603997265613.0677375888208764460.01.0-0.0359705495709080751.6173076923076957
5KR005930buy_holdgfc_2007_20092007-01-022009-12-307560.09814776053607122-0.473426116943402860.207313785664690280.381705657651540630.435018617667415950.690137562821076220.4570454123446773250.01.0-0.0494396955413922351.3233545108919573
6KR005930buy_holdcovid_20202020-01-022020-12-302480.454969962472755-0.31891025641025641.42663948031657870.333605156778558951.30099002979449542.14748014213059112.7871892284058172020.01.0-0.042296228059967241.4516129032258092
7KR005930trend_10m_shiftedresearch_2007_20132007-01-022013-12-3017500.010251568308020209-0.402224364892468040.0254871887503903380.225553256505980850.158082999462374360.2033239887868450417.217480378558499622.00215348472983570.5937142857142857-0.032602132275997511.0739235913610203
8KR005930trend_10m_shiftedvalidation_2014_20172014-01-022017-12-289810.14844310471331768-0.220933285599716140.67189108381914360.195305312809936130.82381001647918960.87627161623511779.5331068578671533332.50858516483516470.6004077471967381-0.0308854871426833371.736261296305743
9KR005930trend_10m_shiftedoos_2018_source_end2018-01-012021-04-158080.11305054173609386-0.31891025641025650.354490140921218830.221438663461578640.60562337489025950.76464775897867814.3335946502908664143.65250000000000030.573019801980198-0.031907001009304511.4217426069042753
10KR005930trend_10m_shiftedgfc_2007_20092007-01-022009-12-30756-0.0074065190815114645-0.40222436489246804-0.018413899624135270.198173068925483560.0614412084205497450.0667293796725356421.384381181361154172.0050320219579140.42328042328042326-0.031487366774619470.9779993449657826
11KR005930trend_10m_shiftedcovid_20202020-01-022020-12-302480.2149331506912624-0.31891025641025640.67396123633843090.296682109789199730.80967352267723541.14016157315093318.6582989582353032312.0123966942148760.7459677419354839-0.0407906423913327951.21347693464817
12KR005930trailing_12research_2007_20132007-01-022013-12-3017500.010961273898902446-0.371912720856787950.0294727049767230.249650260171037590.168769466425345680.2184981395133400717.048102500092035314.8623727486296010.6794285714285714-0.0364799719683588441.0792100761007186
13KR005930trailing_12validation_2014_20172014-01-022017-12-289810.10936364432366252-0.301639278273156060.36256433495582720.212079353742388620.60697580764927350.780601810962774412.4978703086711363523.76287774725274730.7176350662589195-0.0312379957384003281.512441858564475
14KR005930trailing_12oos_2018_source_end2018-01-012021-04-158080.1708330009670398-0.249230145601545550.68544276838869040.223046950410860170.83570030432884751.220036022317059411.8046036747676664072.73937500000000030.7165841584158416-0.030447841355620581.6789383892765444
15KR005930trailing_12gfc_2007_20092007-01-022009-12-307560.009105968288438682-0.36490713387167120.024954207367294240.267014219621260930.16727573948358910.201600909229458417.182313617629255315.3467520585544370.6111111111111112-0.0409250901873625461.027497287446589
16KR005930trailing_12covid_20202020-01-022020-12-302480.5653022850812413-0.15988512829274363.53567771510427330.25548093059585731.89924010877112932.998501612051547.9523392268933081292.0123966942148760.7862903225806451-0.0321408396401775061.560987632591546
17KR005930kartsell_v11_originalresearch_2007_20132007-01-022013-12-3017500.042931023764978704-0.38971924099993860.110158850907198260.246422848096842530.29486704462217730.449914026796627118.0259954293745368858.8380775254502740.7795428571428571-0.033901821681787391.341688376717285
18KR005930kartsell_v11_originalvalidation_2014_20172014-01-022017-12-289810.1153772707149705-0.25912773199551530.445252500866898050.198756181829545270.66237160358510220.86196274966236912.61798623634864454710.5486006181318660.7404689092762489-0.030197264028169831.545389622760389
19KR005930kartsell_v11_originaloos_2018_source_end2018-01-012021-04-158080.04854992593689933-0.301008263973030150.16129100675205820.203166354519649070.34039030341312620.499150877340446219.06472735879226571713.9555937499999980.6979579207920793-0.0290219407953728161.1685408686888865
20KR005930kartsell_v11_originalgfc_2007_20092007-01-022009-12-307560.0028437456413115125-0.38971924099993860.0072969084975508320.25615058128453120.138949778453517140.2111423079793537423.5556814841599586227.853042086001830.7436507936507937-0.036318103009613941.0085339574685617
21KR005930kartsell_v11_originalcovid_20202020-01-022020-12-302480.3024309431976755-0.2349117935562791.28742341378114160.25017099150553011.19136080586604631.98935055245713415.0279169965538521612.476859504132230.8088709677419355-0.0309016709790051471.3003126806619725
22KR005930kartsell_v12_candidateresearch_2007_20132007-01-022013-12-3017500.08220498589809333-0.229601066533098750.35803398973428920.204886752065694480.4904867170318070.748301698783109312.2800927784104193001.38005579483163680.6246285714285714-0.0278040711916006621.7374343109947654
23KR005930kartsell_v12_candidatevalidation_2014_20172014-01-022017-12-289810.0693324241437161-0.251827932917965240.275316655068211350.185072451768390460.463605413746534860.612836179361476614.1050811274663176441.60549450549450530.6940366972477064-0.0279830747082090851.306328527136377
24KR005930kartsell_v12_candidateoos_2018_source_end2018-01-012021-04-158080.07941444479540416-0.284969735602273570.278676767648903150.184351055591372940.51663461183806980.728383850657869413.740123350156644751.33925000000000030.5841584158415842-0.026939170703262271.2853970274742281
25KR005930kartsell_v12_candidategfc_2007_20092007-01-022009-12-307560.08758817047271483-0.229601066533098750.38147980667192730.23275082294014770.47585913239256630.725240629207514214.1237556215027882981.31997941445562650.6417328042328042-0.0321229511273639151.2856385350382955
26KR005930kartsell_v12_candidatecovid_20202020-01-022020-12-302480.22973348163549878-0.2849697356022730.80616799938409440.227580126141751521.03115034512610661.40515395084639617.1105142980605152201.50929752066115720.6060483870967742-0.0335207318590141361.2281679137483954
27KR000660buy_holdresearch_2007_20132007-01-022013-12-3017500.019399677585812736-0.84566134145966070.0229402440843846120.52172018835156420.29723977967252480.4356442183870754537.085326191704789380.01.0-0.072620257122388791.1437961143151718
28KR000660buy_holdvalidation_2014_20172014-01-022017-12-289800.21239609343853005-0.492460103461361930.43129604194463340.34240962791342210.74776971986632051.189690461315203322.5013231617281456200.01.0-0.045551125657208252.1549295774647788
29KR000660buy_holdoos_2018_source_end2018-01-012021-04-168110.19520361906613726-0.400451206715634170.48745918552008260.38207199385756160.66649275681294781.138335750743936718.3737639848912663910.01.0-0.0468462879840540541.7973856209150392
30KR000660buy_holdgfc_2007_20092007-01-022009-12-30756-0.10933948808749872-0.8456613414596607-0.129294651093749190.62750689916797180.128300247223319980.187604081168014745.332567720007116170.01.0-0.088728490880470870.707155975126463
31KR000660buy_holdcovid_20202020-01-022020-12-302470.26109951748855065-0.342857142857142860.76154025934160610.410481929256568070.77546913939181771.289348911166635618.159776595037591960.01.0-0.050115170242674041.2592986184909676
32KR000660trend_10m_shiftedresearch_2007_20132007-01-022013-12-3017500.019490174151640893-0.55592323187306030.0350591107444333040.277161793249515560.20879859811687650.2177154796626599430.9876144829833649301.7161315583398590.4542857142857143-0.0449524942738975461.1445063171661367
33KR000660trend_10m_shiftedvalidation_2014_20172014-01-022017-12-289800.2524026736301006-0.271574825070273530.9294037971479430.28208598512362070.95931355237472841.220030556900132613.6699347702704765951.0034340659340660.7071428571428572-0.042402489841977932.452663127344184
34KR000660trend_10m_shiftedoos_2018_source_end2018-01-012021-04-168110.03417786609352058-0.342857142857142970.099685442772768330.299232784496012870.26327371513429430.332392116986472420.0603583975728344211.8247293921731890.5893958076448829-0.0425125260650669051.1168412913615176
35KR000660trend_10m_shiftedgfc_2007_20092007-01-022009-12-307560.09904554993735148-0.29937412654539540.330842050648397560.23312769708051370.52030946677402850.444443490169613620.2540478317490066411.33668801463860930.2830687830687831-0.038904055287197671.3265947234823672
36KR000660trend_10m_shiftedcovid_20202020-01-022020-12-30247-0.1131055341377305-0.34285714285714286-0.32989114123504730.3112040200422069-0.23743358480345172-0.2384074652883537719.0973677297709442161.0061983471074380.4089068825910931-0.048502079149837140.8875504782146659
37KR000660trailing_12research_2007_20132007-01-022013-12-3017500.14754666337203926-0.469307827194183850.31439207876451930.31392190540651110.59692038773687220.750553646158677518.9190833646490586525.1483946750195770.5794285714285714-0.044564095919791112.6178361789830227
38KR000660trailing_12validation_2014_20172014-01-022017-12-289800.14185911787332173-0.45475319574709570.311947489759290430.265738786553607050.64478517671077560.817290244302449921.351907548344526204.7663118131868130.6744897959183673-0.0401533082042556251.6969202178067728
39KR000660trailing_12oos_2018_source_end2018-01-012021-04-168110.15647395808147935-0.34301199031320520.4561763509742110.290683558601717240.65526126974438870.943452831778010316.9389057654763854223.95358034970857640.6720098643649816-0.0388429478582321551.6128750565140728
40KR000660trailing_12gfc_2007_20092007-01-022009-12-307560.07078082310197775-0.469307827194183850.15081960922141410.32389991854633090.370032936364986240.4118795731594967525.20721864144316526.6834400731930470.458994708994709-0.048542039175195341.2270948564520843
41KR000660trailing_12covid_20202020-01-022020-12-302470.23840841388544098-0.25546198188205540.93324420381077330.287336779250116360.89636894997639281.430518722334272816.244259601830731964.0247933884297520.7368421052631579-0.035631722796219861.236778244361088
42KR000660kartsell_v11_originalresearch_2007_20132007-01-022013-12-3017500.007650424536767009-0.57868564031562950.0132203462532684890.321506312882527460.183958891493391670.2644915039055033630.90123880905336787.6510865309318720.6880571428571428-0.045873759477905621.0547373489592362
43KR000660kartsell_v11_originalvalidation_2014_20172014-01-022017-12-289800.20256217673597154-0.353016960758622770.57380295921383370.27157191404625770.83236611080905421.194273654829241219.1268461346559066178.5041037087912060.7751530612244898-0.039755673301482222.086092435762121
44KR000660kartsell_v11_originaloos_2018_source_end2018-01-012021-04-168110.06448961991327029-0.37770898128089260.170738910402850580.28697914176768460.365232947494672940.545534592572237223.47546234034779364310.8875520399666940.709987669543773-0.0390821344716956941.2281328123835107
45KR000660kartsell_v11_originalgfc_2007_20092007-01-022009-12-30756-0.035526893835401196-0.5786856403156295-0.061392388821025430.3517323901262220.071666919485349710.1056552564260804837.406376682685956171.7376944190301920.6722883597883598-0.049768496927972920.8974053355025998
46KR000660kartsell_v11_originalcovid_20202020-01-022020-12-302470.06466595350642623-0.33142558709218040.195114547653921780.274213091245867730.36738633951923830.539540053186466924.2887940649636072167.8483471074380170.6208502024291499-0.0377504126551641141.0642550689698884
47KR000660kartsell_v12_candidateresearch_2007_20132007-01-022013-12-3017500.03228444092206462-0.55138752311924750.058551272142374030.28821753045769820.254362922934218640.37078477914001425.8437394984173928871.67322826938136270.6131428571428571-0.040532348644122891.248796789991585
48KR000660kartsell_v12_candidatevalidation_2014_20172014-01-022017-12-289800.17676975274147178-0.332580734700646750.53150929773662570.23810167289203760.81995025294396871.118715331677884419.0791717348223676141.35463598901098910.6405102040816327-0.035810121968425511.9133669754882898
49KR000660kartsell_v12_candidateoos_2018_source_end2018-01-012021-04-168110.08960623388010669-0.289538956410153150.30947902482998830.234837144817164440.49026447623091070.686297077909559516.5680052273316366401.3381348875936720.5525893958076449-0.033356326736037921.3260145664533576
50KR000660kartsell_v12_candidategfc_2007_20092007-01-022009-12-30756-0.055664677253036254-0.5513875231192475-0.100953820895576850.32464777889038837-0.014985865952402729-0.02282014556538440334.034214157092856171.57060841720036580.6406084656084657-0.0446491856562639050.8424923788940795
51KR000660kartsell_v12_candidatecovid_20202020-01-022020-12-302470.10382765884679301-0.199634524497779520.52008869261462760.178501939789310920.65003553422428840.856658580120464714.210348733093872161.20743801652892580.38947368421052636-0.0272854053595040851.1031561568765191
52KR035900buy_holdresearch_2007_20132007-01-022013-12-301674-0.2055992848875967-0.95703125-0.214830273188672480.77062884909971540.066593519354005560.1053400722660207180.3603738508489215260.01.0-0.10646405706676470.19999999999999943
53KR035900buy_holdvalidation_2014_20172014-01-022017-12-289810.3233935206958787-0.364532019704433830.88714709055761230.381025787851275940.94089578951472051.720119369998470520.6408058625737355310.01.0-0.0448084059253946453.05555555555555
54KR035900buy_holdoos_2018_source_end2018-01-012021-04-158010.3184426101646445-0.60791826309067720.52382471377923630.50753318828839680.81753467808406681.23516472232504328.989226104913484560.01.0-0.066833488509543462.479999999999994
55KR035900buy_holdgfc_2007_20092007-01-022009-12-30689-0.47751376457189487-0.9277343750000001-0.51470957360170560.8763646918068945-0.37518288664622435-0.61279411864605174.979119353436435410.01.0-0.120518347438804140.14333333333333312
56KR035900buy_holdcovid_20202020-01-032020-12-302450.5966964692502665-0.437728937728938171.36316431887299250.58869607906069611.10181624221465021.822374324010002317.7050319255070081120.01.0-0.071861672418056691.5900621118012421
57KR035900trend_10m_shiftedresearch_2007_20132007-01-022013-12-301674-0.009502924369447663-0.684848484848485-0.01387595151291030.49365370974678980.22339582366499760.2251121689296472846.52632822625325561.57312059514487080.4199522102747909-0.074531306708929160.9354134392983943
58KR035900trend_10m_shiftedvalidation_2014_20172014-01-022017-12-289810.05262232410596401-0.422348285270152450.124594619988345580.305268732870311140.32194318214534020.424299530626192729.092267759362848432.25772664835164830.5188583078491336-0.041874753576224251.2268328899257772
59KR035900trend_10m_shiftedoos_2018_source_end2018-01-012021-04-158010.23111216022649916-0.56298543498516310.410511792783040450.431895422076510770.71485386577497090.87311135412023326.9793279643616126062.4350.6741573033707865-0.059922933855371371.980002303108525
60KR035900trend_10m_shiftedgfc_2007_20092007-01-022009-12-30689-0.11105529238422596-0.6090909090909091-0.182329584511415730.4719578422983217-0.03918851688653811-0.0347180579522860133.440886046642855560.66834400731930470.2772133526850508-0.075512502184549080.7030871694915248
61KR035900trend_10m_shiftedcovid_20202020-01-032020-12-302450.11355097620037924-0.40388349514563150.28114784972690020.476425945859882350.4670215582565060.56808078431408319.8635483757971621095.0448895027624310.5959183673469388-0.067998692230172171.1124857987698908
62KR035900trailing_12research_2007_20132007-01-022013-12-301674-0.104728354387146-0.7760014835470278-0.134958961558221260.4057603623246051-0.08725752151265395-0.0718057459772754653.9752117734594115269.1527016444792490.25507765830346474-0.06266928394951280.4613659579256004
63KR035900trailing_12validation_2014_20172014-01-022017-12-289810.3018976483011744-0.32897818319219760.91768288514377840.29516718459137751.06091408240697851.51537255325844715.4758179424497832925.5188873626373620.583078491335372-0.0375579893954902242.8624565197711407
64KR035900trailing_12oos_2018_source_end2018-01-012021-04-158010.13303662217460044-0.35229427011626180.37762925332477470.359197252984801260.53963601522705910.606469673796911222.9184128640269834566.3918750000000010.5555555555555556-0.04938323551744621.5073503321120374
65KR035900trailing_12gfc_2007_20092007-01-022009-12-30689-0.036108435706248554-0.5613112655518437-0.064328720840386390.4523494354329340.13368346856015320.0950325890815233228.336551059366525418.3543000914913090.16400580551523947-0.071475840004750050.8957870745774741
66KR035900trailing_12covid_20202020-01-032020-12-302450.23473332406633296-0.16149909128630691.45346529318976670.38972418356364660.74226657845192991.01735162981462910.872600568977317767.06284530386740350.5551020408163265-0.0509558388598523451.2324189002260713
67KR035900kartsell_v11_originalresearch_2007_20132007-01-022013-12-301674-0.15818690843506333-0.8427911180858594-0.187694085806618620.5671206191151892-0.03889417285403577-0.0543299159607068869.10725850633702152610.976091425215350.6141577060931899-0.083375926963461360.29996652089284803
68KR035900kartsell_v11_originalvalidation_2014_20172014-01-022017-12-289810.2312196564324096-0.299337520517360960.77243793572145710.28320905125998720.89164448600154741.500308188208250719.23183515511987574515.8417153159340650.6265035677879714-0.0349925409716311462.2914244110879762
69KR035900kartsell_v11_originaloos_2018_source_end2018-01-012021-04-158010.21751357852899322-0.51546710198433590.421973735455969170.4029367576693960.70717723355689321.005486681754938229.50894152858936860611.96193750.7431335830212235-0.05263370237182751.9090506759719237
70KR035900kartsell_v11_originalgfc_2007_20092007-01-022009-12-30689-0.3693881413049789-0.817412352106905-0.45189938756475820.6743613891693072-0.41446743480733167-0.600366282300033567.609747496863065416.48293687099725350.6544992743105952-0.097691168098465020.25164830477311445
71KR035900kartsell_v11_originalcovid_20202020-01-032020-12-302450.26300975195846776-0.27835898530035750.94485813588762910.438955816108862860.758894272187751.240840629776946315.41746362729864811915.8914019337016580.750408163265306-0.054052457035768951.2603883651214156
72KR035900kartsell_v12_candidateresearch_2007_20132007-01-022013-12-301674-0.059196720575692696-0.7818310638902997-0.075715488050751980.484169480099800650.106451352670445230.1383269921903036259.6584122373901415261.20129209083790120.42305854241338114-0.07314928398624080.6526664488969559
73KR035900kartsell_v12_candidatevalidation_2014_20172014-01-022017-12-289810.18113806523420584-0.37967088458370160.47709232545660860.27029627190882190.76336946942704081.177198247688224624.5025876743902527551.9065247252747250.5389398572884812-0.035084599162208341.9418376702122802
74KR035900kartsell_v12_candidateoos_2018_source_end2018-01-012021-04-158010.25149885349176415-0.423568379715115850.59376210674866140.35746015989735670.82871649736740971.057995757373876523.4342661370169986061.4610.5588639200998752-0.050052579294531032.0897775582488447
75KR035900kartsell_v12_candidategfc_2007_20092007-01-022009-12-30689-0.29998604630341363-0.7818310638902997-0.383696760283120830.6415852352465292-0.2915976800045207-0.397186309603191666.792600432572935410.93568161024702660.5567489114658927-0.095768609482474660.3439428588832688
76KR035900kartsell_v12_candidatecovid_20202020-01-032020-12-302450.0885782117260554-0.321959644081034170.275122094816830860.42314718906902220.413786226613881260.612103203042539819.5719348040526671521.81616022099447520.6761224489795918-0.0556327750731481641.0877564317703716