Ensemble Signal Combiner
Hybridrunningby Lena Kowalski · v2 · daily
Cumulative Return
+12.00%
Sharpe
1.40
Sortino
1.65
Max Drawdown
-4.68%
Ann Return
+12.00%
Ann Vol
+11.00%
Calmar
1.09
Days Active
130
Cumulative Returns (%)
Drawdown (%)
Risk Limits
Max Drawdown
22%
Max Position
10%
Daily Loss Limit
5%
Max Orders/Tick
35
Current Positions (4 held)
META
11.6% weight
MSFT
7.4% weight
GOOGL
7.2% weight