Liquid ETF Morning Reversals
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio -1.48
Days Live 253
Uniqueness 58%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
31.29%
RETURN CORRELATION
39.79%
ASSETS TRADED
44
MARKET
Equity
PROBABILISTIC SHARPE RATIO
0.86%

Alpha Score

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Alpha Live Server Data

Alpha Version 2.0
Live Insights 859
Deploy Lean ID 8084
Status Running
Deploy ID A-e0a66c945871f70f6633a30bb24b9a9a
Last Time Seen 2020-07-14 23:43:16
Launched 2020-04-28 12:05:44
Machine Name ALPHAHOST11-QUANTCONNECT-COM-cd95ca9c-893d

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

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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