Liquid ETF Morning Reversals
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Stopped
Live Sharpe Ratio 0.00
Days Live 325
Uniqueness 0%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
26.44%
RETURN CORRELATION
23.74%
ASSETS TRADED
43
MARKET
Equity
PROBABILISTIC SHARPE RATIO
0.00%

Alpha Score

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Alpha Live Server Data

Alpha Version 2.1
Live Insights 777
Deploy Lean ID 8767
Status Stopped
Stopped Time 2020-07-09 13:37:26
Deploy ID A-7a14da356264ff7f670e42b96d302cf4
Last Time Seen 2020-07-09 13:31:02
Launched 2020-07-09 00:09:56
Machine Name ALPHAHOST13-QUANTCONNECT-COM-46d20076-c177

Alpha Correlations with the Marketplace

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Release Notes

2.1

2019-12-30

#638ab7a43c33a05  (stopped)

Decreased holding period and improved system for entry signals

2.0

2019-11-23

#fce5d7ae259dcb0  (stopped)

Allow for some extra time in the morning to catch data for all symbols

1.0

2019-11-06

#9b1a2f4b51e4db2  (stopped)

First Release


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