oos_svm.csv

date,p_hat,y_true,r_t_plus_1,position,ret_strategy,equity
2021-02-18,0.6185648616416106,1,0.0433923872800945,1,0.0432923872800945,1.0432923872800945
2021-02-19,0.617189703963537,1,0.0163119867588161,1,0.0163119867588161,1.0603105588869812
2021-02-22,0.5843469631373915,1,0.0090150258959236,1,0.0090150258959236,1.0698692860330685
2021-02-23,0.6107741496286605,1,0.0273828037647887,1,0.0273828037647887,1.0991653067464866
2021-02-24,0.6469381514702858,0,-0.0072447150241754,1,-0.0072447150241754,1.091202167334648
2021-02-25,0.61002690715404,0,-0.0409343889368141,1,-0.0409343889368141,1.0465344734082769
2021-02-26,0.6030415167596636,1,0.0049966589851342,1,0.0049966589851342,1.051763649288085
2021-03-01,0.6335491172676958,1,0.0261562601778417,1,0.0261562601778417,1.0792738529444605
2021-03-02,0.6220909778774719,0,-0.0191301864527364,1,-0.0191301864527364,1.0586271429040697
2021-03-03,0.6141671277496548,0,-0.0402738991379401,1,-0.0402738991379401,1.0159921001260654
2021-03-04,0.6114286472530819,1,0.0240885747169226,1,0.0240885747169226,1.0404659017417552
2021-03-05,0.6150875116074066,1,0.0042847589578909,1,0.0042847589578909,1.0449240473346233
2021-03-08,0.6025832716040243,0,-0.0208610910093967,1,-0.0208610910093967,1.0231257916852685
2021-03-09,0.6219901333414672,1,0.0059694245163575,1,0.0059694245163575,1.0292332638694723
2021-03-10,0.5983785768508455,1,0.0260676817493685,1,0.0260676817493685,1.0560629890378856
2021-03-11,0.6313195790290794,1,0.0002415750706274,1,0.0002415750706274,1.0563181075290495
2021-03-12,0.6468300126209817,1,0.0001207656543948,1,0.0001207656543948,1.0564456744765545
2021-03-15,0.6362716111042073,0,-0.0168050715665686,1,-0.0168050715665686,1.0386920293107842
2021-03-16,0.6152468269589311,1,0.0115989335288946,1,0.0115989335288946,1.0507397491157526
2021-03-17,0.635525425586419,0,-0.0026741233876319,1,-0.0026741233876319,1.0479299413783276
2021-03-18,0.6285786704800935,1,0.0012163971819754,1,0.0012163971819754,1.0492046404059279
2021-03-19,0.6299511310975557,1,0.0064223183484362,1,0.0064223183484362,1.0559429666192712
2021-03-22,0.5853145464612357,0,-0.0146005757100053,1,-0.0146005757100053,1.040525591389699
2021-03-23,0.5963470599044496,0,-0.0038067216105373,1,-0.0038067216105373,1.0365646001346387
2021-03-24,0.615294935349891,0,-0.0213885298444,1,-0.0213885298444,1.0143940072490105
2021-03-25,0.6011153176397822,1,0.0223722977545328,1,0.0223722977545328,1.0370883320195992
2021-03-26,0.6330384995555981,0,-0.0082690998798891,1,-0.0082690998798891,1.0285125450178616
2021-03-29,0.6079434456331939,0,-0.0139775144709719,1,-0.0139775144709719,1.0141364960362982
2021-03-30,0.6344711369704387,1,0.0042638639969279,1,0.0042638639969279,1.018460636129718
2021-03-31,0.6110122608987341,0,-0.0012521914984537,1,-0.0012521914984537,1.0171853283796466
2021-04-01,0.6120805133458884,1,0.0361752043692547,1,0.0361752043692547,1.0539822155151877
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2021-04-07,0.6287814069061102,1,0.0098172343256308,1,0.0098172343256308,1.0428436355744206
2021-04-08,0.6108954802891968,0,-0.0133999177550472,1,-0.0133999177550472,1.028869616626349
2021-04-09,0.6496093709816687,0,-0.0053359933024224,1,-0.0053359933024224,1.0233795752429649
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2021-04-14,0.5878461486123158,1,0.0215654697481981,1,0.0215654697481981,1.073762340639478
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2021-04-16,0.6097837237824514,1,0.0166551553950415,1,0.0166551553950415,1.0784989876714297
2021-04-19,0.62589383517769,0,-0.0059164768492279,1,-0.0059164768492279,1.072118073378956
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2021-04-21,0.6049534630535095,0,-0.0014031807727918,1,-0.0014031807727918,1.0872556966985396
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2021-04-30,0.6221556859949532,1,0.0134498776259119,1,0.0134498776259119,1.15163719312992
2021-05-03,0.5951939349284834,0,-0.0015469616344685,1,-0.0015469616344685,1.1498556545753211
2021-05-04,0.6033380713244273,1,0.0005527610554763,1,0.0005527610554763,1.1504912500005895
2021-05-05,0.636286665582717,1,0.0172030758712218,1,0.0172030758712218,1.1702832382635264
2021-05-06,0.637909250161454,1,0.0312291445757744,1,0.0312291445757744,1.2068301827058636
2021-05-07,0.6244576470634265,0,-0.0068677960257457,1,-0.0068677960257457,1.1985419191733262
2021-05-10,0.6219090910610164,1,0.0097067653895464,1,0.0097067653895464,1.2101758843922783
2021-05-11,0.6236362389714786,0,-0.0054748504829664,1,-0.0054748504829664,1.203550352367139
2021-05-12,0.622914165607574,0,-0.0096537109978358,1,-0.0096537109978358,1.191931625094043
2021-05-13,0.6182847131685549,0,-0.007704693009461,1,-0.007704693009461,1.1827481578344254
2021-05-14,0.6119261244703419,1,0.0121718350902664,1,0.0121718350902664,1.1971443733649025
2021-05-17,0.6122162981953428,1,0.0029670467882998,1,0.0029670467882998,1.200696356733026
2021-05-18,0.6308557768005021,0,-0.0320388616102766,1,-0.0320388616102766,1.1622274123236933
2021-05-19,0.6176455667430173,0,-0.001859041488988,1,-0.001859041488988,1.1600667833445444
2021-05-20,0.6082744823641546,0,-0.0192292365497031,1,-0.0192292365497031,1.137759584754159
2021-05-21,0.6458024157537559,1,0.0098818324810825,1,0.0098818324810825,1.1490027343744458
2021-05-24,0.6051301514887535,0,-0.004207269270761,1,-0.004207269270761,1.1441685704780917
2021-05-25,0.6254457315759083,1,0.0050907591128779,1,0.0050907591128779,1.1499932570549216
2021-05-26,0.6233550123217981,1,0.0290474596989787,1,0.0290474596989787,1.1833976398433217
2021-05-27,0.6416405755351328,1,0.0031047613399237,1,0.0031047613399237,1.1870718070852642
2021-05-28,0.641613180284378,0,-0.0051441545224795,1,-0.0051441545224795,1.1809653262803386
2021-06-01,0.6329901312594339,0,-0.0134128565721884,1,-0.0134128565721884,1.1651252077422127
2021-06-02,0.6154818479833071,0,-0.0283855824243068,1,-0.0283855824243068,1.1320524501232085
2021-06-03,0.6239952386841399,1,0.014679978926944,1,0.014679978926944,1.1486709562352126
2021-06-04,0.6194468003581493,0,-0.0005521506407188,1,-0.0005521506407188,1.1480367168307524
2021-06-07,0.599312785098512,1,0.0064960316515776,1,0.0064960316515776,1.1554943996804583
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2021-06-09,0.6361453791306494,0,-0.0102041701742416,1,-0.0102041701742416,1.1374104468307111
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2021-06-11,0.6518225143806666,0,-0.0023167311371474,1,-0.0023167311371474,1.147981552617032
2021-06-14,0.6400723774607773,0,-0.0437993256960491,1,-0.0437993256960491,1.0977007347009027
2021-06-15,0.6247015308616211,1,0.0119294830663738,1,0.0119294830663738,1.1107957370274633
2021-06-16,0.6255257372477326,0,-0.0483569626897721,1,-0.0483569626897721,1.0570810290160684
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2021-06-21,0.6031441437260132,1,0.0109342662955649,1,0.0109342662955649,1.0701381380146024
2021-06-22,0.5821844424574589,1,0.0234810157307756,1,0.0234810157307756,1.0952660684674262
2021-06-23,0.5768356130523272,0,-0.0045131130239648,1,-0.0045131130239648,1.0903230089091192
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2021-09-21,0.6081734229544397,1,0.0300810458306413,1,0.0300810458306413,1.067107361973053
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2021-09-23,0.6285971855233877,1,0.0127988596188699,1,0.0127988596188699,1.0754141552825573
2021-09-24,0.6153620420513829,1,0.0009329446740826,1,0.0009329446740826,1.0764174571911613
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2021-09-28,0.603185355986518,0,-0.0112487125358708,1,-0.0112487125358708,1.053586166227352
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2021-10-01,0.6209015526221416,1,0.0118667584545961,1,0.0118667584545961,1.0627392196660594
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