| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | -3.57% | -3.61% | -1.54 | -3.88% |
| SPY | -8.85% | -8.95% | -0.27 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| SPY | 0.00% | -0.27% | 8 |
| Date | SPY |
|---|---|
| 2000-09-07 | -1.0000 |
| 2000-08-24 | 0.4000 |
| 2000-07-31 | -1.0000 |
| 2000-07-17 | 0.4000 |
| 2000-01-19 | -1.0000 |
| 2000-01-18 | 0.4000 |
| 2000-01-04 | -1.0000 |
| 2000-01-03 | 0.4000 |