| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | -14.98% | -15.14% | -1.35 | -18.66% |
| SPY | -8.85% | -8.95% | -0.27 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| SPY | 0.00% | -1.44% | 18 |
| Date | SPY |
|---|---|
| 2000-11-02 | -1.0000 |
| 2000-10-20 | 0.9800 |
| 2000-10-10 | -1.0000 |
| 2000-09-19 | 0.9800 |
| 2000-09-18 | -1.0000 |
| 2000-08-17 | 0.9800 |
| 2000-07-31 | -1.0000 |
| 2000-07-14 | 0.9800 |
| 2000-06-15 | -1.0000 |
| 2000-05-05 | 0.9800 |
| 2000-05-04 | -1.0000 |
| 2000-04-25 | 0.9800 |
| 2000-04-07 | -1.0000 |
| 2000-03-23 | 0.9800 |
| 2000-01-19 | -1.0000 |
| 2000-01-18 | 0.4000 |
| 2000-01-04 | -1.0000 |
| 2000-01-03 | 0.4000 |