| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | 13.87% | 13.97% | 0.66 | -15.16% |
| SPY | 22.65% | 22.81% | 0.91 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| AES | 0.00% | 4.74% | 2 | |
| AIG | 0.00% | -0.67% | 1 | |
| AMD | 0.00% | -15.13% | 1 | |
| AMZN | 0.00% | -4.65% | 1 | |
| AVY | 0.00% | -0.95% | 1 | |
| COF | 0.00% | 9.84% | 2 | |
| CRM | 0.00% | -1.85% | 3 | |
| DDR | 0.00% | -4.23% | 2 | |
| FITB | 0.00% | 12.03% | 2 | |
| GLD | 0.00% | -0.53% | 2 | |
| GNW | 0.00% | 10.42% | 1 | |
| HAL | 0.00% | 0.73% | 1 | |
| HIG | 0.00% | -6.07% | 1 | |
| IP | 0.00% | 10.74% | 2 | |
| JBL | 0.00% | 5.48% | 1 | |
| KG | 0.00% | 6.16% | 2 | |
| MTW | 0.00% | 4.48% | 1 | |
| ODP | 0.00% | -0.52% | 4 | |
| OI | 0.00% | 5.37% | 2 | |
| SGP | 0.00% | -4.14% | 2 | |
| SLM | 0.00% | -1.41% | 2 | |
| SPY | 0.00% | 3.01% | 2 | |
| TGNA | 0.00% | 5.83% | 1 | |
| THC | 0.00% | 0.05% | 2 | |
| TLT | 0.00% | 0.23% | 1 | |
| TXT | 0.00% | -1.64% | 3 | |
| WYNN | 0.00% | -9.33% | 2 |
| Date | AES | AIG | AMD | AMZN | AVY | COF | CRM | DDR | FITB | GLD | GNW | HAL | HIG | IP | JBL | KG | MTW | ODP | OI | SGP | SLM | SPY | TGNA | THC | TLT | TXT | WYNN |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009-10-29 | - | - | - | - | - | - | 0.1000 | -1.0000 | - | - | - | 0.1000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| 2009-10-27 | - | - | - | - | 0.1000 | - | -1.0000 | - | - | - | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | - | - | - | 0.1000 | - |
| 2009-10-26 | - | - | 0.1000 | 0.1000 | - | - | 0.1000 | - | - | - | - | - | - | - | - | - | - | 0.1000 | - | - | - | - | - | -1.0000 | - | -1.0000 | -1.0000 |
| 2009-10-06 | -1.0000 | 0.1000 | - | - | - | -1.0000 | - | 0.1000 | -1.0000 | - | - | - | 0.1000 | -1.0000 | 0.1000 | -1.0000 | 0.1000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | - | 0.1000 | - | 0.1000 | 0.1000 |
| 2009-08-17 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 0.0600 | - | - | - | - |
| 2009-07-17 | 0.0600 | - | - | - | - | 0.0600 | - | - | 0.0600 | -1.0000 | 0.0600 | - | - | 0.0600 | - | 0.0600 | - | 0.0600 | 0.0600 | 0.0600 | 0.0600 | 0.4000 | - | - | -1.0000 | - | - |
| 2009-01-02 | - | - | - | - | - | - | - | - | - | 0.5000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |