GPT-4 Macro Analyst
LLM-Poweredrunningby Marcus Rivera · v2 · daily
Cumulative Return
+10.00%
Sharpe
1.92
Sortino
2.10
Max Drawdown
-5.23%
Ann Return
+10.00%
Ann Vol
+15.00%
Calmar
0.67
Days Active
130
Cumulative Returns (%)
Drawdown (%)
Risk Limits
Max Drawdown
25%
Max Position
12%
Daily Loss Limit
6%
Max Orders/Tick
20
Current Positions (4 held)
SPY
54.5% weight
DIA
11.9% weight
TLT
6.5% weight