| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | 0.21% | 0.21% | 0.09 | -9.75% |
| SPY | 22.65% | 22.81% | 0.91 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| ADM | 0.00% | -5.42% | 2 | |
| ANDV | 0.00% | 5.45% | 2 | |
| AZO | 0.00% | -2.59% | 2 | |
| CINF | 0.00% | -7.09% | 2 | |
| EQT | 0.00% | -4.16% | 2 | |
| GILD | 0.00% | -4.70% | 2 | |
| GLD | 0.00% | 4.66% | 1 | |
| NUE | 0.00% | -5.74% | 2 | |
| RRC | 0.00% | -5.15% | 2 | |
| SPY | 0.00% | 1.03% | 6 | |
| TLT | 0.00% | -1.39% | 2 | |
| TRV | 0.00% | -6.82% | 2 | |
| UNH | 0.00% | -4.92% | 2 |
| Date | ADM | ANDV | AZO | CINF | EQT | GILD | GLD | NUE | RRC | SPY | TLT | TRV | UNH |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009-03-10 | - | - | - | - | - | - | - | - | - | 0.9800 | - | - | - |
| 2009-03-02 | - | - | - | - | - | - | - | - | - | -1.0000 | - | - | - |
| 2009-02-03 | - | - | - | - | - | - | - | - | - | 0.9800 | - | - | - |
| 2009-02-02 | - | - | - | - | - | - | - | - | - | -1.0000 | - | - | - |
| 2009-01-21 | - | - | - | - | - | - | - | - | - | 0.9800 | - | - | - |
| 2009-01-12 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | 0.5000 | -1.0000 | -1.0000 | -1.0000 | 0.5000 | -1.0000 | -1.0000 |
| 2009-01-02 | 0.0600 | 0.0600 | 0.0600 | 0.0600 | 0.0600 | 0.0600 | - | 0.0600 | 0.0600 | - | -1.0000 | 0.0600 | 0.0600 |