Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
52.747%
Drawdown
4.500%
Expectancy
0
Start Equity
100000
End Equity
113705.10
Net Profit
13.705%
Sharpe Ratio
2.411
Sortino Ratio
2.975
Probabilistic Sharpe Ratio
74.688%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.038
Beta
0.989
Annual Standard Deviation
0.123
Annual Variance
0.015
Information Ratio
-1.872
Tracking Error
0.022
Treynor Ratio
0.3
Total Fees
$1.00
Estimated Strategy Capacity
$3300000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.91%
Drawdown Recovery
14
 
from AlgorithmImports import *
class BuyHoldSPY(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2026, 3, 20)
        self.set_end_date(2026, 7, 8)
        self.set_cash(100_000)
        self.add_equity("SPY", Resolution.DAILY)
        self.set_benchmark("SPY")
    def on_data(self, data):
        if not self.portfolio.invested:
            self.set_holdings("SPY", 1.0)