| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | -6.65% | -6.67% | -0.19 | -19.76% |
| SPY | -36.24% | -36.34% | -0.88 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| AAPL | 0.00% | -6.28% | 1 | |
| BBBY | 0.00% | -2.12% | 1 | |
| CFC | 0.00% | 2.59% | 1 | |
| CNX | 0.00% | -4.29% | 1 | |
| DE | 0.00% | 0.96% | 1 | |
| GLD | 0.00% | 6.65% | 2 | |
| GOOGL | 0.00% | -4.59% | 1 | |
| NEM | 0.00% | 3.05% | 1 | |
| NOV | 0.00% | 3.00% | 1 | |
| OXY | 0.00% | 2.57% | 1 | |
| PBG | 0.00% | 2.84% | 1 | |
| PH | 0.00% | -1.58% | 1 | |
| SPY | 0.00% | -1.80% | 5 | |
| TLT | 0.00% | 0.92% | 1 |
| Date | AAPL | BBBY | CFC | CNX | DE | GLD | GOOGL | NEM | NOV | OXY | PBG | PH | SPY | TLT |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008-12-02 | - | - | - | - | - | - | - | - | - | - | - | - | 0.9800 | - |
| 2008-12-01 | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - |
| 2008-11-13 | - | - | - | - | - | - | - | - | - | - | - | - | 0.9800 | - |
| 2008-11-12 | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - |
| 2008-10-13 | - | - | - | - | - | - | - | - | - | - | - | - | 0.9800 | - |
| 2008-10-02 | - | - | - | - | - | -1.0000 | - | - | - | - | - | - | - | - |
| 2008-02-14 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | 0.5000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | - | 0.5000 |