| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | 10.11% | 10.18% | 0.56 | -22.56% |
| SPY | 14.17% | 14.26% | 1.12 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| AAPL | 0.00% | -0.46% | 1 | |
| AIG | 0.00% | -2.89% | 1 | |
| AKAM | 0.00% | 4.11% | 2 | |
| AMD | 0.00% | -8.17% | 1 | |
| ANDV | 0.00% | -5.03% | 1 | |
| BAC | 0.00% | -0.74% | 1 | |
| BEN | 0.00% | -1.72% | 2 | |
| BKNG | 0.00% | 2.96% | 1 | |
| CRM | 0.00% | -2.19% | 1 | |
| CTAS | 0.00% | 0.42% | 4 | |
| DHI | 0.00% | 4.45% | 4 | |
| EMN | 0.00% | -0.81% | 2 | |
| EOG | 0.00% | 4.01% | 1 | |
| FAST | 0.00% | 3.66% | 2 | |
| FFIV | 0.00% | 3.46% | 1 | |
| FHN | 0.00% | 4.06% | 2 | |
| GNW | 0.00% | 0.32% | 4 | |
| GT | 0.00% | -8.67% | 2 | |
| HP | 0.00% | -2.09% | 1 | |
| HRB | 0.00% | 0.06% | 1 | |
| HST | 0.00% | 5.48% | 2 | |
| IPG | 0.00% | 1.00% | 2 | |
| JPM | 0.00% | -3.61% | 1 | |
| LEN | 0.00% | 5.71% | 2 | |
| MAS | 0.00% | 3.01% | 2 | |
| MPC | 0.00% | -3.02% | 2 | |
| MU | 0.00% | -0.04% | 3 | |
| NBR | 0.00% | -12.83% | 2 | |
| NFLX | 0.00% | 7.69% | 2 | |
| NWL | 0.00% | 3.60% | 2 | |
| OI | 0.00% | 2.96% | 2 | |
| PHM | 0.00% | 0.64% | 2 | |
| R | 0.00% | 1.99% | 2 | |
| RF | 0.00% | 3.76% | 1 | |
| TDC | 0.00% | 1.35% | 1 | |
| TER | 0.00% | 9.38% | 1 | |
| TGNA | 0.00% | 4.07% | 2 | |
| TRIP | 0.00% | -6.12% | 2 | |
| TXT | 0.00% | 2.75% | 2 | |
| VIAV | 0.00% | 5.35% | 1 | |
| VLO | 0.00% | 4.42% | 1 | |
| VMC | 0.00% | 2.74% | 4 | |
| WDC | 0.00% | 1.18% | 2 | |
| WHR | 0.00% | -1.40% | 1 |
| Date | AAPL | AIG | AKAM | AMD | ANDV | BAC | BEN | BKNG | CRM | CTAS | DHI | EMN | EOG | FAST | FFIV | FHN | GNW | GT | HP | HRB | HST | IPG | JPM | LEN | MAS | MPC | MU | NBR | NFLX | NWL | OI | PHM | R | RF | TDC | TER | TGNA | TRIP | TXT | VIAV | VLO | VMC | WDC | WHR |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012-04-12 | - | 0.1000 | - | - | - | - | -1.0000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.1000 | - | - | -1.0000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| 2012-04-09 | - | - | - | - | - | - | 0.1000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | - |
| 2012-04-05 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.1000 | - | - | - | - | - | - | - | - | 0.1000 | - | - | -1.0000 | - | - | - | - | - | - |
| 2012-04-02 | - | - | - | 0.1000 | - | - | - | 0.1000 | 0.1000 | - | - | -1.0000 | - | - | - | - | -1.0000 | - | - | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | -1.0000 | - | - | - | - | - | 0.1000 | - | - | - | - | - | - |
| 2012-03-01 | 0.1000 | - | - | - | - | 0.1000 | - | - | - | -1.0000 | - | - | - | - | - | - | 0.1000 | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | -1.0000 | 0.1000 |
| 2012-02-01 | - | - | -1.0000 | - | - | - | - | - | - | 0.1000 | -1.0000 | 0.1000 | - | -1.0000 | - | -1.0000 | -1.0000 | - | - | - | - | - | - | -1.0000 | - | - | 0.1000 | - | 0.1000 | -1.0000 | - | - | - | 0.1000 | - | - | -1.0000 | - | 0.1000 | - | -1.0000 | 0.1000 | 0.1000 | - |
| 2012-01-11 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.1000 | - | -1.0000 | - | - | -1.0000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.1000 | - | - | - | - | - | - | - |
| 2012-01-10 | - | - | - | - | - | - | - | - | - | -1.0000 | 0.1000 | - | - | - | - | 0.1000 | - | - | - | - | - | 0.1000 | - | - | - | - | -1.0000 | -1.0000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| 2012-01-09 | - | - | - | - | - | - | - | - | - | 0.1000 | -1.0000 | - | - | 0.1000 | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.1000 | - | - | -1.0000 | - | -1.0000 | - | - | - | - | - | - | - | - | - | - | - |
| 2012-01-06 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | - | - | - | - | - | - | - | - | 0.1000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| 2012-01-05 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.1000 | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - |
| 2012-01-04 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.1000 | - | - | -1.0000 | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | - | - | - | - | - | - | - | - | 0.1000 | - | - |
| 2012-01-03 | - | - | 0.1000 | - | -1.0000 | - | - | - | - | - | 0.1000 | - | -1.0000 | - | -1.0000 | - | - | - | - | -1.0000 | 0.1000 | - | - | 0.1000 | 0.1000 | - | - | - | - | - | - | 0.1000 | 0.1000 | - | - | -1.0000 | - | - | - | -1.0000 | - | - | - | - |