| Asset | ROI | CAGR | Sharpe | Max DD |
|---|---|---|---|---|
| Strategy | 13.65% | 13.70% | 0.98 | -9.76% |
| SPY | -36.24% | -36.34% | -0.88 | - |
| Ticker | Avg Pred | Avg Actual | # Trades | Action |
|---|---|---|---|---|
| AAPL | 0.00% | 3.16% | 2 | |
| APA | 0.00% | -6.67% | 2 | |
| BBBY | 0.00% | 1.55% | 2 | |
| CMI | 0.00% | -1.75% | 2 | |
| CSX | 0.00% | 0.60% | 2 | |
| EOG | 0.00% | -5.56% | 2 | |
| FLR | 0.00% | -3.84% | 2 | |
| GLD | 0.00% | 0.91% | 6 | |
| HAL | 0.00% | -0.89% | 2 | |
| HAS | 0.00% | 0.83% | 2 | |
| SPY | 0.00% | -1.35% | 2 | |
| THC | 0.00% | 3.98% | 2 | |
| TLT | 0.00% | -1.94% | 2 |
| Date | AAPL | APA | BBBY | CMI | CSX | EOG | FLR | GLD | HAL | HAS | SPY | THC | TLT |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008-12-15 | - | - | - | - | - | - | - | 0.5000 | - | - | - | - | - |
| 2008-10-10 | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | - |
| 2008-10-06 | - | - | - | - | - | - | - | 0.5000 | - | - | - | - | - |
| 2008-10-02 | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | - |
| 2008-09-19 | - | - | - | - | - | - | - | 0.5000 | - | - | - | - | - |
| 2008-09-18 | - | - | - | - | - | - | - | -1.0000 | - | - | - | - | - |
| 2008-05-21 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | -1.0000 | - | -1.0000 | - | -1.0000 | -1.0000 | -1.0000 | -1.0000 | 0.5000 |
| 2008-05-20 | - | 0.0600 | - | - | - | -1.0000 | - | - | - | - | - | - | - |
| 2008-05-19 | 0.0600 | - | 0.0600 | 0.0600 | 0.0600 | 0.0600 | 0.0600 | - | 0.0600 | 0.0600 | 0.1000 | 0.0600 | -1.0000 |