| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | -1.18% | -1.19% | -0.01 | -19.26% |
| SPY | 26.71% | 27.15% | 1.90 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| BA | 0.00% | 1.80% | 3 | |
| EFX | 0.00% | -2.00% | 1 | |
| FCX | 0.00% | 2.86% | 3 | |
| GE | 0.00% | 8.53% | 2 | |
| GLD | 0.00% | 0.88% | 3 | |
| ISRG | 0.00% | -2.51% | 2 | |
| KLAC | 0.00% | 6.14% | 2 | |
| LVS | 0.00% | 7.97% | 1 | |
| MRNA | 0.00% | 1.86% | 3 | |
| NFLX | 0.00% | 10.51% | 2 | |
| NKE | 0.00% | 2.20% | 3 | |
| SEDG | 0.00% | 3.97% | 1 | |
| SPY | 0.00% | 3.09% | 4 | |
| TLT | 0.00% | -0.21% | 2 | |
| TPR | 0.00% | 0.94% | 1 | |
| UHS | 0.00% | -2.02% | 3 | |
| WYNN | 0.00% | 4.95% | 3 |
| Date | BA | EFX | FCX | GE | GLD | ISRG | KLAC | LVS | MRNA | NFLX | NKE | SEDG | SPY | TLT | TPR | UHS | WYNN |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-01-20 | 0.0600 | 0.0600 | 0.0600 | - | -1.0000 | - | - | 0.0600 | 0.0600 | - | 0.0600 | 0.0600 | 0.4000 | -1.0000 | 0.0600 | 0.0600 | 0.0600 |
| 2023-01-19 | -1.0000 | - | -1.0000 | -1.0000 | 0.5000 | -1.0000 | -1.0000 | - | -1.0000 | -1.0000 | -1.0000 | - | -1.0000 | 0.5000 | - | -1.0000 | -1.0000 |
| 2023-01-06 | 0.0600 | - | 0.0600 | 0.0600 | -1.0000 | 0.0600 | 0.0600 | - | 0.0600 | 0.0600 | 0.0600 | - | 0.4000 | - | - | 0.0600 | 0.0600 |
| 2023-01-04 | - | - | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - | - | - |