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- name,horizon,start,end,total_return,annualized_return,max_drawdown,calmar
- rotation-risk,3y,2023-05-03,2026-05-03,0.5389761949183529,0.15439301441398423,0.07001885734424536,2.2050204797675597
- rotation-risk,1y,2025-05-03,2026-05-03,0.16163707423446128,0.16163707423446128,0.07001885734424536,2.3084791778274534
- rotation-risk,6m,2025-11-03,2026-05-03,-0.002769140843517204,-0.005576319330727331,0.01607893603441504,-0.3468089753446302
- rotation-risk,3m,2026-02-03,2026-05-03,-0.002769140843517204,-0.01130792129325131,0.01607893603441504,-0.7032754697853177
- mean-reversion-eq_days30,3y,2023-05-03,2026-05-03,0.19618059649259778,0.06147211651307205,0.13739999999999997,0.4473953166890252
- mean-reversion-eq_days30,1y,2025-05-03,2026-05-03,0.07742572046922147,0.07742572046922147,0.022918999999999943,3.3782329276679466
- mean-reversion-eq_days30,6m,2025-11-03,2026-05-03,0.0,0.0,0.0,0.0
- mean-reversion-eq_days30,3m,2026-02-03,2026-05-03,0.0,0.0,0.0,0.0
- portfolio-50-50,3y,2023-05-03,2026-05-03,0.36864869462243766,0.11016929424899158,0.08483674716872047,1.2986034699078053
- portfolio-50-50,1y,2025-05-03,2026-05-03,0.12093834039092233,0.12093834039092233,0.03337315409291066,3.623821112449567
- portfolio-50-50,6m,2025-11-03,2026-05-03,-0.001355497960979224,-0.0027315794454118025,0.008059634034724405,-0.3389210271388219
- portfolio-50-50,3m,2026-02-03,2026-05-03,-0.001355497960979224,-0.005547391809926361,0.008059634034724405,-0.6882932631960442
- portfolio-70-30,3y,2023-05-03,2026-05-03,0.43733551020566863,0.12842179536237563,0.07305059080386038,1.7579843496021272
- portfolio-70-30,1y,2025-05-03,2026-05-03,0.13758163365837728,0.13758163365837728,0.048063317888920445,2.862508035261806
- portfolio-70-30,6m,2025-11-03,2026-05-03,-0.001913991227801115,-0.0038559511631531818,0.011272189282026033,-0.3420765094232097
- portfolio-70-30,3m,2026-02-03,2026-05-03,-0.001913991227801115,-0.007826250308737626,0.011272189282026033,-0.694297275615918
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