| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | 13.94% | 13.99% | 1.00 | -12.72% |
| SPY | 17.24% | 17.30% | 0.64 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| SPY | 0.00% | -2.41% | 6 |
| Date | SPY |
|---|---|
| 2020-05-06 | 0.4000 |
| 2020-05-01 | -1.0000 |
| 2020-04-29 | 0.4000 |
| 2020-04-20 | -1.0000 |
| 2020-04-17 | 0.4000 |
| 2020-03-13 | -1.0000 |