212 lines
57 KiB
CSV
212 lines
57 KiB
CSV
symbol,strategy,period,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,buy_hold,research_2007_2013,2007-01-03,2013-12-31,1762,0.038966604621770706,-0.5647367075664625,0.06899959591733254,0.2346410048795407,0.2800802817909169,0.349689900444448,22.411594039539622,1365,0.0,1.0,-0.03618437678223488,1.3064299356299014
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SPY,buy_hold,validation_2014_2017,2014-01-02,2017-12-29,1007,0.09665426010446909,-0.1435128805620628,0.6734883985738863,0.12116541103544176,0.820909145220892,1.058234120994431,3.3308470511167676,286,0.0,1.0,-0.018635319586264226,1.4449076831447294
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SPY,buy_hold,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.10120510657061454,-0.3410474670449849,0.29674786166133693,0.20462190686748863,0.5739739560433235,0.6996154625421006,9.544030806026624,500,0.0,1.0,-0.03151500945315074,1.7811211871393196
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SPY,buy_hold,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.1508443682651721,-0.18998906889856926,0.7939634061036659,0.1605137936596865,0.9574246667413289,1.238850381233741,3.594812440567294,88,0.0,1.0,-0.023125545776803782,1.364519997475331
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SPY,buy_hold,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.07641975787554267,-0.5647367075664625,-0.13531926799100272,0.29881244788618727,-0.11654761208995211,-0.15062565396439415,27.363048719522638,562,0.0,1.0,-0.04588823981002598,0.7882860578623436
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SPY,buy_hold,covid_2020,2020-01-02,2020-12-31,253,0.16222085809454612,-0.34104746704498445,0.4756547805503832,0.33513205988181893,0.6139560075744162,0.692412628059644,10.437517211719747,125,0.0,1.0,-0.054910060147781034,1.1616230659292874
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SPY,buy_hold,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.19686781143876186,-0.2536057440706705,-0.7762750491325706,0.24268686214050286,-0.7751022551142511,-1.2463125100329848,15.632584101281726,250,0.0,1.0,-0.03353781671719894,0.8051835944079505
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SPY,trend_10m_shifted,research_2007_2013,2007-01-03,2013-12-31,1762,0.04191023869297816,-0.225727519930633,0.1856673865280465,0.12567343773194448,0.3897799508933091,0.37174416090005175,9.937456951020444,691,1.4301096319498825,0.5811577752553916,-0.020978204606619307,1.3325327592389218
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SPY,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-29,1007,0.053693092832521216,-0.20286782654434776,0.26467032129800866,0.11318166571982849,0.518010577653717,0.613788381074447,8.654913790218846,594,1.0027453671928621,0.8957298907646475,-0.01834437892317694,1.231991697431583
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SPY,trend_10m_shifted,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.10059630947579734,-0.3410474670449847,0.29496278141989113,0.17070005460139473,0.647535251916958,0.6523875357766006,8.290012817649522,282,2.5051440329218106,0.7660702451954937,-0.027003296417663553,1.7752333248465646
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SPY,trend_10m_shifted,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.09769715803355195,-0.1899890688985687,0.5142251530571502,0.15579888061763061,0.6772269402275903,0.832805101290063,4.8338547255126745,172,1.3561262376237624,0.9244604316546763,-0.02306899681718551,1.2290082664502187
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SPY,trend_10m_shifted,gfc_2007_2009,2007-01-03,2009-12-31,756,0.011901119061099807,-0.1528014670199116,0.07788615707170514,0.08018331974640192,0.1873789560929991,0.12058667378746822,8.490838370047788,691,1.3366880146386093,0.24603174603174602,-0.014728673282281434,1.0360376629480472
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SPY,trend_10m_shifted,covid_2020,2020-01-02,2020-12-31,253,-0.03050182631396703,-0.34104746704498445,-0.08943572159691135,0.2964968152381516,0.04578777841511295,0.04301985016505652,17.835438980133457,220,2.006868131868132,0.7509881422924901,-0.051635748060062485,0.9696009575136647
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SPY,trend_10m_shifted,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.05528235385466429,-0.12865546042578158,-0.429693024079265,0.13810636087195022,-0.33959443834906283,-0.30554890413898694,6.6053533804810245,250,3.0353185595567864,0.32669322709163345,-0.023867223746883565,0.9453429936529613
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SPY,trailing_12,research_2007_2013,2007-01-03,2013-12-31,1762,0.04631704661683145,-0.42185928034115716,0.10979264597278718,0.16204902441580127,0.36088724449009507,0.40774388463284583,16.631445714541957,1329,1.716131558339859,0.8609534619750284,-0.026386220899683777,1.3724453484666623
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SPY,trailing_12,validation_2014_2017,2014-01-02,2017-12-29,1007,0.06241817195273858,-0.20113825842693578,0.31032471117578164,0.10898703281023905,0.6092477849587624,0.7422002445454288,7.766411559230323,510,1.0027453671928621,0.9443892750744787,-0.017401332092615397,1.27319225797761
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SPY,trailing_12,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.0829693420012505,-0.3007906989706308,0.2758374586886798,0.15331362330043277,0.5968647168910857,0.7164856146225019,12.555829975289793,500,1.670096021947874,0.8999337309476475,-0.024794394002955553,1.6116491041642877
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SPY,trailing_12,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.12211088555846561,-0.1379073789339863,0.885455778380922,0.12971114048523935,0.955743772347016,1.1930626068909131,4.165640730224874,131,0.9040841584158416,0.9640287769784173,-0.01993431336451295,1.2902929183310436
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SPY,trailing_12,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.03276485100238147,-0.42185928034115716,-0.07766772601490375,0.17886540561398653,-0.0957943352461882,-0.10241461027277667,21.575288120272244,562,2.6733760292772186,0.7777777777777778,-0.0300257992781038,0.9051178735904506
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SPY,trailing_12,covid_2020,2020-01-02,2020-12-31,253,0.20471489602887716,-0.1635977889914404,1.2513304567923473,0.18337943951485386,1.100635917928161,1.1916386533207497,6.822791339038613,106,2.006868131868132,0.8616600790513834,-0.03168182978588065,1.2039472774371736
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SPY,trailing_12,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.27783582852690203,-0.30079069897062993,-0.9236849060749406,0.18378372574033133,-1.6646750897089015,-2.007145264975941,20.84206236296163,250,6.070637119113573,0.6215139442231076,-0.029567167231014126,0.7249045594534897
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SPY,kartsell_v11_original,research_2007_2013,2007-01-03,2013-12-31,1762,0.026915833916489884,-0.3034207595525803,0.08870795115067133,0.12602646323302963,0.27387732248029806,0.3544973035699253,15.04823160010266,1467,14.057977682067346,0.7213961407491486,-0.01972707296809661,1.2040848854732298
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SPY,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-29,1007,0.06453890423373232,-0.12038496745950222,0.5361043458805881,0.09897281800406925,0.680440109172644,0.8728345069309572,4.308838100603989,422,4.5374227865477,0.9160377358490567,-0.015483916235812379,1.283360574922966
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SPY,kartsell_v11_original,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.07100154580861484,-0.19598029930043592,0.36228919979232277,0.1304738906237296,0.5912358691597839,0.7449277486880207,8.843600909839008,500,10.337894375857339,0.8030152418820411,-0.020592373148011017,1.5079035448980196
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SPY,kartsell_v11_original,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.1296742630393024,-0.128516141655727,1.0090114857842356,0.12192174329540281,1.063872289481044,1.4425473376603843,3.6344005851453107,155,3.6615408415841575,0.935161870503597,-0.018066544992648547,1.3096108612277078
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SPY,kartsell_v11_original,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.026077692497883387,-0.3034207595525803,-0.08594564372041373,0.13526807664865628,-0.12722078470326986,-0.1666674162704358,16.243869186650517,619,7.251532479414457,0.6093253968253968,-0.021114696470836258,0.9239731297752052
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SPY,kartsell_v11_original,covid_2020,2020-01-02,2020-12-31,253,0.13203707741020576,-0.19598029930043648,0.6737262769855954,0.1862921231117732,0.7544995219038219,0.8919422396264699,8.110424024340286,131,8.729876373626373,0.8104743083003952,-0.030921463838806087,1.1315567077500994
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SPY,kartsell_v11_original,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.15650296142350728,-0.1735553508520834,-0.9017466799792914,0.10970109387370024,-1.4842725464359323,-2.094226132154501,13.234104234943334,250,4.401211911357341,0.46872509960159353,-0.01654883586149378,0.8451691649523765
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SPY,kartsell_v12_candidate,research_2007_2013,2007-01-03,2013-12-31,1762,0.04820864315362794,-0.3519488341836118,0.1369762831164188,0.14718904499812155,0.3937149098818588,0.4925491213153055,13.277649729179556,888,1.144087705559906,0.7679057888762769,-0.022894397998042527,1.3898892697508867
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SPY,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-29,1007,0.06950685376279697,-0.14351288056206157,0.4843248458993826,0.11317324184779218,0.6494292411748015,0.8202216489265509,3.4362918944079794,308,1.228363074811256,0.9240317775571003,-0.01790378490356832,1.3074186838754964
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SPY,kartsell_v12_candidate,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.04040685784746678,-0.29046706039354153,0.1391099486210975,0.15574289944648445,0.33277786080544136,0.3818478785292343,11.744028785966579,500,1.3945301783264745,0.8088800530152418,-0.025546098627034223,1.267673138731011
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SPY,kartsell_v12_candidate,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.08989157109535162,-0.1261397813509163,0.7126345878567565,0.11478643638574984,0.8094287276509713,1.006817436615686,3.564744672082506,186,1.6047493811881186,0.8240107913669065,-0.018346867415798534,1.2097585593131368
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SPY,kartsell_v12_candidate,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.0184791509510841,-0.3519488341836118,-0.05250521995320355,0.14875385906612743,-0.05066383937785596,-0.06772232236473069,18.34519286888422,619,0.9690988106129917,0.6732142857142857,-0.02242811962220217,0.945713473789615
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SPY,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-31,253,-0.011281647680484341,-0.2904670603935412,-0.03883968001466096,0.2371249273895566,0.07250323250797033,0.07336546985584491,15.889801529589366,220,2.107211538461538,0.7689723320158102,-0.04343857452430174,0.9887567437877226
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SPY,kartsell_v12_candidate,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.2095511866140386,-0.24293201669489606,-0.8625918866726356,0.18218475257617955,-1.1892068463465992,-1.667283829024835,16.640006828354526,250,0.8600069252077563,0.7027888446215138,-0.027750709983044703,0.792614620732585
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AAPL,buy_hold,research_2007_2013,2007-01-03,2013-12-31,1762,0.3124660653040927,-0.6086621454993839,0.5133653663441257,0.36064632319483897,0.9353119842856925,1.2903931959574628,22.57385571041712,456,0.0,1.0,-0.052055038083286084,6.69464399077817
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AAPL,buy_hold,validation_2014_2017,2014-01-02,2017-12-29,1007,0.20606913229058854,-0.32075187969924834,0.6424565071413093,0.22595983420968593,0.9409542353912815,1.3082068644531841,12.535881646629498,497,0.0,1.0,-0.032264278331235734,2.1115320117386345
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AAPL,buy_hold,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.2879703162546712,-0.387296936269229,0.7435388439388246,0.3168196499493554,0.9575399668146196,1.327783063161173,12.800749264108957,360,0.0,1.0,-0.04538565029400398,4.5507297760444425
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AAPL,buy_hold,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.12123226973265422,-0.33433711682495537,0.36260487882392745,0.27805240875276666,0.5517421837486468,0.7800552747863776,10.927198265945075,202,0.0,1.0,-0.03926250309921897,1.2880590037916138
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AAPL,buy_hold,gfc_2007_2009,2007-01-03,2009-12-31,756,0.3609070427929819,-0.6086621454993839,0.592951353163045,0.4479470642122103,0.9114474627386632,1.2709665155025147,27.537534777547805,456,0.0,1.0,-0.06402719400426528,2.5146513415082286
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AAPL,buy_hold,covid_2020,2020-01-02,2020-12-31,253,0.811135608728264,-0.31427261613691937,2.5809935930748606,0.46658574712358997,1.4976856829726417,2.0340460181610953,11.06097185803285,80,0.0,1.0,-0.06759061579783453,1.8074578579942095
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AAPL,buy_hold,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.2709744710730111,-0.30751057634195933,-0.881187484009268,0.3569610455308377,-0.7007653883176521,-1.1670849320943375,16.558070332300698,250,0.0,1.0,-0.04547558394568823,0.7317114377428617
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AAPL,trend_10m_shifted,research_2007_2013,2007-01-03,2013-12-31,1762,0.14724962355050852,-0.5849358465854058,0.2517363646117537,0.2594098539193062,0.6590827563082204,0.7655025485912383,26.198535317143016,926,1.4301096319498825,0.6549375709421112,-0.039489477548377755,2.613101607872476
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AAPL,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-29,1007,0.2174389438031885,-0.22466165413533823,0.967850720409106,0.1910530010885167,1.1237918757527716,1.3725420310145278,10.026874312640166,489,0.5013726835964311,0.7696127110228401,-0.028243393367713084,2.1920628065062093
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AAPL,trend_10m_shifted,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.20193655113699527,-0.3673029689317875,0.5497819735143422,0.2826414333980062,0.7922714473804712,0.9546311650597076,17.577639719917254,500,1.8371056241426613,0.7640821736249171,-0.0424938301160963,3.00818878158902
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AAPL,trend_10m_shifted,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,-0.06029032037832582,-0.3343371168249555,-0.18032793053572702,0.23497083040312733,-0.14984934582746529,-0.16348018060853164,13.656830130493674,307,2.260210396039604,0.6949458483754513,-0.037956182375719884,0.8714793711349959
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AAPL,trend_10m_shifted,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.04162759601250443,-0.5849358465854058,-0.07116608813685765,0.27937920247122494,-0.012309007861703825,-0.011535267894196278,36.3202421189746,747,2.6733760292772186,0.4444444444444444,-0.046871334127817965,0.8805254834776028
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AAPL,trend_10m_shifted,covid_2020,2020-01-02,2020-12-31,253,0.811135608728264,-0.31427261613691937,2.5809935930748606,0.46658574712358997,1.4976856829726417,2.0340460181610953,11.06097185803285,80,0.0,1.0,-0.06759061579783453,1.8074578579942095
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AAPL,trend_10m_shifted,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.2674211317727154,-0.2826992775989118,-0.945956190776431,0.2502530967515649,-1.1081484430334065,-1.243084482955867,19.387995833398776,250,3.0353185595567864,0.4940239043824701,-0.04011742599664905,0.7352362701144453
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AAPL,trailing_12,research_2007_2013,2007-01-03,2013-12-31,1762,0.21300530237767057,-0.4033459757953404,0.5280957668107502,0.24833880504697803,0.9020836514047801,1.102126344645337,16.507724149369494,337,4.862372748629601,0.7116912599318955,-0.037903522064723305,3.8584020996952724
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AAPL,trailing_12,validation_2014_2017,2014-01-02,2017-12-29,1007,0.20800333409662386,-0.22168753997820523,0.9382725529683504,0.19305112354355597,1.073791505898802,1.3991909707257848,10.023690993135371,489,2.0054907343857242,0.8222442899702085,-0.027983858944492585,2.1250725945353577
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AAPL,trailing_12,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.19977109602939525,-0.3802517657266338,0.5253653343269743,0.22657872252264724,0.9174481556301176,1.1013592821884932,15.333306292261677,500,4.342249657064472,0.7422133863485753,-0.03486310936363703,2.975882996851723
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AAPL,trailing_12,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.039430421856017306,-0.29642945669834664,0.13301789334702524,0.20078726121896456,0.2937316974406559,0.38960878841111496,13.78182329813885,229,3.616336633663366,0.7779783393501805,-0.02957597415649471,1.0893176932425948
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AAPL,trailing_12,gfc_2007_2009,2007-01-03,2009-12-31,756,0.3632634045313474,-0.4033459757953404,0.900624839048026,0.28431421221346925,1.2301507056303262,1.450003967868095,18.505224513827525,337,5.346752058554437,0.6851851851851852,-0.04445616272671282,2.52770313319995
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AAPL,trailing_12,covid_2020,2020-01-02,2020-12-31,253,0.5395018190674776,-0.21959021696311498,2.456857261351032,0.3078160563350916,1.5458928802060958,1.766097903202947,12.466156510541172,84,6.020604395604395,0.7114624505928854,-0.04828988309349759,1.5372302873825354
|
|
AAPL,trailing_12,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.3545821899624756,-0.36711040506317816,-0.9658734404475773,0.19379752712784667,-2.142769936049129,-2.0814348191391514,17.424307766145517,250,9.10595567867036,0.4262948207171315,-0.03538032406383213,0.6487145079374383
|
|
AAPL,kartsell_v11_original,research_2007_2013,2007-01-03,2013-12-31,1762,0.20792900612637855,-0.4664865948339241,0.4457341506252806,0.24669109827190286,0.8895383315371342,1.2360609166379826,19.26050527404256,456,8.823776429130774,0.7595913734392736,-0.036422810340617166,3.7469006164004934
|
|
AAPL,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-29,1007,0.19569405898986947,-0.19622528351406754,0.9972927824861062,0.17553676802742899,1.1043085947924183,1.5432483353178397,8.865992243405731,489,10.428551818805763,0.7914101290963258,-0.02489041313518768,2.040000326057882
|
|
AAPL,kartsell_v11_original,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.1864847959571676,-0.30207887958807567,0.6173380814026594,0.2580821507082153,0.7920702123505533,1.043380105959462,14.729781827372095,500,10.621810699588478,0.8297879390324717,-0.03795680607241255,2.783928838695913
|
|
AAPL,kartsell_v11_original,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.08877910216670792,-0.22994866867132657,0.3860822620965156,0.19850984802855146,0.5301258251908837,0.7362331238433554,9.979747746560209,218,7.7751237623762375,0.7842057761732852,-0.029227969552799177,1.2070286030010642
|
|
AAPL,kartsell_v11_original,gfc_2007_2009,2007-01-03,2009-12-31,756,0.1680043274756109,-0.4664865948339241,0.3601482429209415,0.2692705363111463,0.7103445862111969,0.9557942969980374,24.74080443779495,456,9.590736505032021,0.6552248677248677,-0.04106057114886261,1.5915693250257923
|
|
AAPL,kartsell_v11_original,covid_2020,2020-01-02,2020-12-31,253,0.6673382139284112,-0.3020788795880759,2.2091521752146797,0.43047901932393096,1.3953580423781666,1.8384707520211738,12.171341956327968,81,8.930563186813185,0.9397233201581028,-0.06316130716530155,1.6644236159280286
|
|
AAPL,kartsell_v11_original,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.25157152105578307,-0.27518076712539485,-0.9142045924348576,0.1994814050033418,-1.3410907856491823,-1.9480800939704808,19.990883488010358,250,8.245948753462603,0.5904382470119521,-0.02840372624098695,0.7509563170592082
|
|
AAPL,kartsell_v12_candidate,research_2007_2013,2007-01-03,2013-12-31,1762,0.26850886227944426,-0.3522678140654937,0.7622293367668358,0.2296804958471382,1.1506718853203353,1.6007089754746793,16.11720024352833,434,1.473012920908379,0.6560442678774122,-0.033257099806350124,5.275660426204975
|
|
AAPL,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-29,1007,0.17405170941288817,-0.24647390688485882,0.7061668783227307,0.1683139345445895,1.0359581115903982,1.4025850307980026,10.680130558713232,497,1.1782258064516127,0.7436941410129096,-0.024383138238816285,1.8966435914337307
|
|
AAPL,kartsell_v12_candidate,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.15150182828108982,-0.28677233621350307,0.5283000106687283,0.20790085087510646,0.7826485987785684,1.027829892534603,13.263359846895861,500,1.8788580246913582,0.6647117296222664,-0.031835715355744774,2.327196154923431
|
|
AAPL,kartsell_v12_candidate,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.10862128367138602,-0.19986512503563503,0.5434729228124183,0.16904385951336848,0.6980217093009706,0.9857398379361604,9.159244918890511,207,1.808168316831683,0.6568592057761733,-0.024220359001295776,1.2562286097364288
|
|
AAPL,kartsell_v12_candidate,gfc_2007_2009,2007-01-03,2009-12-31,756,0.3484107482757919,-0.3522678140654937,0.9890507573053929,0.26096649922559223,1.2734285011935402,1.7862903590714483,18.920576209266706,434,1.5371912168344006,0.6197751322751323,-0.03737248780965649,2.446184296970794
|
|
AAPL,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-31,253,0.42940035983099034,-0.1705598341482384,2.5175936759986897,0.2687747887646141,1.454123112709601,1.9224939746500227,10.07450327896859,100,2.859787087912088,0.5942687747035574,-0.03938973664728583,1.4276537875671957
|
|
AAPL,kartsell_v12_candidate,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.2673364241413466,-0.28548633670238377,-0.9364245842001251,0.22797319496321566,-1.2393237631722651,-1.639501338834888,19.240360870193037,250,1.7200138504155125,0.5770916334661356,-0.03577002223322115,0.73532029574096
|
|
AMZN,buy_hold,research_2007_2013,2007-01-03,2013-12-31,1762,0.39596608486672413,-0.6525490974013093,0.6067989158878724,0.44886163525066586,0.962128657312887,1.5843747911839872,18.05591165929357,504,0.0,1.0,-0.056163989486975145,10.304651162790709
|
|
AMZN,buy_hold,validation_2014_2017,2014-01-02,2017-12-29,1007,0.3095795847158027,-0.305344611438535,1.0138694875187613,0.29586638148990624,1.0570389400378861,1.4686754070296346,12.137602760593817,316,0.0,1.0,-0.04101920672407594,2.9325459515032923
|
|
AMZN,buy_hold,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.17290019514137334,-0.561452641226776,0.3079515215452292,0.35360614075602426,0.6277995725212276,0.8928116922196608,22.1876932344339,624,0.0,1.0,-0.050785734048022786,2.5984420292953314
|
|
AMZN,buy_hold,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.14592562965383582,-0.30876642154837686,0.47260848158961,0.31416340502991225,0.5927747372951088,0.8822667097623587,10.330524508628045,186,0.0,1.0,-0.04329151477521325,1.3516519678820582
|
|
AMZN,buy_hold,gfc_2007_2009,2007-01-03,2009-12-31,756,0.5163952505032676,-0.6525490974013093,0.7913508003608366,0.5722724584638134,1.0018814019533326,1.7771125785830375,24.05341545047152,504,0.0,1.0,-0.06822614568663442,3.4759689922480614
|
|
AMZN,buy_hold,covid_2020,2020-01-02,2020-12-31,253,0.7659944543917647,-0.22744698694141618,3.3677933688744046,0.38513565307256914,1.6586844258704967,2.566708764749631,7.8447976019871755,83,0.0,1.0,-0.050993722585964935,1.7625606113083423
|
|
AMZN,buy_hold,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.5002018849935816,-0.519848360812069,-0.9622072948584525,0.5007732822302371,-1.1230588428938835,-1.757233447190159,29.529915798346853,250,0.0,1.0,-0.0684750183069285,0.503847837952937
|
|
AMZN,trend_10m_shifted,research_2007_2013,2007-01-03,2013-12-31,1762,0.06840490090909501,-0.5521347709974114,0.12389167374031533,0.3035357344045084,0.367655445099484,0.4469990074554358,25.36093899811654,881,1.4301096319498825,0.6549375709421112,-0.043391509098133156,1.5883080815928035
|
|
AMZN,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-29,1007,0.23856428187128742,-0.3101391357861426,0.7692169556949761,0.26292097865155517,0.9424171655861366,1.1941498580875443,13.925770008862068,316,1.504118050789293,0.7904667328699106,-0.03673171580571091,2.3477757774171777
|
|
AMZN,trend_10m_shifted,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.16887188105340933,-0.308505057701678,0.5473877229484747,0.25198594012837255,0.7452335182429113,0.8560333381622336,17.518525236713884,624,1.670096021947874,0.6434724983432737,-0.038788801563682716,2.545461638440832
|
|
AMZN,trend_10m_shifted,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.05874487082571278,-0.3106344605036764,0.1891125367432231,0.30317311822741205,0.3405953843344253,0.4770339269279026,16.024692995555398,282,0.9040841584158416,0.9259927797833934,-0.04329151477521325,1.1346004358642363
|
|
AMZN,trend_10m_shifted,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.01966705602796437,-0.5521347709974114,-0.03562002804575511,0.31520356047016773,0.08966744787150337,0.08859286743848022,32.03868993754736,504,2.005032021957914,0.38756613756613756,-0.04556700501711147,0.9422925138983265
|
|
AMZN,trend_10m_shifted,covid_2020,2020-01-02,2020-12-31,253,0.7659944543917647,-0.22744698694141618,3.3677933688744046,0.38513565307256914,1.6586844258704967,2.566708764749631,7.8447976019871755,83,0.0,1.0,-0.050993722585964935,1.7625606113083423
|
|
AMZN,trend_10m_shifted,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.10458618069044412,-0.18504206168264326,-0.5652022018097423,0.10607712257866518,-0.9797008077439068,-0.4198201111621918,12.160311488548286,250,1.0117728531855956,0.0796812749003984,-0.01872666307994035,0.8965655296100579
|
|
AMZN,trailing_12,research_2007_2013,2007-01-03,2013-12-31,1762,0.30389466650032393,-0.28912310669089303,1.0510909002690796,0.3458151179755327,0.9333589967077894,1.5178647044659748,12.149324303487168,504,4.2903288958496475,0.7377979568671964,-0.04037499557523625,6.394843064568851
|
|
AMZN,trailing_12,validation_2014_2017,2014-01-02,2017-12-29,1007,0.18103686521654994,-0.42792286419172565,0.42305957537113176,0.24625404132241888,0.7958269222992552,1.0383861366370173,18.090011794992275,380,4.0109814687714485,0.7646474677259185,-0.03322187159695321,1.9420590453809288
|
|
AMZN,trailing_12,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.13176408118520033,-0.4037957087308284,0.3263137233413115,0.24458129778106003,0.6281969068356135,0.7596064840312153,23.786877698255008,721,5.010288065843621,0.6785950960901259,-0.03681100250337005,2.0983269048523954
|
|
AMZN,trailing_12,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.1377707919408424,-0.20789977471026333,0.6626788900221021,0.2572931552039872,0.6331785280770517,0.8104253398050281,9.536678226362783,106,3.1642945544554455,0.7617328519855595,-0.03703888701935924,1.3304650094228463
|
|
AMZN,trailing_12,gfc_2007_2009,2007-01-03,2009-12-31,756,0.4076875920781531,-0.28912310669089303,1.41008304989618,0.42892658196514405,0.9976030974143361,1.7557307368270736,14.356749733717006,504,5.346752058554437,0.6904761904761905,-0.04573097709953113,2.782279338405589
|
|
AMZN,trailing_12,covid_2020,2020-01-02,2020-12-31,253,0.4238728511875658,-0.26354128280273825,1.6083736357344682,0.2994343179082477,1.320691391689597,1.8096656135345541,12.311085254265254,83,6.020604395604395,0.7628458498023716,-0.04100832351473741,1.4221518902396961
|
|
AMZN,trailing_12,inflation_bear_2022,2022-01-03,2022-12-30,251,0.02583152485293816,-0.1788461687891082,0.14443432044327534,0.21521953880527592,0.22317886215512686,0.2393158081725933,10.266991994642929,95,5.058864265927978,0.2749003984063745,-0.03146165185530635,1.0255271487433397
|
|
AMZN,kartsell_v11_original,research_2007_2013,2007-01-03,2013-12-31,1762,0.29530947245825856,-0.4516668297936334,0.6538214741011322,0.3329883136106711,0.9388102711745385,1.5915775147354487,17.370639764737792,504,9.410121378230226,0.7961691259931895,-0.03946935715571028,6.106167592128296
|
|
AMZN,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-29,1007,0.19622270170336953,-0.28677039786699665,0.6842501986358337,0.23759140203151247,0.8709784002895347,1.1760415237001802,13.780075271533416,373,8.473198352779683,0.832969215491559,-0.03407186086238829,2.043600543219733
|
|
AMZN,kartsell_v11_original,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.12708438839952807,-0.4208827787845494,0.30194722807744717,0.24579568166720403,0.6096767176668303,0.840287478354942,22.61103600604484,836,11.490260631001375,0.7289927104042413,-0.03604924234659409,2.0469087632539256
|
|
AMZN,kartsell_v11_original,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.036686541095713565,-0.25722766760658644,0.14262284239121323,0.26280014467654744,0.26953249571627763,0.36903921944683765,13.353360762164021,282,12.770188737623762,0.8628158844765343,-0.0389714978952781,1.0829665745933335
|
|
AMZN,kartsell_v11_original,gfc_2007_2009,2007-01-03,2009-12-31,756,0.45111049325185526,-0.4516668297936334,0.9987682590239529,0.39146579145156735,1.1346414071747923,2.2463222080956147,20.499475741380305,504,9.958325709057641,0.6994708994708995,-0.04022357001831834,3.0470809380696555
|
|
AMZN,kartsell_v11_original,covid_2020,2020-01-02,2020-12-31,253,0.6112769599159018,-0.20834829594842286,2.93391869193509,0.3586132778958783,1.4997625480471006,2.306438605157833,8.904886444284614,83,11.539491758241757,0.9407114624505929,-0.04787615917979463,1.608648638336264
|
|
AMZN,kartsell_v11_original,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.2123412513893751,-0.23014906177791938,-0.9226248838427689,0.17796382836548855,-1.241705858798022,-1.9601420406578958,12.94683904808936,250,1.618836565096953,0.3615537848605578,-0.02396625640742497,0.7898494081788662
|
|
AMZN,kartsell_v12_candidate,research_2007_2013,2007-01-03,2013-12-31,1762,0.25398074612489063,-0.36339735877711066,0.6989064174257508,0.28650100659978395,0.9295294416136614,1.5047040292854053,13.640203348053904,439,2.030755677368833,0.6422247446083995,-0.03514351355253832,4.867388787610081
|
|
AMZN,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-29,1007,0.26819094682595623,-0.24091926138508557,1.1131984436781066,0.23839826128430933,1.1128496649881205,1.592878540704383,9.35107227062787,316,1.1531571722717913,0.8272095332671301,-0.0315437566609155,2.5799338912373826
|
|
AMZN,kartsell_v12_candidate,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.15966193817025864,-0.34270372908353386,0.46588911826909574,0.2156211581995077,0.7949173185036618,1.0698573170786831,15.582157452780411,624,1.6116426611796981,0.6313121272365806,-0.03183580309644178,2.4277045663982006
|
|
AMZN,kartsell_v12_candidate,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.10640332377023243,-0.19504691249999995,0.5455268294504916,0.24466107155432312,0.5380912839825505,0.7399861853426211,9.876410472748349,187,1.762964108910891,0.7702166064981949,-0.03481506758478882,1.250675536074608
|
|
AMZN,kartsell_v12_candidate,gfc_2007_2009,2007-01-03,2009-12-31,756,0.4425345839097068,-0.36339735877711066,1.2177705016869285,0.3457710968581076,1.222433386182036,2.386437590831907,16.100741845949226,439,1.8713632204940531,0.6416666666666667,-0.03610856863443554,2.993509398673774
|
|
AMZN,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-31,253,0.4895007615751792,-0.19592273094779233,2.498437823968556,0.2976592173776349,1.4779739098448825,2.0605990010866977,8.212814858527604,83,2.207554945054945,0.7229249011857707,-0.041941682678368106,1.4874710773418176
|
|
AMZN,kartsell_v12_candidate,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.2361837135133915,-0.2529097943784614,-0.9338654285565529,0.15971848077234826,-1.5932620989854547,-2.2013379707195764,16.572753202462533,250,1.0117728531855956,0.32390438247011955,-0.02446404549530173,0.7662146292861993
|
|
NVDA,buy_hold,research_2007_2013,2007-01-03,2013-12-31,1762,-0.056460288477524934,-0.8507840161861403,-0.06636265774082452,0.5256871452243027,0.15558949236942324,0.21433253546251718,59.899921133253855,1562,0.0,1.0,-0.0760917243832831,0.6660568767670074
|
|
NVDA,buy_hold,validation_2014_2017,2014-01-02,2017-12-29,1007,0.8674425450011563,-0.25278502014695403,3.4315425197936067,0.37668814458897365,1.8380480546277866,3.1091601726948563,6.912702567533581,97,0.0,1.0,-0.04511884207507018,12.078651685393273
|
|
NVDA,buy_hold,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.4747190553399403,-0.6636205656759349,0.7153471123312947,0.5136644397467044,1.013241244464127,1.4880512821243326,28.230730054380246,373,0.0,1.0,-0.07048986378439079,10.237105943152443
|
|
NVDA,buy_hold,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.7588556120862455,-0.3688683664592114,2.0572531588179928,0.4991214808703603,1.387979108173954,2.0252990245456273,11.524350331477603,115,0.0,1.0,-0.06861109545015502,3.4873389604620266
|
|
NVDA,buy_hold,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.0809979197825853,-0.8507840161861403,-0.09520385696205184,0.6498238214101052,0.20227801307897214,0.27309306468737155,54.56880996127262,556,0.0,1.0,-0.0953260603499055,0.7766505903874952
|
|
NVDA,buy_hold,covid_2020,2020-01-02,2020-12-31,253,1.2253783839407868,-0.3759135684779151,3.259734382300642,0.5782368884053415,1.665340669546761,2.239461487100684,10.032616559403507,56,0.0,1.0,-0.08115238375118367,2.2192945176370595
|
|
NVDA,buy_hold,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.5071855683035409,-0.6272700109558111,-0.8085602044496119,0.6321238036005866,-0.795234930440806,-1.423396065409133,41.320337002692895,250,0.0,1.0,-0.07807330356535645,0.49688891911189753
|
|
NVDA,trend_10m_shifted,research_2007_2013,2007-01-03,2013-12-31,1762,-0.10546719552361539,-0.6000947715047931,-0.17575089891076145,0.2923673724018252,-0.2347872087397819,-0.21476051549196867,42.33772288291729,1003,1.4301096319498825,0.4018161180476731,-0.046867156844965556,0.4587101374290958
|
|
NVDA,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-29,1007,0.7704460613472832,-0.25278502014695403,3.047831160641529,0.36434614222619377,1.7417127743614604,2.842669095938114,7.542158779890989,160,0.5013726835964311,0.958291956305859,-0.044572000119981595,9.763689200361336
|
|
NVDA,trend_10m_shifted,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.4203101958158755,-0.5159995206136142,0.8145553998113267,0.4385694381568288,1.0193562844641102,1.2763723356803853,26.92220629247804,386,0.6680384087791496,0.7514910536779325,-0.06253388213844788,8.173758780869418
|
|
NVDA,trend_10m_shifted,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.5832661822261109,-0.27354926353348163,2.1322162402923848,0.4772806122251457,1.206765503048072,1.6783788105905653,10.925757662735421,184,1.808168316831683,0.8880866425992779,-0.06590029693605355,2.76343918064146
|
|
NVDA,trend_10m_shifted,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.002559205078127458,-0.46386997595889634,-0.005517074203470823,0.30347711474530725,0.14505029470824243,0.11282256377569115,31.96140513560226,755,1.3366880146386093,0.32936507936507936,-0.05096672492365931,0.9923611622163907
|
|
NVDA,trend_10m_shifted,covid_2020,2020-01-02,2020-12-31,253,1.2253783839407868,-0.3759135684779151,3.259734382300642,0.5782368884053415,1.665340669546761,2.239461487100684,10.032616559403507,56,0.0,1.0,-0.08115238375118367,2.2192945176370595
|
|
NVDA,trend_10m_shifted,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.368972833937261,-0.46369642442149994,-0.7957206795320568,0.4387548213148004,-0.8222986568482055,-1.1245574154131206,33.78413359945607,250,1.0117728531855956,0.4103585657370518,-0.06564238639750411,0.6344167930366188
|
|
NVDA,trailing_12,research_2007_2013,2007-01-03,2013-12-31,1762,0.11483432898323276,-0.359560591763881,0.31937406827565534,0.31502943229332325,0.5019862748334427,0.5440326319850712,22.93205284156935,730,5.72043852779953,0.5278093076049943,-0.04719009736007247,2.138537564217249
|
|
NVDA,trailing_12,validation_2014_2017,2014-01-02,2017-12-29,1007,0.4486639465168145,-0.32019237777060927,1.4012324392001743,0.3363377471117009,1.262024330005541,1.894042748117435,13.07772238465925,281,4.261667810569664,0.8162859980139027,-0.04254209091096341,4.386395481711372
|
|
NVDA,trailing_12,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.31770352458958384,-0.3461279426499856,0.9178788691754213,0.3576737255259764,0.947913401456355,1.1931730004550813,16.835665002891606,489,6.513374485596708,0.6209410205434063,-0.05000777168110876,5.2171107005862325
|
|
NVDA,trailing_12,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.3292994363054882,-0.4276189490405137,0.7700768103105963,0.3655847833355458,0.9675003072049654,1.0498184380431617,23.7611276961118,338,6.328589108910891,0.6534296028880866,-0.05419677341635203,1.8770522245751127
|
|
NVDA,trailing_12,gfc_2007_2009,2007-01-03,2009-12-31,756,0.1246247190474814,-0.33718231953150735,0.3696063281747372,0.3686027136929533,0.5026280533073405,0.5058194157794548,22.64980533923018,556,7.351784080512352,0.458994708994709,-0.058632144111265626,1.4211464482082339
|
|
NVDA,trailing_12,covid_2020,2020-01-02,2020-12-31,253,1.0363846412883837,-0.22412165861251288,4.624205655555155,0.3832797417905475,2.0351826237274424,2.6273988324499027,10.86820865046326,83,6.020604395604395,0.7509881422924901,-0.05444007841392226,2.031434378053273
|
|
NVDA,trailing_12,inflation_bear_2022,2022-01-03,2022-12-30,251,0.04157864343567974,-0.22346804682904753,0.18606079941033937,0.3567624712178883,0.28813829859243606,0.3121035416578725,12.614884797791841,170,6.070637119113573,0.3187250996015936,-0.05339890252472564,1.041085035540864
|
|
NVDA,kartsell_v11_original,research_2007_2013,2007-01-03,2013-12-31,1762,0.05870638897536762,-0.5398427431819761,0.10874720410121032,0.3186134978742391,0.33789738357439963,0.47822371873759284,32.204249781749496,811,11.648242952231792,0.6251702610669694,-0.0454665685375736,1.4901919062183269
|
|
NVDA,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-29,1007,0.6889666366639733,-0.22546232975892055,3.05579489664931,0.34405842558497834,1.687573554296505,2.722958502981554,7.669608493412612,143,17.911539121482498,0.8953326713008937,-0.04246375453130938,8.090800876226277
|
|
NVDA,kartsell_v11_original,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.5038173835623585,-0.4774293320103885,1.055271115079699,0.4082739868292765,1.2021272153436722,1.8091061004496032,20.84054201755063,368,8.45068587105624,0.7933730947647449,-0.05326048027527193,11.507672745065475
|
|
NVDA,kartsell_v11_original,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.563599740722792,-0.3319299163628049,1.6979480093224502,0.43938624465874426,1.2448506981492375,1.7305662735408973,13.623205343612472,139,6.780631188118811,0.9145306859205776,-0.061362506107538274,2.68807520013374
|
|
NVDA,kartsell_v11_original,gfc_2007_2009,2007-01-03,2009-12-31,756,0.1335444216873929,-0.5398427431819761,0.24737652468985077,0.3913611446364062,0.5157044637531232,0.7390846668970826,33.23989858934634,556,8.655054894784996,0.6891534391534392,-0.05605819695741656,1.455143284945805
|
|
NVDA,kartsell_v11_original,covid_2020,2020-01-02,2020-12-31,253,1.1507982794423155,-0.38412610501121225,2.995886674790626,0.5667009659318225,1.627769979787553,2.170412828246076,10.403123211090666,83,7.726442307692307,0.9741106719367588,-0.0798482420352208,2.1451685440961206
|
|
NVDA,kartsell_v11_original,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.3752487042088134,-0.41853400820230524,-0.8965787650580376,0.3252408871598056,-1.2723400589015457,-1.9597282978787842,31.34303432452583,250,8.751835180055402,0.4693227091633466,-0.04373669474590991,0.6281802666785438
|
|
NVDA,kartsell_v12_candidate,research_2007_2013,2007-01-03,2013-12-31,1762,0.03599501722881904,-0.48664809111465057,0.07396518734178881,0.2823095684109093,0.26582658631284795,0.3621586545044797,30.68525823514448,822,1.4587118245888802,0.5604710556186152,-0.04145218380538014,1.2805249271788985
|
|
NVDA,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-29,1007,0.6012814814127245,-0.1714559200598924,3.5069158370424707,0.3053934495967515,1.6856170818069436,2.7471048449981867,7.2031801112015446,165,1.9052161976664377,0.7046673286991062,-0.03677904883056521,6.540809739984589
|
|
NVDA,kartsell_v12_candidate,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.40928532835022247,-0.2957500993911705,1.383889064425591,0.30647299456682736,1.2706901618236932,1.9610680103183424,15.569129745080437,340,1.7201989026063103,0.6227965540092777,-0.04050538299058152,7.801136339369044
|
|
NVDA,kartsell_v12_candidate,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.4673642938779834,-0.2728779640672855,1.7127227384426762,0.42097216518160424,1.128227843922329,1.4598759024545145,12.570595866581082,189,1.808168316831683,0.7665162454873646,-0.06200422356879919,2.3356754058017284
|
|
NVDA,kartsell_v12_candidate,gfc_2007_2009,2007-01-03,2009-12-31,756,0.08343665614056617,-0.48664809111465057,0.17145172798162508,0.3225569761767905,0.4099444525700626,0.5316457656959963,26.458804400544928,556,1.4703568161024705,0.5449074074074075,-0.05016516901792557,1.2710087382714088
|
|
NVDA,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-31,253,0.7670153776803095,-0.2055711339930274,3.7311433895496497,0.338548695374321,1.8403139807732853,2.486656912181708,11.355499204326078,83,2.809615384615385,0.6822134387351779,-0.04907993166417733,1.7635760613583316
|
|
NVDA,kartsell_v12_candidate,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.1582803160444658,-0.18678485215886753,-0.8473937485564539,0.14191241382526565,-1.1336525286170032,-1.7636517558419407,11.988747782276615,250,0.8094182825484765,0.2199203187250996,-0.01980289933790016,0.8434089874145081
|
|
TSLA,buy_hold,research_2007_2013,2010-06-29,2013-12-31,884,0.6898603845465467,-0.38455032421764945,1.7939404574681794,0.6026867374533766,1.1690720642521057,1.7566934558915879,19.100300716899294,324,0.0,1.0,-0.0796375223447832,6.296735035579712
|
|
TSLA,buy_hold,validation_2014_2017,2014-01-02,2017-12-29,1007,0.20004118915559754,-0.49772759054677573,0.4019089818505811,0.4057482818198681,0.6508288604794271,0.9652464154857552,19.762833963290873,648,0.0,1.0,-0.05621207207068036,2.069747189704115
|
|
TSLA,buy_hold,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.5137658435020171,-0.7363221699148724,0.6977459928463305,0.6375612856000303,0.9686349794688074,1.4250596667983018,30.879664132620437,540,0.0,1.0,-0.08843067128928894,11.97109362453827
|
|
TSLA,buy_hold,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.1942006976092554,-0.5376568165715001,0.36119824323557087,0.6127850414316803,0.5921316534826774,0.9762998846642357,24.649268867256893,248,0.0,1.0,-0.07799869324908881,1.4808435286542214
|
|
TSLA,buy_hold,covid_2020,2020-01-02,2020-12-31,253,7.496357431699227,-0.6062653964378368,12.36481164147699,0.8930266950029666,2.835046631155805,3.974448401470251,17.85936706798835,75,0.0,1.0,-0.12621002833796285,8.434369994980015
|
|
TSLA,buy_hold,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.6546140683730763,-0.7271999866642225,-0.9001843789572813,0.6667567683267975,-1.2446095760032883,-1.847561570238147,37.13211926966342,250,0.0,1.0,-0.09140511153297795,0.34968489184125306
|
|
TSLA,trend_10m_shifted,research_2007_2013,2010-06-29,2013-12-31,884,0.4078225633989354,-0.4598905196138722,0.8867818448211252,0.4988811083275397,0.9329105816119959,1.0727329502267229,19.365823921128307,702,2.2810304449648715,0.6244343891402715,-0.07129652946049472,3.3188323743614516
|
|
TSLA,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-29,1007,0.07364042686172789,-0.5395109980201328,0.13649476494820198,0.35740458695507815,0.3761837366659347,0.4519202115277001,31.067036037068416,837,2.506863417982155,0.6484607745779544,-0.053782327869526886,1.3276924220023956
|
|
TSLA,trend_10m_shifted,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.3763391282404691,-0.606265396437837,0.6207498076777614,0.5210713714194869,0.8727311915017885,0.9836555184947293,29.452409840250446,540,2.171124828532236,0.5692511597084162,-0.07588203365135668,6.77085630442643
|
|
TSLA,trend_10m_shifted,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,-0.03253531456333425,-0.5376568165715001,-0.060513162970393684,0.5033940589465784,0.18060339557176527,0.24299765155038272,31.51125423990483,313,3.1642945544554455,0.658273381294964,-0.06909577089495281,0.9294419135231711
|
|
TSLA,trend_10m_shifted,covid_2020,2020-01-02,2020-12-31,253,7.496357431699227,-0.6062653964378368,12.36481164147699,0.8930266950029666,2.835046631155805,3.974448401470251,17.85936706798835,75,0.0,1.0,-0.12621002833796285,8.434369994980015
|
|
TSLA,trend_10m_shifted,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.28578648878942503,-0.4764373468469224,-0.5998406520411742,0.46709313879310627,-0.4806461732301626,-0.4845429285491689,32.8488897263476,250,1.0117728531855956,0.4103585657370518,-0.07674186472801142,0.7170160856564268
|
|
TSLA,trailing_12,research_2007_2013,2010-06-29,2013-12-31,884,0.41469160457788856,-0.3177941251243299,1.304906452929706,0.4475305349388059,0.9927931003993525,1.2575982765399165,15.842507441719382,210,7.413348946135832,0.5565610859728507,-0.05962844918845739,3.3759732880431716
|
|
TSLA,trailing_12,validation_2014_2017,2014-01-02,2017-12-29,1007,0.14732304470621171,-0.36580091823802685,0.4027410467306387,0.29445607562869375,0.611999718605814,0.7023047168493518,20.475927987798475,691,6.517844886753603,0.5749751737835154,-0.04382873600817772,1.7301717819344307
|
|
TSLA,trailing_12,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.32118153689810547,-0.39716329856900057,0.8086888643924017,0.3913350736649271,0.9057604240452558,0.9295096711888916,23.375263734045706,471,8.016460905349795,0.45129224652087474,-0.057560521364037054,5.30010749489179
|
|
TSLA,trailing_12,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.09251838254878564,-0.29730783474349376,0.3111871660853038,0.37581997520431093,0.42549256643003497,0.4217237926808262,16.8777462112198,188,7.684715346534653,0.46402877697841727,-0.06031278643236167,1.2162180681915802
|
|
TSLA,trailing_12,covid_2020,2020-01-02,2020-12-31,253,1.8751473858355148,-0.3070994019884,6.105994911401176,0.5978874164883387,2.0506720780387604,2.3342361936614857,19.06295024757461,103,12.04120879120879,0.5098814229249012,-0.08033181038551375,2.864774443593317
|
|
TSLA,trailing_12,inflation_bear_2022,2022-01-03,2022-12-30,251,0.16019640092106213,-0.20924636060986235,0.7655875134657498,0.25162194173199953,0.7094770175331864,0.5968447383064213,11.144308835662441,96,4.0470914127423825,0.22310756972111553,-0.037437022884903984,1.1581921948386682
|
|
TSLA,kartsell_v11_original,research_2007_2013,2010-06-29,2013-12-31,884,0.5512655543264471,-0.3809419397776319,1.4471117426667133,0.5256000171451068,1.095139538109764,1.562216856988631,22.61354566816191,602,11.062997658079626,0.7928733031674208,-0.07098072765545348,4.6641440647880765
|
|
TSLA,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-29,1007,0.08278118824668512,-0.41844669921239963,0.19782970782777323,0.3094238686498872,0.41070275655809335,0.5672522101730361,24.930980582544308,698,13.599734042553191,0.71266137040715,-0.04568401535159151,1.373360456703075
|
|
TSLA,kartsell_v11_original,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.3722043220439699,-0.6049127954541018,0.6153024449822722,0.48320779369201977,0.8962760477600399,1.2242391834101056,33.63847434748897,540,13.310665294924553,0.6869449966865473,-0.06857377683498897,6.6499694906195
|
|
TSLA,kartsell_v11_original,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,-0.001555373501615942,-0.43435792345423385,-0.0035808567488462635,0.4304084940643751,0.21086340823199137,0.31396991543305003,24.592203256081987,313,17.335813737623763,0.7147482014388491,-0.060405990218163404,0.9965624717578363
|
|
TSLA,kartsell_v11_original,covid_2020,2020-01-02,2020-12-31,253,6.434718600544683,-0.5370869448255129,11.980776413463511,0.8211842069995497,2.8447839084404265,4.067691171509879,17.669551190200103,77,9.432280219780218,0.9567193675889328,-0.11419572973682894,7.383848800347114
|
|
TSLA,kartsell_v11_original,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.5098859436587709,-0.5729357985580219,-0.8899530190678671,0.39353481243772365,-1.5986374930163547,-2.12720665427005,38.13949091396975,250,12.596572022160665,0.5398406374501992,-0.05832123177441388,0.4941978126562515
|
|
TSLA,kartsell_v12_candidate,research_2007_2013,2010-06-29,2013-12-31,884,0.45896403450487133,-0.4293051120332865,1.069085882371895,0.43951871803741654,1.0750739910248357,1.479838991021192,28.45885279988228,612,1.824824355971897,0.5755090497737556,-0.06138670631923512,3.761274385424101
|
|
TSLA,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-29,1007,0.08595564066288808,-0.3115813731477206,0.2758689962577979,0.23818104592398326,0.46518709274443426,0.5644810253593967,18.21848950615195,469,1.504118050789293,0.500248262164846,-0.038687002541210054,1.3894923154862584
|
|
TSLA,kartsell_v12_candidate,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.29973524379063243,-0.4503027534412084,0.6656304930406469,0.35517155212657503,0.9141804452847713,1.2376347569980015,24.619002132472996,540,2.004115226337449,0.4390987408880054,-0.04848631193936108,4.805367902472419
|
|
TSLA,kartsell_v12_candidate,frozen_oos_2024_latest,2024-01-02,2026-03-20,556,0.19590507412136482,-0.2445060965586513,0.8012277684633183,0.32894110561564166,0.7081078853198107,1.0467597505417667,13.106809809813996,218,1.5595451732673267,0.5052158273381294,-0.04575425489119833,1.4855229707464237
|
|
TSLA,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-31,253,3.907047223722259,-0.30208576561826084,12.933569430939388,0.6082570955155574,2.9037235784235267,4.016864682311609,13.07556319692368,102,3.0103021978021975,0.5691699604743083,-0.07685864198834816,4.880406918221863
|
|
TSLA,kartsell_v12_candidate,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.30693345659929494,-0.3388621450604168,-0.9057767622422706,0.18011623583199543,-1.9281325500004256,-2.464865573012097,17.037246041267334,250,1.2141274238227149,0.2683266932270917,-0.028517732773989835,0.696029514769268
|
|
AIG,buy_hold,research_2007_2013,2007-01-03,2013-12-31,1762,-0.37991332941647726,-0.9951823812801102,-0.3817524672490605,0.9168155405938149,-0.0536361265257786,-0.0670104918515118,86.45767624010838,1658,0.0,1.0,-0.13220906261288867,0.03537768537768535
|
|
AIG,buy_hold,validation_2014_2017,2014-01-02,2017-12-29,1007,0.039494617530406284,-0.24403470715835018,0.16184016605793233,0.19231108659967408,0.29751670251573287,0.3989126776288583,8.28544095916489,328,0.0,1.0,-0.027774813261626466,1.1670910871694447
|
|
AIG,buy_hold,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.02169344161982556,-0.7101851851851848,0.030546175944474077,0.38133388492169806,0.24904548743380098,0.30984469277415627,26.99956059273554,1465,0.0,1.0,-0.05724170503167848,1.1371265525344083
|
|
AIG,buy_hold,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.04317047287200948,-0.1804605563155499,0.23922387115177904,0.23259219017499802,0.2996623332204266,0.38195573879119094,7.780774729286728,242,0.0,1.0,-0.03612052631409742,1.0980073800738013
|
|
AIG,buy_hold,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.7259830522744373,-0.9951823812801102,-0.7294974930530825,1.3135894011089255,-0.31125089618136503,-0.40473765102602205,69.01532049238864,652,0.0,1.0,-0.19789318058648933,0.02077616077616072
|
|
AIG,buy_hold,covid_2020,2020-01-02,2020-12-31,253,-0.2631901994128708,-0.6552230585643475,-0.4016803071453928,0.7067279164811198,-0.0700831892610229,-0.08983451695281577,40.89350495979362,225,0.0,1.0,-0.10680588588648081,0.7375803623611922
|
|
AIG,buy_hold,inflation_bear_2022,2022-01-03,2022-12-30,251,0.11359875108400974,-0.2636476426799004,0.430873380582174,0.3264166310956452,0.48954372003536245,0.7640125011630626,13.023182105999405,193,0.0,1.0,-0.043016454528136974,1.1122054168132252
|
|
AIG,trend_10m_shifted,research_2007_2013,2007-01-03,2013-12-31,1762,-0.031249061272352274,-0.5731045166796069,-0.05452593787499673,0.27593179292387354,0.022777411970079275,0.0214502996589051,34.121083711785865,1761,0.8580657791699295,0.46140749148694665,-0.04321659167206191,0.8009193099414211
|
|
AIG,trend_10m_shifted,validation_2014_2017,2014-01-02,2017-12-29,1007,0.03175437477161003,-0.24809894333627303,0.12799076991057629,0.16280772394858395,0.2733696473542598,0.31873674737359364,13.13827734257293,611,3.008236101578586,0.7249255213505462,-0.024531741754264643,1.1328087536747136
|
|
AIG,trend_10m_shifted,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.023969264658521672,-0.40932488180817495,0.05855804453576944,0.20191109177505015,0.2182062753953256,0.23626971011275807,16.231523149287284,443,1.670096021947874,0.5288270377733598,-0.03239720584067673,1.152377548334049
|
|
AIG,trend_10m_shifted,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.048008625254088555,-0.19784509298254227,0.24265764963058653,0.19173838139433425,0.3423852762952124,0.369615045158995,10.406269637711546,458,4.068378712871287,0.7166064981949458,-0.031020228629321422,1.1093045625936055
|
|
AIG,trend_10m_shifted,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.14247775229835902,-0.40912607063974393,-0.3482490179019118,0.21939204250216973,-0.58828931824748,-0.28173770059066566,10.415347221060127,755,0.6683440073193047,0.13624338624338625,-0.03446106457091164,0.6313043621603877
|
|
AIG,trend_10m_shifted,covid_2020,2020-01-02,2020-12-31,253,-0.022305500326539995,-0.052362948960302136,-0.4259786885465606,0.05519046166847078,-0.3781124105373381,-0.17689202014848665,4.900375895694041,241,2.006868131868132,0.08300395256916997,-0.0005003929026811079,0.977769981239042
|
|
AIG,trend_10m_shifted,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.10290977889032527,-0.24906947890818876,-0.41317699519602546,0.27819369460773247,-0.24882243251074795,-0.31290480091043826,16.21630780671507,193,2.0235457063711912,0.6613545816733067,-0.04193635837161544,0.898224538116996
|
|
AIG,trailing_12,research_2007_2013,2007-01-03,2013-12-31,1762,-0.007166450689963355,-0.6153350156712019,-0.011646421067304704,0.3264628996821976,0.1409771170713361,0.13260533572904662,42.218777583300955,1658,5.434416601409554,0.518161180476731,-0.047756143522955555,0.9509520672266222
|
|
AIG,trailing_12,validation_2014_2017,2014-01-02,2017-12-29,1007,-0.05373883962989845,-0.29149403958448006,-0.18435656422512886,0.1686926449929049,-0.24202477828267885,-0.2850927236502006,17.754922251120462,827,3.2589224433768016,0.8301886792452831,-0.025944721978783558,0.8022445432754544
|
|
AIG,trailing_12,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.07626217828219128,-0.31950207518441887,0.2386907134739961,0.2472994063275153,0.42060069320713667,0.5074447375668569,17.840711312617902,541,4.175240054869684,0.7190192180251822,-0.037207863545611064,1.5527989577655832
|
|
AIG,trailing_12,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,-0.03971157264398184,-0.2388634287661875,-0.16625220884212327,0.22154331939202998,-0.07267878711801093,-0.08580240664991308,11.695137520956534,242,2.7122524752475248,0.8826714801444043,-0.03575678970384371,0.9142591625116522
|
|
AIG,trailing_12,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.2060429486950297,-0.6010691067488432,-0.34279410866665083,0.3703544186291857,-0.43704843489314604,-0.34366244793384537,41.659955146528446,652,6.3492680695333945,0.36243386243386244,-0.05374309218418168,0.5013551352650337
|
|
AIG,trailing_12,covid_2020,2020-01-02,2020-12-31,253,0.18903883283117806,-0.24943720936767955,0.7578614005119337,0.3652090923158516,0.6515199427309328,0.752906754748702,16.277078724487637,117,7.024038461538462,0.5533596837944664,-0.05365546194766475,1.1883344677606476
|
|
AIG,trailing_12,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.060889512530387435,-0.2875955225492468,-0.21171926457916582,0.25060885506501357,-0.12376772639240934,-0.13937997891378992,19.273335416582977,213,6.070637119113573,0.6254980079681275,-0.040373763611262985,0.9397972188228495
|
|
AIG,kartsell_v11_original,research_2007_2013,2007-01-03,2013-12-31,1762,-0.039640232059296565,-0.7045487697414243,-0.056263290437431154,0.3936309589805428,0.09028699697870864,0.12354427929094448,42.04649806770919,1658,11.819856108065778,0.6449205448354143,-0.055565118655546,0.7536504491388759
|
|
AIG,kartsell_v11_original,validation_2014_2017,2014-01-02,2017-12-29,1007,-0.028683435947571834,-0.21679281611684464,-0.13230805550361202,0.13591354076317042,-0.14535452808586852,-0.17484486262552923,12.416040533888602,616,21.559025394646532,0.7154419066534261,-0.02149962265283068,0.8903927121812769
|
|
AIG,kartsell_v11_original,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.05678331420360938,-0.35502741836761875,0.15994064476679995,0.2004998857888514,0.3755921564534409,0.5183365596234989,13.193328255691661,475,15.339831961591223,0.619946984758118,-0.029298755724796986,1.391938893845016
|
|
AIG,kartsell_v11_original,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,-0.07026420584259774,-0.25086381024759885,-0.28008904821005476,0.17859882914438496,-0.32026351290004373,-0.3568545813133354,14.263884085337923,466,21.087762995049506,0.7190433212996389,-0.03051152722117215,0.8511488633038362
|
|
AIG,kartsell_v11_original,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.1926005423381708,-0.7045487697414243,-0.27336722539286656,0.49810345967456604,-0.18718089873068197,-0.2639642319184692,35.11953774814965,652,1.8045288197621225,0.5333994708994709,-0.07103844456741588,0.5271872513458568
|
|
AIG,kartsell_v11_original,covid_2020,2020-01-02,2020-12-31,253,-0.04327894773238117,-0.29354127910958117,-0.14743734804066452,0.25420430792424503,-0.045990187242988693,-0.06291243783638133,16.64556762132411,199,6.973866758241759,0.4270750988142292,-0.03657346242189625,0.9568659249846319
|
|
AIG,kartsell_v11_original,inflation_bear_2022,2022-01-03,2022-12-30,251,0.05613977457915764,-0.18345117269683608,0.3060202546207319,0.2249784121342505,0.35295009706965336,0.4805473098946066,11.325179541914787,225,17.351904432132965,0.6472111553784861,-0.03387687317889497,1.0554687505353633
|
|
AIG,kartsell_v12_candidate,research_2007_2013,2007-01-03,2013-12-31,1762,-0.006035226693061002,-0.6378864582068315,-0.009461286746902706,0.2639535543661601,0.1086820098351842,0.14338503180576392,35.79440553464087,1658,1.0010767423649178,0.5275822928490352,-0.03934880228666931,0.9585543561161578
|
|
AIG,kartsell_v12_candidate,validation_2014_2017,2014-01-02,2017-12-29,1007,0.0255714498099191,-0.19939888109340764,0.12824269459135154,0.14039168346000977,0.25018685779002126,0.30139155000738943,7.920791826177544,347,1.1030199039121482,0.6953326713008938,-0.021246178107178597,1.1059706375264615
|
|
AIG,kartsell_v12_candidate,rolling_oos_2018_2023,2018-01-02,2023-12-29,1509,0.001441895893360412,-0.3663588347417416,0.003935747569392866,0.1991811693037605,0.10677151897048065,0.1383608822241593,18.965580671176777,778,1.5030864197530864,0.5970178926441353,-0.03146289639940618,1.0086647155278243
|
|
AIG,kartsell_v12_candidate,frozen_oos_2024_latest,2024-01-02,2026-03-20,554,0.023593138047782736,-0.19083197892771397,0.12363304190604069,0.23051430929970898,0.21758655550318723,0.27436958565943126,8.326656530365941,242,0.5424504950495048,0.983754512635379,-0.03612052631409742,1.0529399188554098
|
|
AIG,kartsell_v12_candidate,gfc_2007_2009,2007-01-03,2009-12-31,756,-0.17301923621035287,-0.6378864582068315,-0.2712382963838562,0.2854987114836177,-0.521667003683718,-0.6974506861025075,35.82590944872476,652,0.40100640439158286,0.43584656084656087,-0.043476158854492464,0.5663793456570145
|
|
AIG,kartsell_v12_candidate,covid_2020,2020-01-02,2020-12-31,253,-0.03425199816177915,-0.20934764512210868,-0.16361300907779774,0.20675147116718087,-0.06478705359184377,-0.1003555708463554,13.334402527992133,199,1.2041208791208793,0.38735177865612647,-0.028916050985432117,0.9658631989339136
|
|
AIG,kartsell_v12_candidate,inflation_bear_2022,2022-01-03,2022-12-30,251,-0.053302738758497115,-0.22929793921244013,-0.23246060972712518,0.2583678690434468,-0.08163438345205384,-0.10373917794829716,15.475824714615076,193,1.618836565096953,0.6496015936254981,-0.04050650512163038,0.947300845502617
|
|
AAMRQ,buy_hold,research_2007_2013,2012-01-05,2013-12-06,484,5.280061145634115,-0.624817518248175,8.45056515130694,1.0519404291555188,2.250354948350644,3.7264959008030933,28.733617586558356,219,0.0,1.0,-0.10863800698124862,34.000000000000014
|
|
AAMRQ,trend_10m_shifted,research_2007_2013,2012-01-05,2013-12-06,484,3.941233680559143,-0.6248175182481751,6.307815586876199,0.954267522862067,2.1285260686432834,2.523183672520767,26.703279720760055,236,1.0420827389443652,0.5661157024793388,-0.10192543447293635,21.46011582377357
|
|
AAMRQ,trailing_12,research_2007_2013,2012-01-05,2013-12-06,484,1.4206482020164874,-0.549891054014899,2.5835084816236993,0.7513193312194627,1.5597400556631345,1.4083890604638196,28.067964946750447,236,9.899786019971469,0.42768595041322316,-0.08787249495195092,5.455750468829753
|
|
AAMRQ,kartsell_v11_original,research_2007_2013,2012-01-05,2013-12-06,484,4.860754491653322,-0.5819134647996278,8.353053822748441,0.9431831080874924,2.3198035649551243,3.6908787306671744,25.373474991962535,219,7.711412268188303,0.6949380165289255,-0.09873266154132487,29.77707700249499
|
|
AAMRQ,kartsell_v12_candidate,research_2007_2013,2012-01-05,2013-12-06,484,1.0947482978641734,-0.4260527498444858,2.569513512737024,0.47986010611946656,1.7782746333670214,2.2728995048283487,23.93702675511551,261,2.3446861626248214,0.3162190082644627,-0.06169615458767534,4.133585885438912
|