SPY TLT Regime Switching Algorithm
Asset Classes: Equity
Price: $1,500.00/mo
Exclusive: $3,000.00/mo
License
Status Running
Live Sharpe Ratio 0.40
Days Live 421
Uniqueness 61%
Frequency 1/day
Accuracy

Alpha Equity

Loading Chart...

Key Performance Metrics

DYNAMIC TIME WRAP
6.54%
RETURN CORRELATION
61.20%
ASSETS TRADED
2
MARKET
Equity
PROBABILISTIC SHARPE RATIO
28.20%

Alpha Score

Loading Chart...

Alpha Live Server Data

Alpha Version 1.0.2
Live Insights 578
Deploy Lean ID 7822
Status Running
Deploy ID A-a031c63bb581594fdfca7e09526356f6
Last Time Seen 2020-07-09 17:46:18
Launched 2020-04-28 22:25:00
Machine Name ALPHAHOST12-QUANTCONNECT-COM-f5273246-8995

Alpha Correlations with the Marketplace

Loading Chart...

Release Notes

1.0.2

2019-05-15

#0cf6ab8427517bd

Moved EmitInsights before SetHoldings

1.0.1

2019-03-04

#e27b538ced15fc3

Fixed key error that was causing backtest to fail at very end.

1.0

2019-02-13

#7c2623544546f06

First Release


Other Alphas by the Same Author