Technology ETF Trend Scalping
Asset Classes: Equity
Price: $2,000.00/mo
Exclusive: $5,000.00/mo
License
Status Running
Live Sharpe Ratio -0.21
Days Live 213
Uniqueness 64%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
529.97%
RETURN CORRELATION
-50.10%
ASSETS TRADED
16
MARKET
Equity
PROBABILISTIC SHARPE RATIO
15.81%

Alpha Score

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Alpha Live Server Data

Alpha Version 1.2
Live Insights 201
Deploy Lean ID 7846
Status Running
Deploy ID A-f4d5ea6190af099099271e987e8fad82
Last Time Seen 2020-08-08 09:38:59
Launched 2020-04-28 22:16:02
Machine Name ALPHAHOST12-QUANTCONNECT-COM-f2d88dd2-8995

Alpha Correlations with the Marketplace

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Release Notes

1.2

2020-01-07

#3b265ed4f742e4c

Decreased the max drawdown by 5% over the 5+ year backtesting period while maintaining overall performance.

1.1

2019-12-31

#e8edfc8704fd3c1

Able to reduce max drawdown by 4.5% over a 5 year period while maintaining same overall returns.

1.0

2019-10-24

#2d0757411d2ac78

First Release


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