Sweep results: ['sweep/sweep_2015_20260307.json', 'sweep/sweep_2021_20260306.json', 'sweep/sweep_2021_20260304.json', 'sweep/sweep_2021_20260310.json', 'sweep/sweep_2015_20260310.json', 'sweep/sweep_2021_20260307.json', 'sweep/sweep_2008_20260304.json', 'sweep/sweep_2021_20260305.json']
Browse files
sweep/sweep_2015_20260310.json
CHANGED
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@@ -1,10 +1,10 @@
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{
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"signal": "HYG",
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"top_held": "
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"ann_return": 0.
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"z_score": 1.
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"sharpe": 0.
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"max_dd": -0.
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"conviction": "Moderate",
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"lookback": 20,
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"start_year": 2015,
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{
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"signal": "HYG",
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"top_held": "GLD",
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+
"ann_return": 0.301074,
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"z_score": 1.2668,
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"sharpe": 0.903,
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+
"max_dd": -0.191709,
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"conviction": "Moderate",
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"lookback": 20,
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"start_year": 2015,
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