Overview

Asset Position
CAN 20.297%
FCEL 20.245%
FOSL 20.134%
NAKD 19.031%
WW 20.293%
Returning benchmark report for Hydra MTYxNTg2Nj...MTYxNTg2Nj, running v1.3.2. Simulation executed on Monday, Mar 15, 2021, using previous 252-365 days from the nasdaq dataset. Map reduced 71,002 hydras, each 5 assets long, choosing 99 over a z-score of 1.645, requiring 222.23 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