overlay-worst-rolling.csv 30 KB

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  1. name,kind,window_months,end_month,return
  2. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,rotation_risk,6,2022-04,-0.03267058612148288
  3. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,rotation_risk,12,2022-10,-0.03267058612148288
  4. risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,short_leg,6,2021-11,-0.31763440046177804
  5. risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,short_leg,12,2021-11,-0.3689865772709695
  6. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.03112575035332621
  7. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.010996615598754977
  8. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.029860402896285554
  9. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,0.01038478699713763
  10. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2024-09,-0.030089800701714853
  11. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-05,0.024144395043639078
  12. high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,6,2021-11,-0.27011611842010197
  13. high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,12,2021-04,-0.33292892539113905
  14. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2022-04,-0.03129113007482598
  15. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2022-10,-0.015501009915279251
  16. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2024-09,-0.03679934535173668
  17. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2022-10,0.001261377602886471
  18. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2024-09,-0.04414060053640212
  19. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2025-03,0.00981223522925534
  20. risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,6,2021-06,-0.43863208238476925
  21. risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,12,2021-11,-0.5505291742617353
  22. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.0348141589562635
  23. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.025010227488843517
  24. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.03720347482290509
  25. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.018044254974908025
  26. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.03983595533704731
  27. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.011784792559493718
  28. risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,short_leg,6,2021-11,-0.2851870104011933
  29. risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,short_leg,12,2021-04,-0.3409835340744721
  30. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,6,2022-04,-0.028049707004262125
  31. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,12,2022-10,-0.012584193460076332
  32. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,6,2024-09,-0.03263680298604499
  33. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,12,2022-12,0.00545265990216004
  34. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,6,2024-09,-0.03796626565275285
  35. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,12,2022-12,0.0228295461788246
  36. risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,6,2021-11,-0.30265437453240995
  37. risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,12,2021-11,-0.38979290565653646
  38. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,6,2022-04,-0.03273780111068747
  39. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,12,2022-10,-0.015522875350981624
  40. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,6,2022-04,-0.03307717022692458
  41. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,12,2022-10,0.0011614296151201131
  42. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,6,2022-04,-0.03368767511506576
  43. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,12,2022-10,0.01735185602789513
  44. risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,6,2022-12,-0.3517819104937192
  45. risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,12,2022-03,-0.5413958025922103
  46. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.04228223488515437
  47. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.03952057112915708
  48. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.052020492393058615
  49. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.04703189142957642
  50. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.06187894618015821
  51. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.055185576661860636
  52. risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,6,2021-04,-0.22876076123682965
  53. risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,12,2021-04,-0.35952280473106746
  54. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2022-04,-0.030737682666349575
  55. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2022-10,-0.00939098503886271
  56. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2022-04,-0.029102933677126797
  57. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2022-10,0.013646406994289206
  58. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2024-09,-0.027985826482761156
  59. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2025-03,0.03571245060745043
  60. high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,6,2021-04,-0.45308031210722666
  61. high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,12,2021-04,-0.5649741312843554
  62. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2022-04,-0.02783917729927321
  63. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2022-10,-0.011749920537430625
  64. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2023-09,-0.03555955781150977
  65. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2022-10,0.008852173319330525
  66. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2023-09,-0.04572279436446558
  67. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2023-08,0.016982484572431122
  68. trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,short_leg,6,2020-09,-0.3138269674158698
  69. trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,short_leg,12,2021-04,-0.45993401847176163
  70. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.031157067989278087
  71. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,0.0025400255818466277
  72. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.029973939629773128
  73. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2025-03,0.03223303112098841
  74. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2020-09,-0.03079944853810357
  75. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2025-03,0.02769146409088874
  76. trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,6,2025-01,-0.44405374279673393
  77. trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,12,2025-01,-0.5039271219957655
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  80. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2024-10,-0.02699005809449373
  81. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.01222089553143979
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  84. high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,6,2021-09,-0.3686652727555264
  85. high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,12,2021-11,-0.4732195218002542
  86. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,6,2022-04,-0.03032735336388448
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  88. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,6,2024-09,-0.03171144434711404
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  91. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,12,2022-04,-0.007154990551364371
  92. risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,6,2021-06,-0.43817490521488167
  93. risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,12,2021-12,-0.5730790153653905
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  100. high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,6,2021-06,-0.538737449954654
  101. high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,12,2021-11,-0.6625545272920512
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  108. risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030,short_leg,6,2021-04,-0.5287789740785827
  109. risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030,short_leg,12,2021-04,-0.6160666486406419
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  116. risk_off_pair-1h-tr1440-lb168-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,6,2022-12,-0.4266015948292453
  117. risk_off_pair-1h-tr1440-lb168-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,12,2022-03,-0.5006852346097322
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  124. trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,6,2025-01,-0.44656103279374293
  125. trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,12,2025-01,-0.5146163333008094
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  132. risk_off_pair-1h-tr720-lb168-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,6,2021-06,-0.4115051381727729
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  140. risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,6,2021-09,-0.3735289493272147
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