Overview

Asset Position
DOCU 14.659%
EXPD 17.930%
IDEX 14.314%
PFF 15.807%
QRVO 15.247%
TTOO 11.166%
VSTM 10.876%
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 2020-09-17, rendered via Zipline:

Return Comparison

Return Distribution

Risk Metrics

Exposure & Drawdown

Volatility

Individual Assets

Correlation Matrix

Metadata