| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | 31.93% | 32.16% | 2.19 | -5.37% |
| SPY | 24.18% | 24.35% | 1.42 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| BBBY | 0.00% | 6.71% | 2 | |
| GLW | 0.00% | 2.95% | 2 | |
| SPY | 0.00% | -1.85% | 2 |
| Date | BBBY | GLW | SPY |
|---|---|---|---|
| 2003-03-17 | - | - | 0.9800 |
| 2003-01-15 | -1.0000 | -1.0000 | -1.0000 |
| 2003-01-02 | 0.0600 | 0.0600 | - |