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1 - 19 of 19
NameTypeRank SystemInceptionUpdateHoldingsAnnualSharpe
Ratio
DDown
Chaikin Indicators - Market Timing Model - NA's neg ImpactStockChaikinIndic...01/02/9908/11/12925.5%0.89-40.1%
Chaikin Indicators - Market Timing Model - NA's neutral ImpactStockChaikinIndic...01/02/9908/15/121021.9%0.74-49.3%
GARP $100KStockBalanced401/02/9912/31/121622.6%1.03-49.0%
GARP $1MStockBalanced401/02/9912/31/123311.4%0.40-49.7%
GARP $500K - N/A neg impactStockBalanced401/02/9912/31/122514.0%0.51-58.5%
GARP $500K - N/A neutral impactStockBalanced401/02/9912/31/122516.8%0.64-62.7%
Kasa ModelStockKasa Model01/02/9912/31/122017.6%0.46-60.6%
P123 Multi-market Model - NA neg ImpactStockP123 Multi-m...01/02/9912/31/121015.4%0.53-47.4%
P123 Multi-market Model - NA neutral ImpactStockP123 Multi-m...01/02/9912/31/121018.4%0.69-44.0%
SP500 Market Timed HedgeStockMomentum Val...01/02/9911/23/131615.5%0.65-26.2%
SP500 Market Timing Model - NA neg ImpactStockMomentum Val...01/02/9908/21/121612.3%0.57-21.7%
SP500 Market Timing Model - NA neutral ImpactStockMomentum Val...01/02/9908/21/121613.2%0.64-20.8%
Value & Mom $100K - N/A neg impactStockMomentum Val...01/02/9912/31/122018.9%0.69-62.7%
Value & Mom $100K - N/A neutral impactStockMomentum Val...01/02/9912/31/122023.6%0.91-56.7%
Value & Mom $1M - NA neutral impactStockMomentum Val...01/02/9912/31/123015.4%0.50-57.1%
Value & Mom $500K - NA neg impactStockMomentum Val...01/02/9912/31/122516.5%0.56-55.9%
Value & Mom $500K - NA neutralStockMomentum Val...01/02/9912/31/122514.0%0.44-62.9%
Value Sentimentum - N/A neg ImpactStockValue Sentim...01/02/9912/31/121914.8%0.49-59.1%
Value Sentimentum - N/A neutral ImpactStockValue Sentim...01/02/9912/31/121918.5%0.67-55.3%
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