Technologies Bull-Bear ETF
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio -0.34
Days Live 283
Uniqueness 56%
Frequency 1/day
Accuracy

Alpha Equity

Loading Chart...

Key Performance Metrics

DYNAMIC TIME WRAP
335.22%
RETURN CORRELATION
-25.85%
ASSETS TRADED
3
MARKET
Equity
PROBABILISTIC SHARPE RATIO
13.40%

Alpha Score

Loading Chart...

Alpha Live Server Data

Alpha Version 1.1
Live Insights 497
Deploy Lean ID 7846
Status Running
Deploy ID A-3009655c085a540160a153126981daa4
Last Time Seen 2020-08-08 09:09:45
Launched 2020-04-28 10:34:47
Machine Name ALPHAHOST14-QUANTCONNECT-COM-a52305ca-893d

Alpha Correlations with the Marketplace

Loading Chart...

Release Notes

1.1

2019-10-28

#bc5522f94e5cfa8

Minor updates to reduce the length of the maximum drawdown, and show longer track record to better demonstrate the robustness of the algorithm.

1.0

2019-10-24

#8a9a034f720d122

First Release


Other Alphas by the Same Author