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- name,month,start_equity,end_equity,return
- rotation-risk,2020-02,10000.0,10000.0,0.0
- rotation-risk,2020-03,10000.0,10000.0,0.0
- rotation-risk,2020-04,10000.0,9875.325610727092,-0.012467438927290853
- rotation-risk,2020-05,9875.325610727092,10159.182745679074,0.02874407853890326
- rotation-risk,2020-06,10159.182745679074,10066.022512230329,-0.009170051940287083
- rotation-risk,2020-07,10066.022512230329,10316.16924216926,0.024850603069385135
- rotation-risk,2020-08,10316.16924216926,10717.80093185471,0.03893225094095065
- rotation-risk,2020-09,10717.80093185471,10266.711447447871,-0.042087876727225026
- rotation-risk,2020-10,10266.711447447871,10686.89398360842,0.040926691892660294
- rotation-risk,2020-11,10686.89398360842,11833.241636976813,0.10726668151912655
- rotation-risk,2020-12,11833.241636976813,12665.022792694475,0.07029190996307322
- rotation-risk,2021-01,12665.022792694475,13529.828582994798,0.06828300307514379
- rotation-risk,2021-02,13529.828582994798,13860.32615176678,0.024427328605432175
- rotation-risk,2021-03,13860.32615176678,14007.379643384962,0.010609670364750912
- rotation-risk,2021-04,14007.379643384962,14392.652443033807,0.02750498733221618
- rotation-risk,2021-05,14392.652443033807,14392.652443033807,0.0
- rotation-risk,2021-06,14392.652443033807,14392.652443033807,0.0
- rotation-risk,2021-07,14392.652443033807,14392.652443033807,0.0
- rotation-risk,2021-08,14392.652443033807,14622.415248966416,0.015963895942183726
- rotation-risk,2021-09,14622.415248966416,14382.111323774332,-0.016433942074587815
- rotation-risk,2021-10,14382.111323774332,15238.866082686762,0.059570861302969735
- rotation-risk,2021-11,15238.866082686762,15211.014282859054,-0.001827681907340284
- rotation-risk,2021-12,15211.014282859054,15211.014282859054,0.0
- rotation-risk,2022-01,15211.014282859054,15211.014282859054,0.0
- rotation-risk,2022-02,15211.014282859054,15211.014282859054,0.0
- rotation-risk,2022-03,15211.014282859054,15011.564315243866,-0.013112206977541563
- rotation-risk,2022-04,15011.564315243866,14741.003395938598,-0.01802349932515157
- rotation-risk,2022-05,14741.003395938598,14741.003395938598,0.0
- rotation-risk,2022-06,14741.003395938598,14741.003395938598,0.0
- rotation-risk,2022-07,14741.003395938598,14741.003395938598,0.0
- rotation-risk,2022-08,14741.003395938598,14741.003395938598,0.0
- rotation-risk,2022-09,14741.003395938598,14741.003395938598,0.0
- rotation-risk,2022-10,14741.003395938598,14741.003395938598,0.0
- rotation-risk,2022-11,14741.003395938598,14741.003395938598,0.0
- rotation-risk,2022-12,14741.003395938598,14741.003395938598,0.0
- rotation-risk,2023-01,14741.003395938598,15694.617636847075,0.06469127068861646
- rotation-risk,2023-02,15694.617636847075,15760.695670895177,0.004210235354378256
- rotation-risk,2023-03,15760.695670895177,16190.311386535006,0.02725867719362096
- rotation-risk,2023-04,16190.311386535006,16350.562524285706,0.009897965142534382
- rotation-risk,2023-05,16350.562524285706,16167.981974617289,-0.01116662190656914
- rotation-risk,2023-06,16167.981974617289,16110.59624888276,-0.0035493437476996625
- rotation-risk,2023-07,16110.59624888276,15945.809131737982,-0.010228492763339259
- rotation-risk,2023-08,15945.809131737982,15945.809131737982,0.0
- rotation-risk,2023-09,15945.809131737982,15945.809131737982,0.0
- rotation-risk,2023-10,15945.809131737982,17214.92829478263,0.07958951173688855
- rotation-risk,2023-11,17214.92829478263,17857.589175902194,0.03733160371712607
- rotation-risk,2023-12,17857.589175902194,18636.198024611687,0.0436010057707108
- rotation-risk,2024-01,18636.198024611687,18827.10383521252,0.010243817454006265
- rotation-risk,2024-02,18827.10383521252,19998.821886293907,0.06223570344844598
- rotation-risk,2024-03,19998.821886293907,20667.26276292455,0.03342401269590578
- rotation-risk,2024-04,20667.26276292455,20288.466732312136,-0.018328311540701248
- rotation-risk,2024-05,20288.466732312136,20591.530281875817,0.014937725633106247
- rotation-risk,2024-06,20591.530281875817,20253.06706198935,-0.01643701149226262
- rotation-risk,2024-07,20253.06706198935,20157.47080414008,-0.0047200879529344375
- rotation-risk,2024-08,20157.47080414008,20157.043076042286,-2.12193336133204e-05
- rotation-risk,2024-09,20157.043076042286,20202.370028188227,0.0022486905432976823
- rotation-risk,2024-10,20202.370028188227,20016.897467003768,-0.009180732801432168
- rotation-risk,2024-11,20016.897467003768,22235.27967751103,0.1108254770332957
- rotation-risk,2024-12,22235.27967751103,21908.511130899875,-0.014695949470860503
- rotation-risk,2025-01,21908.511130899875,21931.575881970144,0.0010527758336684734
- rotation-risk,2025-02,21931.575881970144,21484.152166464573,-0.02040089220735819
- rotation-risk,2025-03,21484.152166464573,21484.152166464573,0.0
- rotation-risk,2025-04,21484.152166464573,21549.9425532749,0.0030622752203841586
- rotation-risk,2025-05,21549.9425532749,23515.61961246126,0.09121495587874051
- rotation-risk,2025-06,23515.61961246126,23520.866597018503,0.0002231276336202015
- rotation-risk,2025-07,23520.866597018503,25236.490702757354,0.072940514273242
- rotation-risk,2025-08,25236.490702757354,25970.25064341647,0.029075355575446382
- rotation-risk,2025-09,25970.25064341647,25970.25064341647,0.0
- rotation-risk,2025-10,25970.25064341647,25272.363740764617,-0.026872551683623125
- rotation-risk,2025-11,25272.363740764617,25272.363740764617,0.0
- rotation-risk,2025-12,25272.363740764617,25272.363740764617,0.0
- rotation-risk,2026-01,25272.363740764617,25272.363740764617,0.0
- rotation-risk,2026-02,25272.363740764617,25272.363740764617,0.0
- rotation-risk,2026-03,25272.363740764617,25272.363740764617,0.0
- rotation-risk,2026-04,25272.363740764617,24915.262745893317,-0.014130098732921148
- rotation-risk,2026-05,24915.262745893317,25202.38100611784,0.011523790182459415
- mean-reversion-eq_days30,2020-02,10000.0,10000.0,0.0
- mean-reversion-eq_days30,2020-03,10000.0,10000.0,0.0
- mean-reversion-eq_days30,2020-04,10000.0,10561.52,0.05615199999999998
- mean-reversion-eq_days30,2020-05,10561.52,12327.053401705154,0.1671666011809998
- mean-reversion-eq_days30,2020-06,12327.053401705154,12327.053401705154,0.0
- mean-reversion-eq_days30,2020-07,12327.053401705154,12327.053401705154,0.0
- mean-reversion-eq_days30,2020-08,12327.053401705154,12089.15359810565,-0.019298999999999733
- mean-reversion-eq_days30,2020-09,12089.15359810565,12089.15359810565,0.0
- mean-reversion-eq_days30,2020-10,12089.15359810565,13107.858215203618,0.08426599999999973
- mean-reversion-eq_days30,2020-11,13107.858215203618,13298.19742434659,0.014521000000000006
- mean-reversion-eq_days30,2020-12,13298.19742434659,14547.548840287316,0.09394892977399993
- mean-reversion-eq_days30,2021-01,14547.548840287316,15144.60933979039,0.04104200000000002
- mean-reversion-eq_days30,2021-02,15144.60933979039,15144.60933979039,0.0
- mean-reversion-eq_days30,2021-03,15144.60933979039,15144.60933979039,0.0
- mean-reversion-eq_days30,2021-04,15144.60933979039,15144.60933979039,0.0
- mean-reversion-eq_days30,2021-05,15144.60933979039,15144.60933979039,0.0
- mean-reversion-eq_days30,2021-06,15144.60933979039,15144.60933979039,0.0
- mean-reversion-eq_days30,2021-07,15144.60933979039,15144.60933979039,0.0
- mean-reversion-eq_days30,2021-08,15144.60933979039,15144.60933979039,0.0
- mean-reversion-eq_days30,2021-09,15144.60933979039,13063.740016503189,-0.13740000000000008
- mean-reversion-eq_days30,2021-10,13063.740016503189,13530.193917532451,0.035706000000000016
- mean-reversion-eq_days30,2021-11,13530.193917532451,14529.923238690752,0.07388876517600007
- mean-reversion-eq_days30,2021-12,14529.923238690752,14529.923238690752,0.0
- mean-reversion-eq_days30,2022-01,14529.923238690752,14529.923238690752,0.0
- mean-reversion-eq_days30,2022-02,14529.923238690752,14529.923238690752,0.0
- mean-reversion-eq_days30,2022-03,14529.923238690752,14529.923238690752,0.0
- mean-reversion-eq_days30,2022-04,14529.923238690752,14529.923238690752,0.0
- mean-reversion-eq_days30,2022-05,14529.923238690752,14529.923238690752,0.0
- mean-reversion-eq_days30,2022-06,14529.923238690752,14529.923238690752,0.0
- mean-reversion-eq_days30,2022-07,14529.923238690752,14529.923238690752,0.0
- mean-reversion-eq_days30,2022-08,14529.923238690752,15783.701886701047,0.08628941993800021
- mean-reversion-eq_days30,2022-09,15783.701886701047,16609.741924941547,0.05233500000000002
- mean-reversion-eq_days30,2022-10,16609.741924941547,17148.329416599703,0.032426000000000066
- mean-reversion-eq_days30,2022-11,17148.329416599703,17085.463100100136,-0.0036660315400001142
- mean-reversion-eq_days30,2022-12,17085.463100100136,17085.463100100136,0.0
- mean-reversion-eq_days30,2023-01,17085.463100100136,17085.463100100136,0.0
- mean-reversion-eq_days30,2023-02,17085.463100100136,16806.056792150644,-0.01635345242399977
- mean-reversion-eq_days30,2023-03,16806.056792150644,16806.056792150644,0.0
- mean-reversion-eq_days30,2023-04,16806.056792150644,17886.6744863686,0.06429930040000009
- mean-reversion-eq_days30,2023-05,17886.6744863686,17886.6744863686,0.0
- mean-reversion-eq_days30,2023-06,17886.6744863686,17886.6744863686,0.0
- mean-reversion-eq_days30,2023-07,17886.6744863686,17886.6744863686,0.0
- mean-reversion-eq_days30,2023-08,17886.6744863686,17886.6744863686,0.0
- mean-reversion-eq_days30,2023-09,17886.6744863686,17886.6744863686,0.0
- mean-reversion-eq_days30,2023-10,17886.6744863686,17886.6744863686,0.0
- mean-reversion-eq_days30,2023-11,17886.6744863686,17886.6744863686,0.0
- mean-reversion-eq_days30,2023-12,17886.6744863686,17886.6744863686,0.0
- mean-reversion-eq_days30,2024-01,17886.6744863686,17886.6744863686,0.0
- mean-reversion-eq_days30,2024-02,17886.6744863686,17886.6744863686,0.0
- mean-reversion-eq_days30,2024-03,17886.6744863686,19025.306597002756,0.06365812222400002
- mean-reversion-eq_days30,2024-04,19025.306597002756,19025.306597002756,0.0
- mean-reversion-eq_days30,2024-05,19025.306597002756,19025.306597002756,0.0
- mean-reversion-eq_days30,2024-06,19025.306597002756,19985.907654579056,0.050490700514000286
- mean-reversion-eq_days30,2024-07,19985.907654579056,19985.907654579056,0.0
- mean-reversion-eq_days30,2024-08,19985.907654579056,19985.907654579056,0.0
- mean-reversion-eq_days30,2024-09,19985.907654579056,19985.907654579056,0.0
- mean-reversion-eq_days30,2024-10,19985.907654579056,21404.047704025023,0.07095699999999994
- mean-reversion-eq_days30,2024-11,21404.047704025023,22231.057299213146,0.03863800000000017
- mean-reversion-eq_days30,2024-12,22231.057299213146,23021.285146371145,0.035546120750000076
- mean-reversion-eq_days30,2025-01,23021.285146371145,19858.16056725975,-0.13739999999999997
- mean-reversion-eq_days30,2025-02,19858.16056725975,19858.16056725975,0.0
- mean-reversion-eq_days30,2025-03,19858.16056725975,19858.16056725975,0.0
- mean-reversion-eq_days30,2025-04,19858.16056725975,19858.16056725975,0.0
- mean-reversion-eq_days30,2025-05,19858.16056725975,20109.82303612863,0.012672999999999712
- mean-reversion-eq_days30,2025-06,20109.82303612863,20109.82303612863,0.0
- mean-reversion-eq_days30,2025-07,20109.82303612863,21320.89690883341,0.06022300000000014
- mean-reversion-eq_days30,2025-08,21320.89690883341,21320.89690883341,0.0
- mean-reversion-eq_days30,2025-09,21320.89690883341,20832.243272579857,-0.02291899999999991
- mean-reversion-eq_days30,2025-10,20832.243272579857,21395.69295637332,0.02704699999999982
- mean-reversion-eq_days30,2025-11,21395.69295637332,21395.69295637332,0.0
- mean-reversion-eq_days30,2025-12,21395.69295637332,21395.69295637332,0.0
- mean-reversion-eq_days30,2026-01,21395.69295637332,21395.69295637332,0.0
- mean-reversion-eq_days30,2026-02,21395.69295637332,21395.69295637332,0.0
- mean-reversion-eq_days30,2026-03,21395.69295637332,21395.69295637332,0.0
- mean-reversion-eq_days30,2026-04,21395.69295637332,21395.69295637332,0.0
- mean-reversion-eq_days30,2026-05,21395.69295637332,21395.69295637332,0.0
- portfolio-50-50,2020-02,10000.0,10000.0,0.0
- portfolio-50-50,2020-03,10000.0,10000.0,0.0
- portfolio-50-50,2020-04,10000.0,10216.67262628693,0.021667262628693118
- portfolio-50-50,2020-05,10216.67262628693,11215.925968163103,0.09780614280476696
- portfolio-50-50,2020-06,11215.925968163103,11166.134623759086,-0.004439343175530186
- portfolio-50-50,2020-07,11166.134623759086,11304.332150865159,0.012376487635391564
- portfolio-50-50,2020-08,11304.332150865159,11414.722340469556,0.009765299544559847
- portfolio-50-50,2020-09,11414.722340469556,11175.51604448821,-0.020955945212374427
- portfolio-50-50,2020-10,11175.51604448821,11881.028236472266,0.06313016680173944
- portfolio-50-50,2020-11,11881.028236472266,12597.053459358085,0.06026626724846684
- portfolio-50-50,2020-12,12597.053459358085,13641.356272549987,0.08290056214821506
- portfolio-50-50,2021-01,13641.356272549987,14389.14552661589,0.05481780837075956
- portfolio-50-50,2021-02,14389.14552661589,14566.698756522925,0.01233938662852574
- portfolio-50-50,2021-03,14566.698756522925,14645.539676944012,0.00541240824286171
- portfolio-50-50,2021-04,14645.539676944012,14850.018436141123,0.013961845292667086
- portfolio-50-50,2021-05,14850.018436141123,14850.018436141123,0.0
- portfolio-50-50,2021-06,14850.018436141123,14850.018436141123,0.0
- portfolio-50-50,2021-07,14850.018436141123,14850.018436141123,0.0
- portfolio-50-50,2021-08,14850.018436141123,14972.708371659637,0.008261938262643431
- portfolio-50-50,2021-09,14972.708371659637,13833.560026537742,-0.07608164914759696
- portfolio-50-50,2021-10,13833.560026537742,14497.86597296859,0.04802132966181305
- portfolio-50-50,2021-11,14497.86597296859,15018.428432026847,0.03590614370617384
- portfolio-50-50,2021-12,15018.428432026847,15018.428432026847,0.0
- portfolio-50-50,2022-01,15018.428432026847,15018.428432026847,0.0
- portfolio-50-50,2022-02,15018.428432026847,15018.428432026847,0.0
- portfolio-50-50,2022-03,15018.428432026847,14919.966060987781,-0.006556103488770781
- portfolio-50-50,2022-04,14919.966060987781,14786.521999862767,-0.008943992270460943
- portfolio-50-50,2022-05,14786.521999862767,14786.521999862767,0.0
- portfolio-50-50,2022-06,14786.521999862767,14786.521999862767,0.0
- portfolio-50-50,2022-07,14786.521999862767,14786.521999862767,0.0
- portfolio-50-50,2022-08,14786.521999862767,15423.785684107472,0.04309760498449999
- portfolio-50-50,2022-09,15423.785684107472,15827.387595996355,0.02616750000000012
- portfolio-50-50,2022-10,15827.387595996355,16083.997031090244,0.016213000000000033
- portfolio-50-50,2022-11,16083.997031090244,16054.695882676537,-0.0018217578850001637
- portfolio-50-50,2022-12,16054.695882676537,16054.695882676537,0.0
- portfolio-50-50,2023-01,16054.695882676537,16569.573964435833,0.03207024820164084
- portfolio-50-50,2023-02,16569.573964435833,16474.857274300335,-0.005716302081079094
- portfolio-50-50,2023-03,16474.857274300335,16702.84013729301,0.013838229927995327
- portfolio-50-50,2023-04,16702.84013729301,17321.014971322275,0.037010162879368425
- portfolio-50-50,2023-05,17321.014971322275,17224.842278899712,-0.005552370492248437
- portfolio-50-50,2023-06,17224.842278899712,17194.851438848415,-0.0017411387324014482
- portfolio-50-50,2023-07,17194.851438848415,17108.66978472959,-0.005012061571181281
- portfolio-50-50,2023-08,17108.66978472959,17108.66978472959,0.0
- portfolio-50-50,2023-09,17108.66978472959,17108.66978472959,0.0
- portfolio-50-50,2023-10,17108.66978472959,17780.296769452172,0.03925652860060724
- portfolio-50-50,2023-11,17780.296769452172,18114.372006347116,0.018789069790382085
- portfolio-50-50,2023-12,18114.372006347116,18509.689629127963,0.021823424110001266
- portfolio-50-50,2024-01,18509.689629127963,18607.633756811927,0.005291505673322261
- portfolio-50-50,2024-02,18607.633756811927,19180.658475224973,0.030795141709153206
- portfolio-50-50,2024-03,19180.658475224973,20121.622216871685,0.04905794776869232
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