| Benchmark (spectra.40) | Strategy | |
|---|---|---|
-26% | -35.4% | |
31.9% | 43.6% | |
3.02 | 2.96 | |
148.7% | 230.1% | |
0.00 | -0.00 | |
1.00 | 1.34 |
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.