Hugging Face's logo

Spaces:
s-ttp
/
vitals
Sleeping

App Files Community
vitals
File size: 1,527 Bytes
fb36c27
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
{
 "tech_concentrated": {
  "greedy": {
   "return": 0.4478,
   "vol": 0.3162,
   "max_dd": -0.2398,
   "sharpe": 1.3431,
   "n_periods": 18
  },
  "random": {
   "return": 0.4633,
   "vol": 0.3368,
   "max_dd": -0.2579,
   "sharpe": 1.2904,
   "n_periods": 18
  },
  "momentum": {
   "return": 0.5019,
   "vol": 0.3535,
   "max_dd": -0.2667,
   "sharpe": 1.2981,
   "n_periods": 18
  },
  "seed_only": {
   "return": 0.5741,
   "vol": 0.4137,
   "max_dd": -0.3109,
   "sharpe": 1.2448,
   "n_periods": 18
  }
 },
 "income_rates": {
  "greedy": {
   "return": 0.1072,
   "vol": 0.1397,
   "max_dd": -0.1159,
   "sharpe": 0.8363,
   "n_periods": 18
  },
  "random": {
   "return": 0.111,
   "vol": 0.1441,
   "max_dd": -0.1195,
   "sharpe": 0.865,
   "n_periods": 18
  },
  "momentum": {
   "return": 0.1411,
   "vol": 0.1506,
   "max_dd": -0.1198,
   "sharpe": 1.0134,
   "n_periods": 18
  },
  "seed_only": {
   "return": 0.0961,
   "vol": 0.156,
   "max_dd": -0.1335,
   "sharpe": 0.7049,
   "n_periods": 18
  }
 },
 "quality_midcap": {
  "greedy": {
   "return": 0.0781,
   "vol": 0.3017,
   "max_dd": -0.2485,
   "sharpe": 0.4151,
   "n_periods": 18
  },
  "random": {
   "return": 0.0941,
   "vol": 0.3165,
   "max_dd": -0.2601,
   "sharpe": 0.4552,
   "n_periods": 18
  },
  "momentum": {
   "return": 0.1259,
   "vol": 0.3271,
   "max_dd": -0.2636,
   "sharpe": 0.5418,
   "n_periods": 18
  },
  "seed_only": {
   "return": 0.0739,
   "vol": 0.3872,
   "max_dd": -0.3125,
   "sharpe": 0.3564,
   "n_periods": 18
  }
 }
}