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Benchmarks
Trading on Light Mix (TSLA, NFLX, AMZN, MSFT, JNJ)
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8.48
Return (%)
TurnMonth
0.264
2.397
4.53
6.663
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
8.48
0.55
0.47
8.54
1.07
0.6
XGBoost
Averaging Protocol=Six...
2026.06
6.55
0.61
0.67
9.63
1.12
0.6
WMA
Averaging Protocol=Six...
2026.06
5.96
0.4
0.51
9.51
0.63
0.6
SMA
Averaging Protocol=Six...
2026.06
3.96
0.22
0.27
11.27
0.3
0.6
GIFT
Averaging Protocol=Six...
2026.06
3
0.73
0.78
11.78
1.38
-
Bollinger
Averaging Protocol=Six...
2026.06
2.81
0.43
0.38
14.11
0.56
1
ATR
Averaging Protocol=Six...
2026.06
0.58
0.34
0.33
13.33
0.71
1
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