| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | -5.16% | -5.22% | -0.39 | -16.10% |
| SPY | 13.59% | 13.76% | 1.05 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| EXPE | 0.00% | -7.76% | 1 | |
| FSLR | 0.00% | -6.55% | 1 | |
| GLD | 0.00% | -1.51% | 1 | |
| GT | 0.00% | -2.10% | 1 | |
| HAS | 0.00% | 5.92% | 1 | |
| LYB | 0.00% | -5.79% | 1 | |
| NBR | 0.00% | -11.40% | 1 | |
| NFLX | 0.00% | -6.60% | 1 | |
| PRGO | 0.00% | 3.07% | 1 | |
| REGN | 0.00% | -5.84% | 1 | |
| RIG | 0.00% | -8.28% | 1 | |
| TLT | 0.00% | 1.94% | 1 | |
| WU | 0.00% | -1.60% | 1 |
| Date | EXPE | FSLR | GLD | GT | HAS | LYB | NBR | NFLX | PRGO | REGN | RIG | TLT | WU |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016-01-08 | -1.0000 | -1.0000 | 0.5000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | 0.5000 | -1.0000 |