| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | 0.26% | 0.26% | 0.08 | -4.19% |
| SPY | -10.13% | -10.19% | -0.38 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| SPY | 0.00% | -1.81% | 13 |
| Date | SPY |
|---|---|
| 2001-12-12 | 0.9800 |
| 2001-08-28 | -1.0000 |
| 2001-08-27 | 0.4000 |
| 2001-08-07 | -1.0000 |
| 2001-08-06 | 0.4000 |
| 2001-07-18 | -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 |