| Benchmark (altair.40) | Strategy | |
|---|---|---|
-27.2% | -52% | |
29.1% | 36.5% | |
1.64 | 1.49 | |
54.5% | 61.5% | |
0.00 | -0.03 | |
1.00 | 1.20 |
Predictive factors are designed to be translated into simple long/short strategy, with simulated past performance:
The strategy is rebalanced daily, on a continuous basis. There are 0.05% transaction costs applied on each position adjustment.
Measures the percentile rank of the asset.