| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | -0.73% | -0.73% | -0.30 | -2.95% |
| SPY | -10.13% | -10.19% | -0.38 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| SPY | 0.00% | -1.66% | 16 |
| Date | SPY |
|---|---|
| 2001-08-28 | -1.0000 |
| 2001-08-27 | 0.4000 |
| 2001-08-07 | -1.0000 |
| 2001-08-06 | 0.4000 |
| 2001-07-06 | -1.0000 |
| 2001-07-02 | 0.4000 |
| 2001-06-25 | -1.0000 |
| 2001-06-22 | 0.4000 |
| 2001-06-12 | -1.0000 |
| 2001-06-08 | 0.4000 |
| 2001-06-07 | -1.0000 |
| 2001-06-06 | 0.4000 |
| 2001-01-30 | -1.0000 |
| 2001-01-29 | 0.4000 |
| 2001-01-03 | -1.0000 |
| 2001-01-02 | 0.4000 |