37 lines
9.6 KiB
CSV
37 lines
9.6 KiB
CSV
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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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