Overview

Asset Position
AAPL 14.133%
EXTR 16.862%
ILMN 14.451%
IONS 17.442%
RDFN 12.615%
TLRY 10.881%
VSTM 13.615%
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 2020-09-17, rendered via Zipline:

Return Comparison

Return Distribution

Risk Metrics

Exposure & Drawdown

Volatility

Individual Assets

Correlation Matrix

Metadata