Spaces:
Running
Running
| strategy,category,n_is,n_oos,is_sharpe,oos_sharpe,oos_winrate,oos_mean_ret,max_dd,survived,first_fail | |
| MFS,Composite,862,3403,-1.06,-0.05,48.0,-0.03,-100.0,False,01 OOS>0.5 | |
| S5V2,MeanRev,847,393,-0.54,0.45,51.0,0.2,-67.5,False,01 OOS>0.5 | |
| S5,MeanRev,3302,2051,-1.08,0.04,49.0,0.02,-99.9,False,01 OOS>0.5 | |
| S1,MeanRev,1,1,0.0,0.0,0.0,-0.74,0.0,False,01 OOS>0.5 | |
| S_CAPFLOW,MeanRev,220,107,-0.37,-0.25,41.0,-0.19,-60.4,False,01 OOS>0.5 | |
| S4,MeanRev,365,144,-0.9,-1.16,47.0,-0.68,-84.1,False,01 OOS>0.5 | |
| S8,MeanRev,40,12,-1.0,-2.29,33.0,-1.31,-9.6,False,01 OOS>0.5 | |
| S10,MeanRev,244,91,-1.16,-2.55,41.0,-1.29,-78.1,False,01 OOS>0.5 | |
| S6,MeanRev,77,30,-1.3,-2.58,40.0,-1.37,-40.0,False,01 OOS>0.5 | |
| S7,MeanRev,21,8,-1.37,-2.84,38.0,-0.94,-5.5,False,01 OOS>0.5 | |
| S16,MeanRev,19,10,0.34,-3.5,40.0,-0.93,-9.8,False,01 OOS>0.5 | |
| S18,MeanRev,23,9,-4.66,-3.81,33.0,-0.83,-8.7,False,01 OOS>0.5 | |
| S4V2,MeanRev,124,28,-1.65,-4.19,46.0,-3.36,-61.1,False,01 OOS>0.5 | |
| S_CTRIO,MeanRev,12,4,-0.34,-9.29,0.0,-6.09,-9.6,False,01 OOS>0.5 | |
| S6V2,MeanRev,15,7,-1.01,-9.58,14.0,-3.95,-20.7,False,01 OOS>0.5 | |
| S11,MeanRev,10,3,-2.01,-9.87,0.0,-2.81,-2.6,False,01 OOS>0.5 | |
| S12,Seasonal,0,158,0.0,2.16,59.0,1.17,-44.3,False,02 DD>-35 | |
| S_SEASONAL,Seasonal,428,282,-1.94,0.95,45.0,0.58,-67.8,False,02 DD>-35 | |
| S13,Seasonal,1920,0,-0.83,0.0,0.0,0.0,0.0,False,01 OOS>0.5 | |
| S19,Trend,17,18,-1.45,2.7,61.0,1.54,-9.0,False,03 OOS<2.5 | |
| SUPER,Trend,1180,463,-0.68,0.1,47.0,0.06,-97.0,False,01 OOS>0.5 | |
| S2,Trend,120,234,0.7,-0.01,42.0,-0.01,-70.4,False,01 OOS>0.5 | |
| S3,Trend,4194,1039,0.04,-0.04,48.0,-0.03,-96.7,False,01 OOS>0.5 | |
| S9,Trend,120,68,-0.61,-0.14,47.0,-0.09,-54.3,False,01 OOS>0.5 | |
| NIRA,Trend,147,275,1.46,-0.31,41.0,-0.2,-80.0,False,01 OOS>0.5 | |
| PED,Trend,2476,1149,-0.84,-0.74,42.0,-0.48,-100.0,False,01 OOS>0.5 | |
| S20,Trend,366,497,-0.34,-1.26,39.0,-0.79,-99.5,False,01 OOS>0.5 | |
| S14,Trend,198,51,-1.66,-2.79,41.0,-1.39,-56.2,False,01 OOS>0.5 | |
| S17,Volatility,70,43,-0.43,0.55,40.0,0.32,-20.4,False,04 !overfit | |
| S15,Volatility,222,75,-1.7,-0.99,43.0,-0.4,-36.3,False,01 OOS>0.5 | |