Sweep results: ['sweep/sweep_2021_20260305.json', 'sweep/sweep_2021_20260325.json', 'sweep/sweep_2021_20260321.json', 'sweep/sweep_2021_20260326.json', 'sweep/sweep_2021_20260311.json', 'sweep/sweep_2015_20260320.json', 'sweep/sweep_2019_20260313.json', 'sweep/sweep_2021_20260317.json', 'sweep/sweep_2021_20260320.json', 'sweep/sweep_2021_20260307.json', 'sweep/sweep_2021_20260304.json', 'sweep/sweep_2008_20260304.json', 'sweep/sweep_2021_20260310.json', 'sweep/sweep_2021_20260313.json', 'sweep/sweep_2021_20260314.json', 'sweep/sweep_2021_20260318.json', 'sweep/sweep_2015_20260307.json', 'sweep/sweep_2021_20260312.json', 'sweep/sweep_2015_20260311.json', 'sweep/sweep_2015_20260327.json', 'sweep/sweep_2015_20260324.json', 'sweep/sweep_2013_20260327.json', 'sweep/sweep_2021_20260324.json', 'sweep/sweep_2021_20260306.json', 'sweep/sweep_2017_20260318.json', 'sweep/sweep_2021_20260319.json']
Browse files
sweep/sweep_2013_20260327.json
CHANGED
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@@ -1,10 +1,10 @@
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{
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"signal": "
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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": 1.
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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": 2013,
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{
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"signal": "VNQ",
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"top_held": "VNQ",
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"ann_return": 0.224367,
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"z_score": 1.2517,
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"sharpe": 1.1358,
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+
"max_dd": -0.152211,
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"conviction": "Moderate",
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"lookback": 20,
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"start_year": 2013,
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