Portfolio Performance Evaluation on Extended OOS 2024-01-02 to 2025-08-01 397 trading days
1.69Sharpe Ratio
RAW Top-20
Updated 1mo ago
Evaluation Results
| Method | Links | |||||
|---|---|---|---|---|---|---|
2026.03 | 1.69 | 63.3 | 36.5 | 19.6 | 15.6 | |
2026.03 | 1.54 | 53.4 | 31.2 | 18.7 | 19.6 | |
2026.03 | 1.34 | 73.5 | 41.9 | 29.5 | 26.5 | |
2026.03 | 1.06 | 31.5 | 18.3 | 17.2 | 19 | |
2026.03 | 0.69 | 30.1 | 21.8 | 36.2 | 32.1 | |
2026.03 | 0.66 | 16.5 | 10.2 | 17 | 20.7 |