SPY TLT Regime Switching Algorithm
Asset Classes: Equity
Price: $1,500.00/mo
Exclusive: $3,000.00/mo
License
Status Running
Live Sharpe Ratio 0.23
Days Live 494
Uniqueness 63%
Frequency 1/day
Accuracy

Alpha Equity

Loading Chart...

Key Performance Metrics

DYNAMIC TIME WRAP
5.66%
RETURN CORRELATION
59.70%
ASSETS TRADED
2
MARKET
Equity
PROBABILISTIC SHARPE RATIO
25.18%

Alpha Score

Loading Chart...

Alpha Live Server Data

Alpha Version 1.0.1
Live Insights 680
Deploy Lean ID 7846
Status Running
Deploy ID A-422307c4208b60dca93a2e8c9198711f
Last Time Seen 2020-07-09 17:13:14
Launched 2020-04-28 11:18:09
Machine Name ALPHAHOST14-QUANTCONNECT-COM-af277fa6-893d

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