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Portfolio Trading on GSPC, BTC-USD, and ETH-USD May 2021–May 2026
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96.5
Return
Ideal execution
3.94
27.97
52
76.03
May 16, 2026
Return
Sharpe Ratio
Volatility
Maximum Drawdown Magnitude
Fill Rate
Rejected Count
Updated 5d ago
Evaluation Results
Method
Method
Links
Return
Sharpe Ratio
Volatility
Maximum Drawdown Magnitude
Fill Rate
Rejected Count
Ideal execution
Decision frequency=wee...
2026.05
96.5
1.544
52.5
36.5
97.5
0
Buy-and-hold realistic
Decision frequency=wee...
2026.05
14.3
0.629
96.9
62.6
90.6
68
Risk-aware realistic
Decision frequency=wee...
2026.05
13.6
0.512
60
36.6
86.3
62
No-risk realistic
Decision frequency=wee...
2026.05
7.5
0.485
78.7
51
52.6
221
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