Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
18.482%
Drawdown
7.200%
Expectancy
0
Net Profit
5.099%
Sharpe Ratio
0.821
Probabilistic Sharpe Ratio
43.881%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.007
Beta
1.005
Annual Standard Deviation
0.173
Annual Variance
0.03
Information Ratio
-0.345
Tracking Error
0.019
Treynor Ratio
0.141
Total Fees
$1.30
Estimated Strategy Capacity
$1400000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
 
# 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("SPY", 1)