Technology ETF Trend Scalping
Asset Classes: Equity
Price: $2,000.00/mo
Exclusive: $5,000.00/mo
License
Status Running
Live Sharpe Ratio -1.05
Days Live 333
Uniqueness 74%
Frequency 1/day
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
14.26%
RETURN CORRELATION
57.59%
ASSETS TRADED
16
MARKET
Equity
PROBABILISTIC SHARPE RATIO
4.03%

Alpha Score

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Alpha Live Server Data

Alpha Version 1.0
Live Insights 403
Deploy Lean ID 9241
Status Running
Deploy ID A-2f3499596dc9c3b79fa9ee97165fbd1a
Last Time Seen 2020-09-23 06:32:45
Launched 2020-09-04 02:32:00
Machine Name ALPHA-112-2f3499596dc9c3b79fa9ee97165fbd1a

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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