Overview

Asset Position
CHNG 5.256%
DHC 6.524%
GRWG 3.544%
KTOV 5.036%
KXIN 5.935%
MARA 3.673%
MSFT 2.903%
MVIS 7.281%
MXIM 4.393%
NNDM 5.183%
NXPI 2.832%
ONVO 4.423%
QLGN 4.514%
SOLO 3.566%
TOPS 5.199%
TRMB 5.966%
UNIT 6.213%
VBIV 7.283%
WKHS 4.587%
Z 5.687%
Returning benchmark report for Hydra bmFzZGFxXz...bmFzZGFxXz, running v1.3.2. Simulation executed on Saturday, Jan 23, 2021, using previous 252-365 days from the nasdaq dataset. Map reduced 13,571 hydras, each 20 assets long, choosing 99 over a z-score of 1.645, requiring 93.09 minutes to generate.

Visualizations

Automated backtest report, emulating $10,000 invested and held from 2020-11-27, rendered via Zipline:

Return Comparison

Return Distribution

Risk Metrics

Exposure & Drawdown

Volatility

Individual Assets

Correlation Matrix

Metadata