| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | 17.37% | 17.49% | 2.53 | -2.52% |
| SPY | 31.09% | 31.31% | 2.23 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| SPY | 0.00% | 2.67% | 5 |
| Date | SPY |
|---|---|
| 2019-01-24 | 0.4000 |
| 2019-01-22 | -1.0000 |
| 2019-01-10 | 0.4000 |
| 2019-01-03 | -1.0000 |
| 2019-01-02 | 0.4000 |