| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | 6.84% | 6.88% | 0.75 | -6.24% |
| SPY | 31.09% | 31.31% | 2.23 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| AMD | 0.00% | 15.78% | 1 | |
| CF | 0.00% | 11.04% | 1 | |
| FLS | 0.00% | 14.27% | 1 | |
| GLD | 0.00% | -0.69% | 1 | |
| GLW | 0.00% | 8.28% | 1 | |
| HCA | 0.00% | 8.63% | 1 | |
| ILMN | 0.00% | 8.98% | 1 | |
| IQV | 0.00% | 12.19% | 1 | |
| LLY | 0.00% | 4.16% | 1 | |
| QCOM | 0.00% | 1.97% | 1 | |
| RCL | 0.00% | 13.34% | 1 | |
| TLT | 0.00% | -2.49% | 1 |
| Date | AMD | CF | FLS | GLD | GLW | HCA | ILMN | IQV | LLY | QCOM | RCL | TLT |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-01-03 | -1.0000 | -1.0000 | -1.0000 | 0.5000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | 0.5000 |