P2SAMAPA commited on
Commit
b3eed87
·
verified ·
1 Parent(s): 74018e4

Sweep 2021

Browse files
Files changed (1) hide show
  1. sweep/sweep_2021_20260304.json +6 -6
sweep/sweep_2021_20260304.json CHANGED
@@ -1,10 +1,10 @@
1
  {
2
- "signal": "TLT",
3
- "ann_return": 1.2491,
4
- "z_score": 1.563,
5
- "sharpe": 2.983,
6
- "max_dd": -0.1859,
7
- "winner_model": "model_b",
8
  "start_year": 2021,
9
  "sweep_date": "20260304"
10
  }
 
1
  {
2
+ "signal": "SLV",
3
+ "ann_return": 1.0013,
4
+ "z_score": 1.657,
5
+ "sharpe": 1.822,
6
+ "max_dd": -0.3362,
7
+ "winner_model": "model_c",
8
  "start_year": 2021,
9
  "sweep_date": "20260304"
10
  }