| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | -3.95% | -3.98% | -0.56 | -6.60% |
| SPY | -22.42% | -22.54% | -0.83 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| AMAT | 0.00% | -0.71% | 2 | |
| CMI | 0.00% | -4.74% | 2 | |
| DDS | 0.00% | 0.94% | 4 | |
| DVN | 0.00% | -1.00% | 2 | |
| EFX | 0.00% | 1.12% | 2 | |
| EMN | 0.00% | -1.90% | 2 | |
| FCX | 0.00% | 3.91% | 4 | |
| HAL | 0.00% | 1.45% | 4 | |
| IFF | 0.00% | -5.45% | 2 | |
| ITT | 0.00% | 0.55% | 2 | |
| KLAC | 0.00% | -0.44% | 2 | |
| LMT | 0.00% | 1.32% | 4 | |
| LPX | 0.00% | 2.35% | 2 | |
| NEM | 0.00% | 2.62% | 4 | |
| NSC | 0.00% | -1.21% | 2 | |
| R | 0.00% | 1.64% | 2 | |
| SPY | 0.00% | -1.26% | 16 | |
| TER | 0.00% | -2.25% | 2 | |
| TXT | 0.00% | 0.82% | 2 |
| Date | AMAT | CMI | DDS | DVN | EFX | EMN | FCX | HAL | IFF | ITT | KLAC | LMT | LPX | NEM | NSC | R | SPY | TER | TXT |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2002-12-20 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.9800 | - | - |
| 2002-11-04 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - |
| 2002-10-18 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.9800 | - | - |
| 2002-06-04 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - |
| 2002-06-03 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.4000 | - | - |
| 2002-05-29 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - |
| 2002-05-23 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.4000 | - | - |
| 2002-05-22 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - |
| 2002-05-15 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.4000 | - | - |
| 2002-04-24 | - | -1.0000 | -1.0000 | - | - | - | -1.0000 | -1.0000 | -1.0000 | -1.0000 | - | -1.0000 | -1.0000 | -1.0000 | - | - | -1.0000 | - | - |
| 2002-04-10 | - | 0.0600 | 0.0600 | - | - | - | 0.0600 | 0.0600 | 0.0600 | 0.0600 | - | 0.0600 | 0.0600 | 0.0600 | - | - | - | - | - |
| 2002-04-05 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.4000 | - | - |
| 2002-04-04 | -1.0000 | - | -1.0000 | -1.0000 | - | - | -1.0000 | -1.0000 | - | - | -1.0000 | -1.0000 | - | -1.0000 | - | -1.0000 | -1.0000 | - | - |
| 2002-04-02 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.4000 | - | - |
| 2002-04-01 | - | - | - | 0.1000 | - | -1.0000 | - | - | - | - | - | 0.1000 | - | - | -1.0000 | - | - | -1.0000 | - |
| 2002-03-26 | - | - | - | - | -1.0000 | 0.1000 | - | 0.1000 | - | - | - | - | - | - | - | - | -1.0000 | - | -1.0000 |
| 2002-03-25 | 0.0600 | - | 0.0600 | - | 0.0600 | - | 0.0600 | - | - | - | 0.0600 | - | - | 0.0600 | 0.0600 | 0.0600 | - | 0.0600 | 0.0600 |
| 2002-03-04 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.4000 | - | - |
| 2002-01-09 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - |