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Public Backtests (1)

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Creative Yellow Green Antelope

178.456Net Profit

20.158PSR

0.584Sharpe Ratio

0.013Alpha

0.538Beta

10.838CAR

25.1Drawdown

-2.79Loss Rate

13Parameters

0Security Types

2503Tradeable Dates

67Trades

0.106Treynor Ratio

8.55Win Rate


Community

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Creative started the discussion Exploring SPY with PUT options as hedge

Hypothesis/question: If we buy PUT options as a hedge on SPY holdings, does it improve absolute...

3 days ago

Creative left a comment in the discussion Exploring SPY with PUT options as hedge

verifying, if we have more down years during the back test period, can returns from put options...

3 days ago

Creative left a comment in the discussion Exploring SPY with PUT options as hedge

3 days ago

Creative Yellow Green Antelope

178.456Net Profit

20.158PSR

0.584Sharpe Ratio

0.013Alpha

0.538Beta

10.838CAR

25.1Drawdown

-2.79Loss Rate

13Parameters

0Security Types

2503Tradeable Dates

67Trades

0.106Treynor Ratio

8.55Win Rate

Creative started the discussion Exploring SPY with PUT options as hedge

Hypothesis/question: If we buy PUT options as a hedge on SPY holdings, does it improve absolute...

3 days ago

Creative left a comment in the discussion Exploring SPY with PUT options as hedge

verifying, if we have more down years during the back test period, can returns from put options...

3 days ago

Creative left a comment in the discussion Exploring SPY with PUT options as hedge

3 days ago