| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | 12.27% | 12.36% | 0.83 | -10.32% |
| SPY | 22.65% | 22.81% | 0.91 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| GLD | 0.00% | -2.68% | 1 | |
| SPY | 0.00% | -3.09% | 5 | |
| TLT | 0.00% | 3.27% | 1 |
| Date | GLD | SPY | TLT |
|---|---|---|---|
| 2009-05-12 | - | 0.9800 | - |
| 2009-05-08 | - | -1.0000 | -1.0000 |
| 2009-04-17 | - | 0.9800 | - |
| 2009-01-05 | - | -1.0000 | - |
| 2009-01-02 | 0.3000 | 0.4000 | - |