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Benchmarks
Trading on Healthcare (JNJ, LLY, UNH, MRK, PFE)
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9.35
Return
GIFT
2.8604
4.5452
6.23
7.9148
Jun 7, 2026
Return
Sharpe Ratio
Sortino Ratio
Maximum Drawdown (MDD)
Calmar Ratio
Win Rate
Updated 1mo ago
Evaluation Results
Method
Method
Links
Return
Sharpe Ratio
Sortino Ratio
Maximum Drawdown (MDD)
Calmar Ratio
Win Rate
GIFT
Averaging Protocol=Six...
2026.06
9.35
1.63
1.84
6.36
4.03
-
WMA
Averaging Protocol=Six...
2026.06
8.94
1.02
1.38
6.16
1.59
4
Bollinger
Averaging Protocol=Six...
2026.06
6.24
0.8
1.22
5.71
1.74
4
XGBoost
Averaging Protocol=Six...
2026.06
6.06
0.82
0.92
4.03
1.31
4
TurnMonth
Averaging Protocol=Six...
2026.06
5.89
0.61
0.56
6.61
0.75
5
SMA
Averaging Protocol=Six...
2026.06
5.53
0.66
0.91
6.59
1.08
5
ATR
Averaging Protocol=Six...
2026.06
3.11
0.35
0.47
6.01
0.45
4
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