Overall Statistics
Total Trades
18
Average Win
0%
Average Loss
0%
Compounding Annual Return
65.069%
Drawdown
9.000%
Expectancy
0
Net Profit
15.833%
Sharpe Ratio
1.85
Probabilistic Sharpe Ratio
63.987%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.257
Beta
1.379
Annual Standard Deviation
0.25
Annual Variance
0.062
Information Ratio
3.004
Tracking Error
0.104
Treynor Ratio
0.335
Total Fees
$19.54
Estimated Strategy Capacity
$2200000.00
Lowest Capacity Asset
JHX S92TOOMP7A79
 
# region imports
from AlgorithmImports import *
# endregion

class UglyMagentaScorpion(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 10, 30)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.SetBenchmark("SPY")
        self.AddEquity("SPY", Resolution.Daily)

      
        self.AddEquity("MSFT", Resolution.Daily)
        self.AddEquity("GOOG", Resolution.Daily)
        self.AddEquity("AMZN", Resolution.Daily)
        self.AddEquity("NVDA", Resolution.Daily)
        self.AddEquity("META", Resolution.Daily)
        self.AddEquity("SPB", Resolution.Daily)
        self.AddEquity("HLIO", Resolution.Daily)
        self.AddEquity("SAFE", Resolution.Daily)
        self.AddEquity("TROX", Resolution.Daily)
        self.AddEquity("CRS", Resolution.Daily)
        self.AddEquity("PIPR", Resolution.Daily)
        self.AddEquity("EVRI", Resolution.Daily)
        self.AddEquity("WMS", Resolution.Daily)
        self.AddEquity("JHX", Resolution.Daily)
        self.AddEquity("BLDR", Resolution.Daily)
        self.AddEquity("RRX:", Resolution.Daily)
        self.AddEquity("CCK", Resolution.Daily)
        self.AddEquity("DIS", Resolution.Daily)
        self.AddEquity("CRM", Resolution.Daily)
        
    def OnData(self, data: Slice):
        if not self.Portfolio.Invested:
            self.SetHoldings("MSFT", 0.05)
            self.SetHoldings("GOOG", 0.05)
            self.SetHoldings("AMZN", 0.05)
            self.SetHoldings("NVDA", 0.05)
            self.SetHoldings("META", 0.05)
            self.SetHoldings("SPB", 0.05)
            self.SetHoldings("HLIO", 0.05)
            self.SetHoldings("SAFE", 0.05)
            self.SetHoldings("TROX", 0.05)
            self.SetHoldings("CRS", 0.05)
            self.SetHoldings("PIPR", 0.05)
            self.SetHoldings("EVRI", 0.05)
            self.SetHoldings("WMS", 0.05)
            self.SetHoldings("JHX", 0.05)
            self.SetHoldings("BLDR", 0.05)
            self.SetHoldings("RRX", 0.05)
            self.SetHoldings("CCK", 0.05)
            self.SetHoldings("DIS", 0.05)
            self.SetHoldings("CRM", 0.05)