Overview

Asset Position
AGEN 22.301%
CSX 17.596%
ENDP 15.144%
FEP 22.406%
ONTX 22.554%
Returning benchmark report for Hydra MTYxNTc3ND...MTYxNTc3ND, running v1.3.2. Simulation executed on Sunday, Mar 14, 2021, using previous 252-365 days from the nasdaq dataset. Map reduced 3 hydras, each 5 assets long, choosing 99 over a z-score of 1.645, requiring 0.05 minutes to generate.

Visualizations

Automated backtest report, emulating $10,000 invested and held from 2020-11-27, rendered via Zipline:

Return Comparison

Return Distribution

Risk Metrics

Exposure & Drawdown

Volatility

Individual Assets

Correlation Matrix

Metadata