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

1	portfolio	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	core_six_dynamic_equal_weight	buy_hold	2007-01-03	2026-03-20	4834	0.24308704933345293	-0.773128358978349	0.31442003971330257	0.3015414488015295	0.8738334831198687	1.1445261144672476	20.190916126786806	1113	0.0	1.0	-0.04439147387420406	65.35179860793097
3	core_six_dynamic_equal_weight	trend_10m_shifted	2007-01-03	2026-03-20	4834	0.16357472264053885	-0.34067960244491646	0.4801424020300329	0.19064749818040705	0.8913494532150117	1.1049906557456832	12.52825619377904	1006	1.6329354332953245	0.6660736450144807	-0.029155088237047114	18.35805097999759
4	core_six_dynamic_equal_weight	trailing_12	2007-01-03	2026-03-20	4834	0.18551340593385346	-0.3401701760332102	0.5453547048044038	0.1644247585824664	1.1190161938621779	1.4738094160550808	9.606362318308255	544	4.468447120866591	0.7040752999586264	-0.024690993939220283	26.281594852133274
5	core_six_dynamic_equal_weight	kartsell_v11_original	2007-01-03	2026-03-20	4834	0.19444607637988587	-0.4376169049457289	0.44432944473203134	0.19032091826878392	1.0305436858332904	1.4062568301434244	12.003440717817698	546	11.57943842645382	0.7552554820024825	-0.027775558387793733	30.358044313090343
6	core_six_dynamic_equal_weight	kartsell_v12_candidate	2007-01-03	2026-03-20	4834	0.18232377853278559	-0.3729701052232771	0.48884287501712276	0.15889018181372055	1.1353594272561964	1.5647690446269358	10.078756289314878	601	1.5076453819840363	0.6618242311405323	-0.02335742247306538	24.95609297095869
7	core_six_dynamic_equal_weight	kartsell_v12_plus_capital_floor	2007-01-03	2026-03-20	4834	0.1598205106814412	-0.27442576057839874	0.582381589631354	0.1434253301880626	1.1072401404080283	1.4901689276822707	9.879399993130296	789	3.390939664694983	0.6159158391945938	-0.02155137321915794	17.253102473358652
8	all_seven_including_delisted_stress	buy_hold	2007-01-03	2026-03-20	4834	0.2775093396983792	-0.773128358978349	0.3589434231401033	0.3044073519527206	0.9583475125889233	1.2636149200360374	20.177358502372375	1081	0.0	1.0	-0.04448278715375355	110.43895266242205
9	all_seven_including_delisted_stress	trend_10m_shifted	2007-01-03	2026-03-20	4834	0.19161563949576554	-0.34067960244491646	0.5624511656131433	0.19468065551001978	0.9993615207731996	1.2545772641558275	12.383083611872175	1006	1.6329354332953245	0.6637045136631401	-0.029357445055813027	29.005608007963342
10	all_seven_including_delisted_stress	trailing_12	2007-01-03	2026-03-20	4834	0.19984372474650147	-0.3401701760332102	0.587481616045585	0.16623748983056533	1.1810289348280676	1.560892630054076	9.598058001712	544	4.565129194494217	0.6988395689264535	-0.024800737638361478	33.10450990565518
11	all_seven_including_delisted_stress	kartsell_v11_original	2007-01-03	2026-03-20	4834	0.22593790805742442	-0.4376169049457289	0.5162915451939503	0.19432270077509758	1.1474078884952614	1.584094021302573	11.976986181316061	546	11.487156626690014	0.7539293102429222	-0.028004218270131886	50.046048328654734
12	all_seven_including_delisted_stress	kartsell_v12_candidate	2007-01-03	2026-03-20	4834	0.19197816330124318	-0.3729701052232771	0.5147280187143047	0.15934431597089588	1.1837105714574105	1.6344183514714512	10.037158701396045	601	1.5178713705408047	0.6564404909667633	-0.023359033803261185	29.175582993689744
13	all_seven_including_delisted_stress	kartsell_v12_plus_capital_floor	2007-01-03	2026-03-20	4834	0.17015330451446609	-0.27442576057839874	0.6200340090370495	0.14411961856651512	1.1642558469245667	1.5717368300194083	9.709112426641425	789	3.2921535164521907	0.6124922104340288	-0.02158144412811821	20.457800569557346