| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | -20.07% | -20.13% | -1.52 | -21.13% |
| SPY | -36.24% | -36.34% | -0.88 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| AAPL | 0.00% | -5.22% | 3 | |
| ADM | 0.00% | -0.24% | 1 | |
| BBBY | 0.00% | -4.81% | 3 | |
| CMI | 0.00% | -4.18% | 2 | |
| CNX | 0.00% | 7.18% | 1 | |
| CSX | 0.00% | 0.62% | 2 | |
| DE | 0.00% | -6.00% | 1 | |
| DRI | 0.00% | -4.57% | 2 | |
| EOG | 0.00% | 0.18% | 3 | |
| ESRX | 0.00% | -12.83% | 1 | |
| FLR | 0.00% | 7.09% | 2 | |
| GLD | 0.00% | 2.90% | 6 | |
| HAL | 0.00% | 4.86% | 2 | |
| HAS | 0.00% | -0.19% | 2 | |
| MSFT | 0.00% | 0.06% | 1 | |
| OXY | 0.00% | -6.31% | 1 | |
| SPY | 0.00% | -1.47% | 10 | |
| THC | 0.00% | -7.01% | 3 | |
| TLT | 0.00% | -1.05% | 3 | |
| UNH | 0.00% | -9.88% | 1 |
| Date | AAPL | ADM | BBBY | CMI | CNX | CSX | DE | DRI | EOG | ESRX | FLR | GLD | HAL | HAS | MSFT | OXY | SPY | THC | TLT | UNH |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008-11-03 | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | - | - | - | - |
| 2008-10-01 | - | - | - | - | - | - | - | - | - | - | - | 0.5000 | - | - | - | - | - | - | - | - |
| 2008-09-02 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - | - |
| 2008-08-28 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.4000 | - | - | - |
| 2008-08-26 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - | - |
| 2008-08-22 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.4000 | - | - | - |
| 2008-08-19 | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | -1.0000 | - | - | - |
| 2008-08-18 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.4000 | - | - | - |
| 2008-06-09 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - | - |
| 2008-06-06 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.4000 | - | - | - |
| 2008-06-04 | -1.0000 | - | -1.0000 | -1.0000 | - | -1.0000 | - | -1.0000 | -1.0000 | - | -1.0000 | 0.5000 | -1.0000 | -1.0000 | - | - | -1.0000 | -1.0000 | - | - |
| 2008-05-21 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.0900 | - |
| 2008-05-15 | - | - | - | - | - | 0.0600 | - | - | - | - | - | -1.0000 | - | - | - | - | 0.4000 | - | - | - |
| 2008-05-06 | 0.0600 | - | 0.0600 | 0.0600 | - | - | - | 0.0600 | 0.0600 | - | 0.0600 | - | 0.0600 | 0.0600 | - | - | - | 0.0600 | -1.0000 | - |
| 2008-01-16 | -1.0000 | -1.0000 | -1.0000 | - | -1.0000 | - | -1.0000 | - | -1.0000 | -1.0000 | - | 0.5000 | - | - | -1.0000 | -1.0000 | - | -1.0000 | 0.5000 | -1.0000 |