A
Alan S. Lowenthal
DEMHouse · CA
Trades
837
Win Rate
5470%
Sharpe
-0.04
Edge
53.1
Beta
-6.63
Max DD
-118153.8%
Trades
837
Win Rate
5470%
Sharpe
-0.04
Edge
53.1
Beta
-6.63
Max DD
-118153.8%
vs S&P 500 (normalized)
Select a ticker to view chart
Stock S&P 500 Buy Sell
Alpha Period
| Ticker | Type | Date | Gain | Alpha |
|---|---|---|---|---|
| BUY | Dec 14, 22 | — | — | |
| BUY | Dec 12, 22 | — | — | |
| SELL | Dec 8, 22 | -8.0% | -6.4% | |
| BUY | Dec 9, 22 | +5.0% | +5.9% | |
| BUY | Dec 9, 22 | +5.0% | +5.9% | |
| SELL | Nov 14, 22 | +20.5% | +19.4% | |
| BUY | Nov 4, 22 | — | — | |
| BUY | Nov 8, 22 | — | — | |
| SELL | Nov 4, 22 | — | — | |
| SELL | Nov 4, 22 | -12.1% | -18.3% |
100 trades
…