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ultrashort
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ultrashort-overlay-summary.csv

ultrashort-overlay-summary.csv 924 B
Pysyvä linkki Historia Raaka

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  1. overlay,base,threshold,reduced_exposure,3y_return,3y_annualized,3y_max_dd,3y_calmar
    2. 

  2. Aggressive 5 DD>7% x0.5,Aggressive 5,7.00%,0.5,26.04%,8.07%,10.36%,0.78
    3. 

  3. Aggressive 5 DD>3% x0.5,Aggressive 5,3.00%,0.5,23.05%,7.20%,10.47%,0.69
    4. 

  4. Aggressive 5 DD>5% x0.5,Aggressive 5,5.00%,0.5,25.02%,7.77%,11.97%,0.65
    5. 

  5. Balanced 4 DD>7% x0.5,Balanced 4,7.00%,0.5,17.16%,5.46%,11.10%,0.49
    6. 

  6. Balanced 4 DD>3% x0.5,Balanced 4,3.00%,0.5,11.69%,3.78%,10.58%,0.36
    7. 

  7. Aggressive 5 DD>7% x0.0,Aggressive 5,7.00%,0.0,12.77%,4.11%,11.85%,0.35
    8. 

  8. Balanced 4 DD>5% x0.5,Balanced 4,5.00%,0.5,11.99%,3.87%,13.62%,0.28
    9. 

  9. Balanced 4 DD>7% x0.0,Balanced 4,7.00%,0.0,10.08%,3.27%,12.27%,0.27
    10. 

  10. Aggressive 5 DD>5% x0.0,Aggressive 5,5.00%,0.0,10.80%,3.50%,15.53%,0.23
    11. 

  11. Aggressive 5 DD>3% x0.0,Aggressive 5,3.00%,0.0,7.05%,2.31%,11.35%,0.20
    12. 

  12. Balanced 4 DD>5% x0.0,Balanced 4,5.00%,0.0,0.46%,0.15%,17.47%,0.01
    13. 

  13. Balanced 4 DD>3% x0.0,Balanced 4,3.00%,0.0,-0.24%,-0.08%,11.39%,-0.01
    14.