KArtSell.Aegis/research/original/results_us/asset_metrics.csv

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