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Public Backtests (1)

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Sleepy Tan Donkey

418.813Net Profit

0.85Sharpe Ratio

0.123Alpha

0.163Beta

16.128CAR

23.7Drawdown

42Loss Rate

1Security Types

0.18097060630117Sortino Ratio

0Tradeable Dates

1343Trades

0.829Treynor Ratio

58Win Rate


Community

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Anthony left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Seems to be getting whipsawed back and forth at inopportune times. As long as it's providing alpha...

2 years ago

Anthony left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Has anyone traded any of the variations? Does live testing match the backtests during the same time...

3 years ago

Anthony started the discussion Live Trading Down

Will live trading be up again soon?

7 years ago

Anthony left a comment in the discussion Algo: Losers of slowing descent.

Beautiful...

7 years ago

Sleepy Tan Donkey

418.813Net Profit

0.85Sharpe Ratio

0.123Alpha

0.163Beta

16.128CAR

23.7Drawdown

42Loss Rate

1Security Types

0.18097060630117Sortino Ratio

0Tradeable Dates

1343Trades

0.829Treynor Ratio

58Win Rate

Anthony left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Seems to be getting whipsawed back and forth at inopportune times. As long as it's providing alpha...

2 years ago

Anthony left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Has anyone traded any of the variations? Does live testing match the backtests during the same time...

3 years ago

Anthony started the discussion Live Trading Down

Will live trading be up again soon?

7 years ago

Anthony left a comment in the discussion Algo: Losers of slowing descent.

Beautiful...

7 years ago