oos_logistic.csv

date,p_hat,y_true,r_t_plus_1,position,ret_strategy,equity
2021-02-18,0.45488976783338203,1,0.0433923872800945,-1,-0.043492387280094504,0.9565076127199055
2021-02-19,0.7575317881861329,1,0.0163119867588161,1,0.016111986758816102,0.9719188507107555
2021-02-22,0.4223944646837519,1,0.0090150258959236,-1,-0.009215025895923601,0.9629625933327195
2021-02-23,0.4728816517566862,1,0.0273828037647887,-1,-0.0273828037647887,0.9365939776066575
2021-02-24,0.707286256080281,0,-0.0072447150241754,1,-0.0074447150241754,0.929621302350017
2021-02-25,0.5457288021287547,0,-0.0409343889368141,1,-0.0409343889368141,0.8915678223956738
2021-02-26,0.530102697498219,1,0.0049966589851342,1,0.0049966589851342,0.8960226827663037
2021-03-01,0.7968787303824214,1,0.0261562601778417,1,0.0261562601778417,0.9194592851819869
2021-03-02,0.334894968628505,0,-0.0191301864527364,-1,0.018930186452736402,0.9368648208861817
2021-03-03,0.4928970907965548,0,-0.0402738991379401,-1,0.0402738991379401,0.9745960201884362
2021-03-04,0.568080603689772,1,0.0240885747169226,1,0.0238885747169226,0.997877730035523
2021-03-05,0.3794535049264011,1,0.0042847589578909,-1,-0.0044847589578908996,0.9934024889468663
2021-03-08,0.26425458707523336,0,-0.0208610910093967,-1,0.0208610910093967,1.014125948677748
2021-03-09,0.5778566275268417,1,0.0059694245163575,1,0.005769424516357501,1.0199768717887239
2021-03-10,0.3522043780598159,1,0.0260676817493685,-1,-0.0262676817493685,0.9931844439288612
2021-03-11,0.2012766764421721,1,0.0002415750706274,-1,-0.0002415750706274,0.992944515326673
2021-03-12,0.8424866833192223,1,0.0001207656543948,1,-7.923434560520001e-05,0.9928658400177789
2021-03-15,0.6834180654602936,0,-0.0168050715665686,1,-0.0168050715665686,0.9761806585202788
2021-03-16,0.5286524771238721,1,0.0115989335288946,1,0.0115989335288946,0.9875033130906481
2021-03-17,0.6494761684179505,0,-0.0026741233876319,1,-0.0026741233876319,0.9848626073857484
2021-03-18,0.3993657514850893,1,0.0012163971819754,-1,-0.0014163971819754,0.9834676507640142
2021-03-19,0.7020802673210738,1,0.0064223183484362,1,0.0062223183484362,0.9895870995724566
2021-03-22,0.16341871094793928,0,-0.0146005757100053,-1,0.0144005757100053,1.0038377235214941
2021-03-23,0.22611135149013045,0,-0.0038067216105373,-1,0.0038067216105373,1.007659054277096
2021-03-24,0.6539847264857456,0,-0.0213885298444,1,-0.0215885298444,0.9859051767108551
2021-03-25,0.6593222186430837,1,0.0223722977545328,1,0.0223722977545328,1.0079621408819657
2021-03-26,0.36517744904268945,0,-0.0082690998798891,-1,0.008069099879889099,1.016095488071889
2021-03-29,0.5177795130110001,0,-0.0139775144709719,1,-0.0141775144709719,1.0016897795858606
2021-03-30,0.5301217620760245,1,0.0042638639969279,1,0.0042638639969279,1.0059608485731273
2021-03-31,0.4729348639253852,0,-0.0012521914984537,-1,0.0010521914984536998,1.007019312025773
2021-04-01,0.3124817615158736,1,0.0361752043692547,-1,-0.0361752043692547,0.9705901826094545
2021-04-05,0.3535405825171715,0,-0.0050884529468375,-1,0.0050884529468375,0.9755289850843252
2021-04-06,0.5503217388685382,0,-0.0151759123538686,1,-0.015375912353868601,0.9605293369110102
2021-04-07,0.6888567497267146,1,0.0098172343256308,1,0.0098172343256308,0.9699590784881084
2021-04-08,0.2810906093015775,0,-0.0133999177550472,-1,0.013199917755047199,0.9827624585499128
2021-04-09,0.7842761653568622,0,-0.0053359933024224,1,-0.0055359933024224,0.9773218921615083
2021-04-12,0.8348667751552803,1,0.0032298164723034,1,0.0032298164723034,0.9804784625075543
2021-04-13,0.3187525788481088,1,0.0237756297324063,-1,-0.023975629732406297,0.9569708739298742
2021-04-14,0.1136739367841146,1,0.0215654697481981,-1,-0.0215654697481981,0.9363333474982328
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2021-04-16,0.4676148607238471,1,0.0166551553950415,-1,-0.0168551553950415,0.9092807082870844
2021-04-19,0.5749826458736054,0,-0.0059164768492279,1,-0.0061164768492279,0.9037191138853969
2021-04-20,0.46252010089434586,1,0.0155443544378002,-1,-0.0157443544378002,0.8894906398441705
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2021-04-23,0.5102865377883312,1,0.02392731217262,1,0.023727312172620002,0.8985273126312386
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2021-04-27,0.5829483517539117,1,0.0022256853167286,1,0.0022256853167286,0.910007534034766
2021-04-28,0.4204244122389347,0,-0.0025599657811485,-1,0.0023599657811485,0.9121551206756755
2021-04-29,0.6615082003268338,0,-0.0041320065490211,1,-0.0043320065490211,0.9082036587191853
2021-04-30,0.5971472169779759,1,0.0134498776259119,1,0.0134498776259119,0.9204188867883639
2021-05-03,0.49220700848570353,0,-0.0015469616344685,-1,0.0013469616344685,0.9216586557165081
2021-05-04,0.5029132450825844,1,0.0005527610554763,1,0.00035276105547630003,0.9219837809966875
2021-05-05,0.527990179778275,1,0.0172030758712218,1,0.0172030758712218,0.9378447379332095
2021-05-06,0.5591683274338366,1,0.0312291445757744,1,0.0312291445757744,0.967132826843755
2021-05-07,0.5139054159164131,0,-0.0068677960257457,1,-0.0068677960257457,0.9604907558591892
2021-05-10,0.6543529368517226,1,0.0097067653895464,1,0.0097067653895464,0.9698140142851425
2021-05-11,0.6579159877652376,0,-0.0054748504829664,1,-0.0054748504829664,0.9645044275606459
2021-05-12,0.4669477179619268,0,-0.0096537109978358,-1,0.009453710997835799,0.9736225736749374
2021-05-13,0.45903654749686096,0,-0.007704693009461,-1,0.007704693009461,0.9811240367121842
2021-05-14,0.5830488978071205,1,0.0121718350902664,1,0.011971835090266399,0.992869891882799
2021-05-17,0.3683835037034219,1,0.0029670467882998,-1,-0.0031670467882998,0.989725426480512
2021-05-18,0.7255921797209922,0,-0.0320388616102766,1,-0.0322388616102766,0.9578178054240348
2021-05-19,0.6417315891716666,0,-0.001859041488988,1,-0.001859041488988,0.9560371823848601
2021-05-20,0.35510176278071093,0,-0.0192292365497031,-1,0.0190292365497031,0.9742298400787733
2021-05-21,0.5221401137561701,1,0.0098818324810825,1,0.0096818324810825,0.9836621701884879
2021-05-24,0.4940065838961039,0,-0.004207269270761,-1,0.004007269270761,0.9876039693758942
2021-05-25,0.49751272034904626,1,0.0050907591128779,-1,-0.0050907591128779,0.9825763154688795
2021-05-26,0.7347175071353282,1,0.0290474596989787,1,0.0288474596989787,1.010921146130539
2021-05-27,0.6326478381896687,1,0.0031047613399237,1,0.0031047613399237,1.0140598150227564
2021-05-28,0.6489577995371151,0,-0.0051441545224795,1,-0.0051441545224795,1.0088433346392425
2021-06-01,0.6511672135501282,0,-0.0134128565721884,1,-0.0134128565721884,0.995311863687918
2021-06-02,0.4574757307744477,0,-0.0283855824243068,-1,0.028185582424306802,1.0233653082597844
2021-06-03,0.47991373727627723,1,0.014679978926944,-1,-0.014679978926944,1.0083423270999654
2021-06-04,0.5703281751206405,0,-0.0005521506407188,1,-0.0007521506407188,1.0075839017725734
2021-06-07,0.3474284500532382,1,0.0064960316515776,-1,-0.0066960316515776,1.0008370880746842
2021-06-08,0.4888517631114036,0,-0.0055023798999345,-1,0.0055023798999345,1.0063440739512153
2021-06-09,0.7019217660652126,0,-0.0102041701742416,1,-0.010404170174241601,0.9958738989519873
2021-06-10,0.5103122780624793,1,0.0116377040802095,1,0.0116377040802095,1.007463584689195
2021-06-11,0.6822070677281551,0,-0.0023167311371474,1,-0.0023167311371474,1.0051295624330034
2021-06-14,0.7048180826155306,0,-0.0437993256960491,1,-0.0437993256960491,0.961105565361273
2021-06-15,0.6019388537870677,1,0.0119294830663738,1,0.0119294830663738,0.972571057928248
2021-06-16,0.4480367362528797,0,-0.0483569626897721,-1,0.0481569626897721,1.0194071260780508
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2021-06-18,0.512580489339361,1,0.0064740664921212,1,0.0064740664921212,1.0206315828447872
2021-06-21,0.43750131788206664,1,0.0109342662955649,-1,-0.011134266295564901,1.0092675990117295
2021-06-22,0.38159413218352334,1,0.0234810157307756,-1,-0.0234810157307756,0.9855689706427728
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2021-07-21,0.6286402665335538,1,0.0152160436150838,1,0.0152160436150838,0.9607438723159488
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2021-09-16,0.45079663658290253,0,-0.0083260522030452,-1,0.008126052203045199,1.2059997389424248
2021-09-17,0.45297951353809923,0,-0.0314600432174339,-1,0.0314600432174339,1.2439405428497676
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2021-09-21,0.33236627577168665,1,0.0300810458306413,-1,-0.0302810458306413,1.209398288980343
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2021-09-24,0.4697734478253581,1,0.0009329446740826,-1,-0.0011329446740826,1.2171871868586441
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2021-09-29,0.7659562979853745,0,-0.0265459603195508,1,-0.026745960319550798,1.185414351539032
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