Returning benchmark report for Hydra bmFzZGFxXz...bmFzZGFxXz, running v1.3.1. Simulation executed on Tuesday, Dec 22, 2020, using previous 252-365 days from the nasdaq dataset. Map reduced 32,600 hydras, each 7 assets long, choosing 99 over a z-score of 1.645, requiring 1,000.26 minutes to generate.

Visualizations

Automated backtest report, emulating $10,000 invested and held from 2020-10-7, rendered via Zipline:

Return Comparison

Return Distribution

Risk Metrics

Exposure & Drawdown

Volatility

Individual Assets

Correlation Matrix

Metadata

Variable	Value
benchmark	map[2020-11-17:map[distplot:casedb/assets/bmFzZGFxXzEuMy4xXzIwMjAtMTItMjRfMDEzMzI4X2h5ZHJh/20201117/distribution.svg exposure:casedb/assets/bmFzZGFxXzEuMy4xXzIwMjAtMTItMjRfMDEzMzI4X2h5ZHJh/20201117/exposure.svg header:casedb/assets/bmFzZGFxXzEuMy4xXzIwMjAtMTItMjRfMDEzMzI4X2h5ZHJh/20201117/riskmetrics.svg perfplot:casedb/assets/bmFzZGFxXzEuMy4xXzIwMjAtMTItMjRfMDEzMzI4X2h5ZHJh/20201117/performance.svg volatility:casedb/assets/bmFzZGFxXzEuMy4xXzIwMjAtMTItMjRfMDEzMzI4X2h5ZHJh/20201117/volatility.svg]]
metadata	map[asset_count:7 complete:true dataset:nasdaq duration:60015.68351101875 end_date:2020-11-16 exec_time:1.608693792669269e+09 hydras:32600 inverse:none machine_name:vBook13 max_weight:0.66 meta_portfolio:map[CAN:0.16494052112102509 EXEL:0.14252476394176483 GRFS:0.1508782058954239 LX:0.14898568391799927 PCAR:0.09946870803833008 PLAY:0.1476759910583496 TRMB:0.14552612602710724] mode:benchmark platform:macOS-10.15.7-x86_64-i386-64bit rebalance_period:14 required_best:99 rows:1486 run_time:1.608693792669269e+09 start_date:2020-06-09 trial_title:NA version:1.3.1 z_score:1.6449999999999994]
portfolio	map[2020-06-29:map[BNTX:0.18288590013980865 BZUN:0.16683068871498108 FTNT:0.129534050822258 OPK:0.09799173474311829 SVMK:0.12954941391944885 TXN:0.1531047224998474 VXRT:0.14010348916053772] 2020-07-20:map[ASRT:0.13604682582581917 CLNE:0.10412175875811458 COUP:0.15823203207379555 EA:0.14538463841837168 INVA:0.12193675993430048 MRNA:0.16255384562496955 PFF:0.17172413936462894] 2020-08-07:map[ENPH:0.15928679942021964 ERIC:0.12087537528388761 ETSY:0.15011240765619885 NUAN:0.15425917736082043 NWSA:0.14040121645333195 SGMS:0.12364869003964499 SINA:0.1514163337858965] 2020-08-27:map[BNDX:0.12618669867515564 FISV:0.20601654052734375 MYGN:0.13718818128108978 RMBS:0.0973675474524498 SGMS:0.149860680103302 TXN:0.17524580657482147 XRAY:0.10813454538583755] 2020-09-17:map[AAPL:0.14132678508758545 EXTR:0.16861885786056519 ILMN:0.14451204240322113 IONS:0.17442333698272705 RDFN:0.12615428864955902 TLRY:0.10881173610687256 VSTM:0.1361529529094696] 2020-10-07:map[AEP:0.15928389250698605 CARG:0.12245013656057518 GO:0.12286259325491333 NWSA:0.16657491152416848 XEL:0.15155293160343863 XRAY:0.14034783944746732 ZION:0.13692769510245095] 2020-10-27:map[CZR:0.1545307922770769 EXPD:0.13699293034528992 KDP:0.17095331720297546 LITE:0.10391414088074757 PSEC:0.155041216648808 QCOM:0.12230683026979244 UPWK:0.15626077237530966] 2020-11-16:map[CLVS:0.14336579931254834 DCTH:0.12372952607475574 ONVO:0.19099484241757658 QCOM:0.10246230585528682 SDC:0.11086741752276258 TOPS:0.17999902233482135 YNDX:0.14858108648224855]]