Overview

Asset Position
CG 12.566%
DDOG 13.304%
ENPH 16.228%
INMD 11.887%
ONVO 15.437%
SVC 10.981%
TOPS 19.596%
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 205.35 minutes to generate.

Visualizations

Automated backtest report, emulating $10,000 invested and held from 2020-11-16, rendered via Zipline:

Return Comparison

Return Distribution

Risk Metrics

Exposure & Drawdown

Volatility

Individual Assets

Correlation Matrix

Metadata