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Benchmarks
Trading on Industrials (BA, CAT, UNP, LMT, WM)
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10.94
Return (%)
TurnMonth
0.1344
2.9397
5.745
8.5503
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
10.94
0.99
0.85
6.63
1.46
60
XGBoost
Averaging Protocol=Six...
2026.06
8.01
1.24
1.33
3.62
1.73
60
GIFT
Averaging Protocol=Six...
2026.06
7.24
1.44
1.54
8.54
2.83
-
ATR
Averaging Protocol=Six...
2026.06
6.76
0.66
0.74
7.76
0.76
80
WMA
Averaging Protocol=Six...
2026.06
4.11
0.42
0.51
8.02
0.53
80
Bollinger
Averaging Protocol=Six...
2026.06
3.43
0.32
0.41
8.82
0.5
100
SMA
Averaging Protocol=Six...
2026.06
0.55
0.06
0.14
9.92
0.15
100
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