oos_xgb.csv

date,p_hat,y_true,r_t_plus_1,position,ret_strategy,equity
2021-02-18,0.6096397638320923,1,0.0433923872800945,1,0.0432923872800945,1.0432923872800945
2021-02-19,0.6389219164848328,1,0.0163119867588161,1,0.0163119867588161,1.0603105588869812
2021-02-22,0.6389219164848328,1,0.0090150258959236,1,0.0090150258959236,1.0698692860330685
2021-02-23,0.6096397638320923,1,0.0273828037647887,1,0.0273828037647887,1.0991653067464866
2021-02-24,0.6096397638320923,0,-0.0072447150241754,1,-0.0072447150241754,1.091202167334648
2021-02-25,0.6389219164848328,0,-0.0409343889368141,1,-0.0409343889368141,1.0465344734082769
2021-02-26,0.6096397638320923,1,0.0049966589851342,1,0.0049966589851342,1.051763649288085
2021-03-01,0.6271186470985413,1,0.0261562601778417,1,0.0261562601778417,1.0792738529444605
2021-03-02,0.6271186470985413,0,-0.0191301864527364,1,-0.0191301864527364,1.0586271429040697
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2021-03-08,0.6389219164848328,0,-0.0208610910093967,1,-0.0208610910093967,1.0231257916852685
2021-03-09,0.6389219164848328,1,0.0059694245163575,1,0.0059694245163575,1.0292332638694723
2021-03-10,0.6096397638320923,1,0.0260676817493685,1,0.0260676817493685,1.0560629890378856
2021-03-11,0.6096397638320923,1,0.0002415750706274,1,0.0002415750706274,1.0563181075290495
2021-03-12,0.6250107884407043,1,0.0001207656543948,1,0.0001207656543948,1.0564456744765545
2021-03-15,0.6271186470985413,0,-0.0168050715665686,1,-0.0168050715665686,1.0386920293107842
2021-03-16,0.6389219164848328,1,0.0115989335288946,1,0.0115989335288946,1.0507397491157526
2021-03-17,0.6271186470985413,0,-0.0026741233876319,1,-0.0026741233876319,1.0479299413783276
2021-03-18,0.6096397638320923,1,0.0012163971819754,1,0.0012163971819754,1.0492046404059279
2021-03-19,0.6250107884407043,1,0.0064223183484362,1,0.0064223183484362,1.0559429666192712
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2021-03-23,0.6096397638320923,0,-0.0038067216105373,1,-0.0038067216105373,1.0365646001346387
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2021-05-17,0.6096397638320923,1,0.0029670467882998,1,0.0029670467882998,1.200696356733026
2021-05-18,0.6364266276359558,0,-0.0320388616102766,1,-0.0320388616102766,1.1622274123236933
2021-05-19,0.6389219164848328,0,-0.001859041488988,1,-0.001859041488988,1.1600667833445444
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2021-05-21,0.6096397638320923,1,0.0098818324810825,1,0.0098818324810825,1.1490027343744458
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2021-05-27,0.6096397638320923,1,0.0031047613399237,1,0.0031047613399237,1.1870718070852642
2021-05-28,0.6096397638320923,0,-0.0051441545224795,1,-0.0051441545224795,1.1809653262803386
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