| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | -4.03% | -4.05% | -0.12 | -25.14% |
| SPY | -10.13% | -10.19% | -0.38 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| A | 0.00% | -11.60% | 2 | |
| ADM | 0.00% | -0.04% | 2 | |
| ADSK | 0.00% | 5.41% | 2 | |
| AMD | 0.00% | -2.10% | 2 | |
| BBY | 0.00% | -3.99% | 2 | |
| CAR | 0.00% | -0.57% | 2 | |
| CCL | 0.00% | 0.16% | 2 | |
| DDS | 0.00% | -2.95% | 4 | |
| DLX | 0.00% | -0.92% | 6 | |
| ETN | 0.00% | 1.01% | 2 | |
| FCX | 0.00% | -3.17% | 4 | |
| FLR | 0.00% | -4.64% | 2 | |
| GT | 0.00% | -1.73% | 4 | |
| IFF | 0.00% | -5.30% | 2 | |
| LOW | 0.00% | -4.83% | 2 | |
| MO | 0.00% | -1.66% | 2 | |
| SPY | 0.00% | -3.59% | 6 | |
| TGT | 0.00% | 6.73% | 2 | |
| XRX | 0.00% | -22.50% | 2 |
| Date | A | ADM | ADSK | AMD | BBY | CAR | CCL | DDS | DLX | ETN | FCX | FLR | GT | IFF | LOW | MO | SPY | TGT | XRX |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2001-03-27 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.9800 | - | - |
| 2001-03-09 | - | - | - | -1.0000 | -1.0000 | -1.0000 | - | -1.0000 | -1.0000 | - | -1.0000 | -1.0000 | -1.0000 | - | -1.0000 | - | -1.0000 | - | -1.0000 |
| 2001-03-07 | - | - | - | 0.0600 | 0.0600 | 0.0600 | - | 0.0600 | 0.0600 | - | 0.0600 | 0.0600 | 0.0600 | - | 0.0600 | - | 0.4000 | - | 0.0600 |
| 2001-02-21 | -1.0000 | -1.0000 | -1.0000 | - | - | - | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | - | -1.0000 | -1.0000 | - | - | -1.0000 | -1.0000 | - |
| 2001-02-05 | - | 0.0600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| 2001-01-23 | 0.0600 | - | 0.0600 | - | - | - | 0.0600 | 0.0600 | 0.0600 | 0.0600 | 0.0600 | - | 0.0600 | 0.0600 | - | - | 0.4000 | 0.0600 | - |
| 2001-01-04 | - | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | - | - | -1.0000 | -1.0000 | - | - |
| 2001-01-02 | - | - | - | - | - | - | - | - | 0.0600 | - | - | - | - | - | - | 0.0600 | - | - | - |