3.8 KiB
3.8 KiB
| 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 |