P2SAMAPA commited on
Commit
70ba3f6
·
verified ·
1 Parent(s): 61d4227

Sweep results: ['sweep/sweep_2021_20260304.json', 'sweep/sweep_2019_20260304.json', 'sweep/sweep_2008_20260304.json']

Browse files
sweep/sweep_2019_20260304.json CHANGED
@@ -1,10 +1,11 @@
1
  {
2
- "signal": "VNQ",
3
- "ann_return": 0.293239,
4
- "z_score": 2.312,
5
- "sharpe": 0.9621,
6
- "max_dd": -0.121308,
7
- "conviction": "Very High",
 
8
  "lookback": 20,
9
  "start_year": 2019,
10
  "sweep_date": "20260304"
 
1
  {
2
+ "signal": "SLV",
3
+ "top_held": "SLV",
4
+ "ann_return": 0.024173,
5
+ "z_score": 1.8623,
6
+ "sharpe": 0.2656,
7
+ "max_dd": -0.36917,
8
+ "conviction": "High",
9
  "lookback": 20,
10
  "start_year": 2019,
11
  "sweep_date": "20260304"
sweep/sweep_2021_20260304.json CHANGED
@@ -1,11 +1,10 @@
1
  {
2
- "signal": "CASH",
3
- "top_held": "GLD",
4
- "ann_return": 0.710067,
5
- "z_score": 1.7109,
6
- "sharpe": 1.979,
7
- "max_dd": -0.108598,
8
- "conviction": "High",
9
  "lookback": 20,
10
  "start_year": 2021,
11
  "sweep_date": "20260304"
 
1
  {
2
+ "signal": "VNQ",
3
+ "ann_return": 0.581408,
4
+ "z_score": 2.312,
5
+ "sharpe": 2.1418,
6
+ "max_dd": -0.096668,
7
+ "conviction": "Very High",
 
8
  "lookback": 20,
9
  "start_year": 2021,
10
  "sweep_date": "20260304"