| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | -3.43% | -3.44% | -0.12 | -17.09% |
| SPY | -36.24% | -36.34% | -0.88 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| AAPL | 0.00% | -15.06% | 1 | |
| BBBY | 0.00% | -9.60% | 1 | |
| CFC | 0.00% | -4.80% | 1 | |
| CIN | 0.00% | -37.50% | 1 | |
| CNX | 0.00% | 7.18% | 1 | |
| DE | 0.00% | -6.00% | 1 | |
| GLD | 0.00% | -2.08% | 2 | |
| GOOGL | 0.00% | -6.73% | 1 | |
| NOV | 0.00% | 1.00% | 1 | |
| OXY | 0.00% | -6.31% | 1 | |
| PBG | 0.00% | 11.96% | 1 | |
| PH | 0.00% | -5.24% | 1 | |
| SPY | 0.00% | -1.46% | 8 | |
| TLT | 0.00% | -0.59% | 1 |
| Date | AAPL | BBBY | CFC | CIN | CNX | DE | GLD | GOOGL | NOV | OXY | PBG | PH | SPY | TLT |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008-10-20 | - | - | - | - | - | - | -1.0000 | - | - | - | - | - | -1.0000 | - |
| 2008-08-05 | - | - | - | - | - | - | - | - | - | - | - | - | 0.9800 | - |
| 2008-08-01 | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - |
| 2008-07-30 | - | - | - | - | - | - | - | - | - | - | - | - | 0.9800 | - |
| 2008-06-30 | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - |
| 2008-05-01 | - | - | - | - | - | - | - | - | - | - | - | - | 0.9800 | - |
| 2008-04-30 | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - |
| 2008-04-21 | - | - | - | - | - | - | - | - | - | - | - | - | 0.9800 | - |
| 2008-03-03 | - | - | - | -1.0000 | - | - | - | - | - | - | - | - | - | - |
| 2008-01-16 | -1.0000 | -1.0000 | -1.0000 | - | -1.0000 | -1.0000 | 0.5000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | - | 0.5000 |