LangChain Sentiment v1
LLM-Poweredrunningby Marcus Rivera · v1 · daily
Cumulative Return
-5.00%
Sharpe
-0.35
Sortino
-0.28
Max Drawdown
-8.00%
Ann Return
-5.00%
Ann Vol
+20.00%
Calmar
-0.25
Days Active
120
Cumulative Returns (%)
Drawdown (%)
Risk Limits
Max Drawdown
20%
Max Position
10%
Daily Loss Limit
5%
Max Orders/Tick
25
Current Positions (3 held)
GOOGL
7.5% weight
AAPL
5.0% weight
AMZN
4.3% weight