Reversal On Penny Stocks
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio 11.76
Days Live 293
Uniqueness 50%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
48.96%
RETURN CORRELATION
68.65%
ASSETS TRADED
388
MARKET
Equity
PROBABILISTIC SHARPE RATIO
64.03%

Alpha Score

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Alpha Live Server Data

Alpha Version 7.0
Live Insights 981
Deploy Lean ID 8750
Status Running
Deploy ID A-d7a0707fd50ff63669715f3bb135c290
Last Time Seen 2020-07-09 11:03:18
Launched 2020-07-08 11:36:03
Machine Name ALPHAHOST16-QUANTCONNECT-COM-1c81ea30-c0ae

Alpha Correlations with the Marketplace

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Release Notes

7.0

2019-10-13

#1655547816e006a

Added alpha streams brokerage model

6.0

2019-10-09

#03f66de0124dcd6

fixed data issues affecting the backtest results

5.0

2019-09-07

#8a78a7df05f0d61

Reduced number of stocks to scan in Universe to ensure stability of algorithm

4.1

2019-08-16

#4f6e1f37e8504db

Empty dictionaries to free up memory

4.0.1

2019-08-15

#a9cf351ac675608

Modified Universe module to work in current version of Lean

4.0

2019-04-24

#5e198f4396ab5c0  (stopped)

Re-designed the Risk Management model to emit flat insights to close positions

3.0

2019-04-19

#1fd6be21ab82e94

Added a full Risk Control module aimed at limiting losses and managing profits on an intraday basis. This model combines stop-loss with take-profit. The corresponding thresholds haven been selected based on the particular nature of these trades.

2.0.2

2019-04-03

#bdb2c60504279fa  (stopped)

Fixed bug in universe and other minor updates

2.0.1

2019-03-24

#62d721df4111ecd

fixed bug in universe module that was blocking signals

2.0

2019-02-28

#98c3da56b16131f  (stopped)

Set Data Normalization Mode to Raw Prices and optimized some of the Universe parameters to increase the number of insights

1.1

2019-02-24

#60c198a8127eee3

Set Data Normalization Mode to Raw prices

1.0

2019-02-19

#e1c19d66456682f

First Release


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