| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | -4.70% | -4.72% | -0.23 | -18.42% |
| SPY | -36.24% | -36.34% | -0.88 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| AAPL | 0.00% | -15.06% | 1 | |
| ADM | 0.00% | -0.24% | 1 | |
| BBBY | 0.00% | -9.60% | 1 | |
| CIN | 0.00% | -37.50% | 1 | |
| CNX | 0.00% | 7.18% | 1 | |
| DE | 0.00% | -6.00% | 1 | |
| EOG | 0.00% | -3.41% | 1 | |
| ESRX | 0.00% | -12.83% | 1 | |
| GLD | 0.00% | 3.10% | 4 | |
| MSFT | 0.00% | 0.06% | 1 | |
| SPY | 0.00% | -2.03% | 2 | |
| THC | 0.00% | -3.15% | 1 | |
| TLT | 0.00% | -0.59% | 1 | |
| UNH | 0.00% | -9.88% | 1 |
| Date | AAPL | ADM | BBBY | CIN | CNX | DE | EOG | ESRX | GLD | MSFT | SPY | THC | TLT | UNH |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008-11-03 | - | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | - |
| 2008-10-01 | - | - | - | - | - | - | - | - | 0.5000 | - | - | - | - | - |
| 2008-08-19 | - | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | - |
| 2008-06-04 | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - | - |
| 2008-05-06 | - | - | - | - | - | - | - | - | - | - | 0.9800 | - | - | - |
| 2008-03-03 | - | - | - | -1.0000 | - | - | - | - | - | - | - | - | - | - |
| 2008-01-16 | -1.0000 | -1.0000 | -1.0000 | - | -1.0000 | -1.0000 | -1.0000 | -1.0000 | 0.5000 | -1.0000 | - | -1.0000 | 0.5000 | -1.0000 |