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
2021-03-03,0.6271186470985413,0,-0.0402738991379401,1,-0.0402738991379401,1.0159921001260654
2021-03-04,0.6271186470985413,1,0.0240885747169226,1,0.0240885747169226,1.0404659017417552
2021-03-05,0.6271186470985413,1,0.0042847589578909,1,0.0042847589578909,1.0449240473346233
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
2021-03-22,0.6271186470985413,0,-0.0146005757100053,1,-0.0146005757100053,1.040525591389699
2021-03-23,0.6096397638320923,0,-0.0038067216105373,1,-0.0038067216105373,1.0365646001346387
2021-03-24,0.6271186470985413,0,-0.0213885298444,1,-0.0213885298444,1.0143940072490105
2021-03-25,0.6389219164848328,1,0.0223722977545328,1,0.0223722977545328,1.0370883320195992
2021-03-26,0.6271186470985413,0,-0.0082690998798891,1,-0.0082690998798891,1.0285125450178616
2021-03-29,0.6399959325790405,0,-0.0139775144709719,1,-0.0139775144709719,1.0141364960362982
2021-03-30,0.6399959325790405,1,0.0042638639969279,1,0.0042638639969279,1.018460636129718
2021-03-31,0.6389219164848328,0,-0.0012521914984537,1,-0.0012521914984537,1.0171853283796466
2021-04-01,0.6271186470985413,1,0.0361752043692547,1,0.0361752043692547,1.0539822155151877
2021-04-05,0.6096397638320923,0,-0.0050884529468375,1,-0.0050884529468375,1.0486190766047352
2021-04-06,0.6096397638320923,0,-0.0151759123538686,1,-0.0151759123538686,1.0327053254055871
2021-04-07,0.6096397638320923,1,0.0098172343256308,1,0.0098172343256308,1.0428436355744206
2021-04-08,0.6399959325790405,0,-0.0133999177550472,1,-0.0133999177550472,1.028869616626349
2021-04-09,0.6096397638320923,0,-0.0053359933024224,1,-0.0053359933024224,1.0233795752429649
2021-04-12,0.6096397638320923,1,0.0032298164723034,1,0.0032298164723034,1.0266849034525034
2021-04-13,0.6271186470985413,1,0.0237756297324063,1,0.0237756297324063,1.0510949835688415
2021-04-14,0.6096397638320923,1,0.0215654697481981,1,0.0215654697481981,1.073762340639478
2021-04-15,0.6389219164848328,0,-0.0120433101724783,1,-0.0120433101724783,1.0608306877196305
2021-04-16,0.6096397638320923,1,0.0166551553950415,1,0.0166551553950415,1.0784989876714297
2021-04-19,0.6096397638320923,0,-0.0059164768492279,1,-0.0059164768492279,1.072118073378956
2021-04-20,0.6160451769828796,1,0.0155443544378002,1,0.0155443544378002,1.08878345671073
2021-04-21,0.6271186470985413,0,-0.0014031807727918,1,-0.0014031807727918,1.0872556966985396
2021-04-22,0.6160451769828796,1,0.0146361074754572,1,0.0146361074754572,1.1031688879287227
2021-04-23,0.6096397638320923,1,0.02392731217262,1,0.02392731217262,1.1295647542893152
2021-04-26,0.6271186470985413,1,0.0105275919104301,1,0.0105275919104301,1.1414563510588784
2021-04-27,0.6160451769828796,1,0.0022256853167286,1,0.0022256853167286,1.1439968736991168
2021-04-28,0.6271186470985413,0,-0.0025599657811485,1,-0.0025599657811485,1.1410682808487063
2021-04-29,0.6160451769828796,0,-0.0041320065490211,1,-0.0041320065490211,1.1363533792393592
2021-04-30,0.6160451769828796,1,0.0134498776259119,1,0.0134498776259119,1.15163719312992
2021-05-03,0.6271186470985413,0,-0.0015469616344685,1,-0.0015469616344685,1.1498556545753211
2021-05-04,0.6389219164848328,1,0.0005527610554763,1,0.0005527610554763,1.1504912500005895
2021-05-05,0.6096397638320923,1,0.0172030758712218,1,0.0172030758712218,1.1702832382635264
2021-05-06,0.6389219164848328,1,0.0312291445757744,1,0.0312291445757744,1.2068301827058636
2021-05-07,0.6389219164848328,0,-0.0068677960257457,1,-0.0068677960257457,1.1985419191733262
2021-05-10,0.6364266276359558,1,0.0097067653895464,1,0.0097067653895464,1.2101758843922783
2021-05-11,0.6389219164848328,0,-0.0054748504829664,1,-0.0054748504829664,1.203550352367139
2021-05-12,0.6096397638320923,0,-0.0096537109978358,1,-0.0096537109978358,1.191931625094043
2021-05-13,0.6389219164848328,0,-0.007704693009461,1,-0.007704693009461,1.1827481578344254
2021-05-14,0.6389219164848328,1,0.0121718350902664,1,0.0121718350902664,1.1971443733649025
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
2021-05-20,0.6364266276359558,0,-0.0192292365497031,1,-0.0192292365497031,1.137759584754159
2021-05-21,0.6096397638320923,1,0.0098818324810825,1,0.0098818324810825,1.1490027343744458
2021-05-24,0.6271186470985413,0,-0.004207269270761,1,-0.004207269270761,1.1441685704780917
2021-05-25,0.6271186470985413,1,0.0050907591128779,1,0.0050907591128779,1.1499932570549216
2021-05-26,0.6160451769828796,1,0.0290474596989787,1,0.0290474596989787,1.1833976398433217
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
2021-06-01,0.6096397638320923,0,-0.0134128565721884,1,-0.0134128565721884,1.1651252077422127
2021-06-02,0.6096397638320923,0,-0.0283855824243068,1,-0.0283855824243068,1.1320524501232085
2021-06-03,0.6096397638320923,1,0.014679978926944,1,0.014679978926944,1.1486709562352126
2021-06-04,0.6160451769828796,0,-0.0005521506407188,1,-0.0005521506407188,1.1480367168307524
2021-06-07,0.6096397638320923,1,0.0064960316515776,1,0.0064960316515776,1.1554943996804583
2021-06-08,0.6271186470985413,0,-0.0055023798999345,1,-0.0055023798999345,1.1491364305211698
2021-06-09,0.6096397638320923,0,-0.0102041701742416,1,-0.0102041701742416,1.1374104468307111
2021-06-10,0.6271186470985413,1,0.0116377040802095,1,0.0116377040802095,1.150647293028666
2021-06-11,0.6096397638320923,0,-0.0023167311371474,1,-0.0023167311371474,1.147981552617032
2021-06-14,0.6271186470985413,0,-0.0437993256960491,1,-0.0437993256960491,1.0977007347009027
2021-06-15,0.6389219164848328,1,0.0119294830663738,1,0.0119294830663738,1.1107957370274633
2021-06-16,0.6096397638320923,0,-0.0483569626897721,1,-0.0483569626897721,1.0570810290160684
2021-06-17,0.6271186470985413,0,-0.0050390028638735,1,-0.0050390028638735,1.0517543946835102
2021-06-18,0.6096397638320923,1,0.0064740664921212,1,0.0064740664921212,1.0585635225680718
2021-06-21,0.6271186470985413,1,0.0109342662955649,1,0.0109342662955649,1.0701381380146024
2021-06-22,0.6389219164848328,1,0.0234810157307756,1,0.0234810157307756,1.0952660684674262
2021-06-23,0.6096397638320923,0,-0.0045131130239648,1,-0.0045131130239648,1.0903230089091192
2021-06-24,0.6389219164848328,0,-0.0044170709965454,1,-0.0044170709965454,1.0855069747696005
2021-06-25,0.6389219164848328,0,-0.0032672141082381,1,-0.0032672141082381,1.0819603910670423
2021-06-28,0.6389219164848328,0,-0.0031606698831867,1,-0.0031606698831867,1.0785406714441959
2021-06-29,0.6096397638320923,1,0.0057286647577161,1,0.0057286647577161,1.0847192693784617
2021-06-30,0.6096397638320923,0,-0.0124341777955832,1,-0.0124341777955832,1.0712316771247148
2021-07-01,0.6389219164848328,1,0.0093985654236385,1,0.0093985654236385,1.0812997181260455
2021-07-02,0.6096397638320923,0,-0.0058637437861455,1,-0.0058637437861455,1.074959253622923
2021-07-06,0.6096397638320923,1,0.0166796891986553,1,0.0166796891986553,1.092889239874572
2021-07-07,0.6271186470985413,0,-0.0135089977982814,1,-0.0135089977982814,1.0781254015393409
2021-07-08,0.6271186470985413,1,0.0188158861183507,1,0.0188158861183507,1.0984112863160063
2021-07-09,0.6271186470985413,0,-0.0068117794994897,1,-0.0068117794994897,1.0909291508338708
2021-07-12,0.6096397638320923,0,-0.0020874413239144,1,-0.0020874413239144,1.0886519002429573
2021-07-13,0.6096397638320923,0,-0.0092134303855149,1,-0.0092134303855149,1.0786216817460104
2021-07-14,0.6096397638320923,1,0.0129214299990361,1,0.0129214299990361,1.0925590163021341
2021-07-15,0.6096397638320923,0,0.0,1,0.0,1.0925590163021341
2021-07-16,0.6096397638320923,0,-0.0285080012993588,1,-0.0285080012993588,1.0614123424457667
2021-07-19,0.6364266276359558,1,0.0145315333969373,1,0.0145315333969373,1.0768362913479388
2021-07-20,0.6364266276359558,1,0.0021089638748204,1,0.0021089638748204,1.0791073001854872
2021-07-21,0.6160451769828796,1,0.0152160436150838,1,0.0152160436150838,1.095527043930465
2021-07-22,0.6096397638320923,1,0.0143063956512379,1,0.0143063956512379,1.1112000872675654
2021-07-23,0.6096397638320923,1,0.0411855647842125,1,0.0411855647842125,1.1569654904499462
2021-07-26,0.6160451769828796,0,-0.0088723951317399,1,-0.0088723951317399,1.146700435464887
2021-07-27,0.6389219164848328,0,-0.0138483351979528,1,-0.0138483351979528,1.1308205434629308
2021-07-28,0.6096397638320923,1,0.0092166551049239,1,0.0092166551049239,1.1412429263975914
2021-07-29,0.6096397638320923,0,-0.0091051039865084,1,-0.0091051039865084,1.1308517908788742
2021-07-30,0.6096397638320923,0,-0.0111043707342344,1,-0.0111043707342344,1.1182943933474823
2021-08-02,0.6096397638320923,0,-0.0106589057672199,1,-0.0106589057672199,1.106374598788781
2021-08-03,0.6389219164848328,0,-0.0122729073880725,1,-0.0122729073880725,1.0927961658013303
2021-08-04,0.6096397638320923,1,0.003571226651339,1,0.003571226651339,1.0966987885931212
2021-08-05,0.6096397638320923,0,0.0,1,0.0,1.0966987885931212
2021-08-06,0.6250107884407043,0,-0.01354579322808,1,-0.01354579322808,1.081843133569353
2021-08-09,0.6389219164848328,1,0.0149247867814727,1,0.0149247867814727,1.097989411668876
2021-08-10,0.6096397638320923,1,0.0030958002137186,1,0.0030958002137186,1.1013885675241812
2021-08-11,0.6096397638320923,0,-0.0017187056651313,1,-0.0017187056651313,1.0994956047536666
2021-08-12,0.6160451769828796,1,0.0071987970140918,1,0.0071987970140918,1.1074106504301744
2021-08-13,0.6096397638320923,0,-0.0147963931322872,1,-0.0147963931322872,1.0910249670875276
2021-08-16,0.6160451769828796,0,-0.0283623839622395,1,-0.0283623839622395,1.0600808980586014
2021-08-17,0.6160451769828796,0,-0.0206589139190731,1,-0.0206589139190731,1.038180778038355
2021-08-18,0.6096397638320923,0,-0.0193609772650984,1,-0.0193609772650984,1.018080583597692
2021-08-19,0.6160451769828796,1,0.0234787013829376,1,0.0234787013829376,1.041983793603749
2021-08-20,0.6096397638320923,1,0.023884584165148,1,0.023884584165148,1.066871143220798
2021-08-23,0.6389219164848328,1,0.0049440948268655,1,0.0049440948268655,1.072145855320928
2021-08-24,0.6389219164848328,1,0.0022286092151708,1,0.0022286092151708,1.0745352494541034
2021-08-25,0.6096397638320923,0,-0.0046976011225088,1,-0.0046976011225088,1.0694875114600926
2021-08-26,0.6160451769828796,1,0.0165775451742533,1,0.0165775451742533,1.0872169889946222
2021-08-27,0.6160451769828796,1,0.0131126792555453,1,0.0131126792555453,1.1014733166524884
2021-08-30,0.6160451769828796,0,-0.0001142791841708,1,-0.0001142791841708,1.1013474411804753
2021-08-31,0.6096397638320923,0,-0.0224209091493639,1,-0.0224209091493639,1.0766542302598836
2021-09-01,0.6160451769828796,1,0.0060592121992695,1,0.0060592121992695,1.0831779067062695
2021-09-02,0.6096397638320923,1,0.0069460802546839,1,0.0069460802546839,1.0907017473763516
2021-09-03,0.6364266276359558,0,-0.0121874876300576,1,-0.0121874876300576,1.0774088333221201
2021-09-07,0.6096397638320923,0,-0.0113924539453231,1,-0.0113924539453231,1.0651345028082135
2021-09-08,0.6389219164848328,1,0.0123262698180137,1,0.0123262698180137,1.0782636380823034
2021-09-09,0.6271186470985413,1,0.038116202056498,1,0.038116202056498,1.1193629527816231
2021-09-10,0.6096397638320923,0,-0.0192771589098743,1,-0.0192771589098743,1.0977848152630256
2021-09-13,0.6096397638320923,0,-0.0105894175536278,1,-0.0105894175536278,1.0861599134701732
2021-09-14,0.6389219164848328,1,0.0195938666077821,1,0.0195938666077821,1.107441985929428
2021-09-15,0.6096397638320923,0,-0.0287773080734685,1,-0.0287773080734685,1.0755727867268432
2021-09-16,0.6389219164848328,0,-0.0083260522030452,1,-0.0083260522030452,1.0666175115563807
2021-09-17,0.6389219164848328,0,-0.0314600432174339,1,-0.0314600432174339,1.0330616785463451
2021-09-20,0.6250107884407043,1,0.0027910945854296,1,0.0027910945854296,1.0359450514037507
2021-09-21,0.6271186470985413,1,0.0300810458306413,1,0.0300810458306413,1.067107361973053
2021-09-22,0.6271186470985413,0,-0.0049510887417711,1,-0.0049510887417711,1.061824018726927
2021-09-23,0.6271186470985413,1,0.0127988596188699,1,0.0127988596188699,1.0754141552825573
2021-09-24,0.6271186470985413,1,0.0009329446740826,1,0.0009329446740826,1.0764174571911613
2021-09-27,0.6271186470985413,0,-0.0100750617929559,1,-0.0100750617929559,1.065572484794944
2021-09-28,0.6096397638320923,0,-0.0112487125358708,1,-0.0112487125358708,1.053586166227352
2021-09-29,0.6271186470985413,0,-0.0265459603195508,1,-0.0265459603195508,1.025617709665453
2021-09-30,0.6096397638320923,1,0.0240422332292218,1,0.0240422332292218,1.0502758498452502
2021-10-01,0.6096397638320923,1,0.0118667584545961,1,0.0118667584545961,1.0627392196660594
2021-10-04,0.6096397638320923,0,-0.0109122183510965,1,-0.0109122183510965,1.0511423772507895
2021-10-05,0.6250107884407043,0,-0.0107914716327641,1,-0.0107914716327641,1.0397990041046914
2021-10-06,0.6096397638320923,1,0.0228826573451319,1,0.0228826573451319,1.0635923684234285
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