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Benchmarks
Trading on Heavy Mix (TSLA, NVDA, XOM, CAT, JNJ)
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13.04
Return (%)
TurnMonth
5.0112
7.0956
9.18
11.2644
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
TurnMonth
Averaging Protocol=Six...
2026.06
13.04
0.91
0.7
7.44
1.64
0.6
WMA
Averaging Protocol=Six...
2026.06
12.38
0.77
1.01
8.61
1.65
0.6
Bollinger
Averaging Protocol=Six...
2026.06
8.32
0.73
0.89
9.39
0.96
0.6
XGBoost
Averaging Protocol=Six...
2026.06
8.19
0.87
0.91
6.57
1.41
0.6
SMA
Averaging Protocol=Six...
2026.06
7.94
0.57
0.78
8.35
1.12
0.6
GIFT
Averaging Protocol=Six...
2026.06
7.26
1.08
1.21
10.2
2.96
-
ATR
Averaging Protocol=Six...
2026.06
5.32
0.52
0.55
10.28
0.76
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