Overview

Asset Position
FIVE 17.083%
ONVO 22.456%
PACB 18.853%
UAL 23.066%
XRAY 18.542%
Returning benchmark report for Hydra bmFzZGFxXz...bmFzZGFxXz, running v1.3.2. Simulation executed on Wednesday, Dec 30, 2020, using previous 252-365 days from the nasdaq dataset. Map reduced 42,930 hydras, each 5 assets long, choosing 77 over a z-score of 1.645, requiring 951.51 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