| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | 7.13% | 7.24% | 0.89 | -8.97% |
| SPY | 26.71% | 27.15% | 1.90 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| GLD | 0.00% | 1.13% | 1 | |
| SPY | 0.00% | 1.99% | 4 | |
| TLT | 0.00% | 0.86% | 3 |
| Date | GLD | SPY | TLT |
|---|---|---|---|
| 2023-04-13 | - | - | 0.3000 |
| 2023-03-01 | - | - | -1.0000 |
| 2023-01-20 | - | 0.4000 | - |
| 2023-01-19 | - | -1.0000 | - |
| 2023-01-11 | - | 0.4000 | 0.3000 |
| 2023-01-04 | 1.0000 | -1.0000 | - |