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

1	portfolio	strategy	period	start	end	observations	cagr	mdd	calmar	final_equity
2	core_six_dynamic_equal_weight	buy_hold	research_2007_2013	2007-01-03	2013-12-31	1762	0.1580975492190435	-0.7731283589783482	0.2044906869384041	2.7908471720260764
3	core_six_dynamic_equal_weight	buy_hold	validation_2014_2017	2014-01-02	2017-12-29	1007	0.29327032293584554	-0.23347245480230017	1.2561238677349797	2.7895496300115603
4	core_six_dynamic_equal_weight	buy_hold	rolling_oos_2018_2023	2018-01-02	2023-12-29	1509	0.3049676697807966	-0.39926651821320813	0.7638197942206213	4.9223703573189965
5	core_six_dynamic_equal_weight	buy_hold	frozen_oos_2024_latest	2024-01-02	2026-03-20	556	0.27288532753239814	-0.26341445846643563	1.035954249136895	1.7053483700207133
6	core_six_dynamic_equal_weight	buy_hold	gfc_2007_2009	2007-01-03	2009-12-31	756	0.02061232001758162	-0.7731283589783482	0.0266609286520285	1.062957022919767
7	core_six_dynamic_equal_weight	buy_hold	covid_2020	2020-01-02	2020-12-31	253	1.0919650905683786	-0.39926651821320813	2.7349277757001147	2.0866874076557185
8	core_six_dynamic_equal_weight	buy_hold	inflation_bear_2022	2022-01-03	2022-12-30	251	-0.35519696443688575	-0.3962965013425839	-0.8962909418416262	0.6481037798731503
9	core_six_dynamic_equal_weight	trend_10m_shifted	research_2007_2013	2007-01-03	2013-12-31	1762	0.06883567452623596	-0.34067960244491546	0.20205399452221684	1.5927914386643733
10	core_six_dynamic_equal_weight	trend_10m_shifted	validation_2014_2017	2014-01-02	2017-12-29	1007	0.23491048992604946	-0.17628324137059692	1.3325741465815324	2.3202692364027087
11	core_six_dynamic_equal_weight	trend_10m_shifted	rolling_oos_2018_2023	2018-01-02	2023-12-29	1509	0.2456816616193025	-0.2931910709847748	0.8379575162166536	3.726207018799451
12	core_six_dynamic_equal_weight	trend_10m_shifted	frozen_oos_2024_latest	2024-01-02	2026-03-20	556	0.1387883419920215	-0.26745957466431924	0.5189133429461656	1.3330986769786628
13	core_six_dynamic_equal_weight	trend_10m_shifted	gfc_2007_2009	2007-01-03	2009-12-31	756	-0.019624821749902877	-0.34067960244491546	-0.05760492148359841	0.942413999775923
14	core_six_dynamic_equal_weight	trend_10m_shifted	covid_2020	2020-01-02	2020-12-31	253	1.103709320222769	-0.2931910709847749	3.764471122928854	2.0983618055791373
15	core_six_dynamic_equal_weight	trend_10m_shifted	inflation_bear_2022	2022-01-03	2022-12-30	251	-0.18661449270750308	-0.24265149056443536	-0.7690638630466116	0.8153427403638387
16	core_six_dynamic_equal_weight	trailing_12	research_2007_2013	2007-01-03	2013-12-31	1762	0.18119895551615928	-0.3401701760332092	0.5326714929249696	3.204179614890418
17	core_six_dynamic_equal_weight	trailing_12	validation_2014_2017	2014-01-02	2017-12-29	1007	0.17745912622714255	-0.11734624921003267	1.512269266566131	1.9186970338045792
18	core_six_dynamic_equal_weight	trailing_12	rolling_oos_2018_2023	2018-01-02	2023-12-29	1509	0.21391440436966835	-0.16775652045013079	1.2751480764842102	3.1922078721217564
19	core_six_dynamic_equal_weight	trailing_12	frozen_oos_2024_latest	2024-01-02	2026-03-20	556	0.14113176402352678	-0.15027021774394855	0.9391865277257191	1.3391748808219859
20	core_six_dynamic_equal_weight	trailing_12	gfc_2007_2009	2007-01-03	2009-12-31	756	0.1469857183583898	-0.3401701760332092	0.4320946653008178	1.507389942961058
21	core_six_dynamic_equal_weight	trailing_12	covid_2020	2020-01-02	2020-12-31	253	0.6991603144974392	-0.13952593872233632	5.0109701529319475	1.696080347546391
22	core_six_dynamic_equal_weight	trailing_12	inflation_bear_2022	2022-01-03	2022-12-30	251	-0.08151947905751722	-0.143235275525193	-0.5691299071308669	0.9193897621525403
23	core_six_dynamic_equal_weight	kartsell_v11_original	research_2007_2013	2007-01-03	2013-12-31	1762	0.16959054225072	-0.43761690494572825	0.38753197222066194	2.9903684455769386
24	core_six_dynamic_equal_weight	kartsell_v11_original	validation_2014_2017	2014-01-02	2017-12-29	1007	0.20109885061901456	-0.15185890522458445	1.3242479940284637	2.0770335252876206
25	core_six_dynamic_equal_weight	kartsell_v11_original	rolling_oos_2018_2023	2018-01-02	2023-12-29	1509	0.24103301717170544	-0.2907127196460091	0.8291106679652789	3.643716453865644
26	core_six_dynamic_equal_weight	kartsell_v11_original	frozen_oos_2024_latest	2024-01-02	2026-03-20	556	0.1419916900811622	-0.20820711383028667	0.6819732883714154	1.3414083608230598
27	core_six_dynamic_equal_weight	kartsell_v11_original	gfc_2007_2009	2007-01-03	2009-12-31	756	0.1284953297399809	-0.43761690494572825	0.2936251508746365	1.4358333050438261
28	core_six_dynamic_equal_weight	kartsell_v11_original	covid_2020	2020-01-02	2020-12-31	253	1.014186842095448	-0.29071271964600887	3.488622181136035	2.0093659096833227
29	core_six_dynamic_equal_weight	kartsell_v11_original	inflation_bear_2022	2022-01-03	2022-12-30	251	-0.25182442468540267	-0.2813786100448583	-0.8949664817992241	0.7507055114393157
30	core_six_dynamic_equal_weight	kartsell_v12_candidate	research_2007_2013	2007-01-03	2013-12-31	1762	0.1613164897125532	-0.3729701052232778	0.4325185516302477	2.8455428510842227
31	core_six_dynamic_equal_weight	kartsell_v12_candidate	validation_2014_2017	2014-01-02	2017-12-29	1007	0.20689747191161656	-0.10520262803692404	1.966656877041129	2.1173229506932105
32	core_six_dynamic_equal_weight	kartsell_v12_candidate	rolling_oos_2018_2023	2018-01-02	2023-12-29	1509	0.18927895359958424	-0.22967821518914033	0.824104948062718	2.8234160534859667
33	core_six_dynamic_equal_weight	kartsell_v12_candidate	frozen_oos_2024_latest	2024-01-02	2026-03-20	556	0.18916513871326868	-0.14400810337208547	1.3135728773852906	1.467065418414549
34	core_six_dynamic_equal_weight	kartsell_v12_candidate	gfc_2007_2009	2007-01-03	2009-12-31	756	0.13754653816253715	-0.3729701052232778	0.3687870320871835	1.4705714235440208
35	core_six_dynamic_equal_weight	kartsell_v12_candidate	covid_2020	2020-01-02	2020-12-31	253	0.6697519937962919	-0.20033262867100254	3.343199748535203	1.6668249241603375
36	core_six_dynamic_equal_weight	kartsell_v12_candidate	inflation_bear_2022	2022-01-03	2022-12-30	251	-0.2034307033113706	-0.22079574971197324	-0.9213524425934138	0.7986801891839961
37	core_six_dynamic_equal_weight	kartsell_v12_plus_capital_floor	research_2007_2013	2007-01-03	2013-12-31	1762	0.1304561477609949	-0.2744257605783974	0.4753786506268111	2.35708415315484
38	core_six_dynamic_equal_weight	kartsell_v12_plus_capital_floor	validation_2014_2017	2014-01-02	2017-12-29	1007	0.20376740569403218	-0.10464360949731244	1.9472513101649607	2.095502893804736
39	core_six_dynamic_equal_weight	kartsell_v12_plus_capital_floor	rolling_oos_2018_2023	2018-01-02	2023-12-29	1509	0.16413928688757706	-0.20214249924750904	0.8119979098833652	2.4843711230401104
40	core_six_dynamic_equal_weight	kartsell_v12_plus_capital_floor	frozen_oos_2024_latest	2024-01-02	2026-03-20	556	0.16653163598947462	-0.1416567570950712	1.1755996636130033	1.4060066545586132
41	core_six_dynamic_equal_weight	kartsell_v12_plus_capital_floor	gfc_2007_2009	2007-01-03	2009-12-31	756	0.1049663703242707	-0.2744257605783974	0.38249459563503374	1.3480959451677061
42	core_six_dynamic_equal_weight	kartsell_v12_plus_capital_floor	covid_2020	2020-01-02	2020-12-31	253	0.6112244713100599	-0.1836047558590601	3.329023087938158	1.608596414686586
43	core_six_dynamic_equal_weight	kartsell_v12_plus_capital_floor	inflation_bear_2022	2022-01-03	2022-12-30	251	-0.1778764991688313	-0.19294252354141805	-0.9219144432442722	0.8239993020582281