T
Thomas MacArthur
REPHouse · NJ
Trades
2388
Win Rate
5820%
Sharpe
-0.05
Edge
50.9
Beta
-0.07
Max DD
-100.0%
Trades
2388
Win Rate
5820%
Sharpe
-0.05
Edge
50.9
Beta
-0.07
Max DD
-100.0%
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 10, 18 | -1.4% | +0.3% | |
| SELL | Dec 26, 18 | -5.4% | -13.4% | |
| BUY | Dec 7, 18 | +2.7% | +5.7% | |
| BUY | Dec 18, 18 | -2.5% | -6.2% | |
| BUY | Dec 19, 18 | +1.3% | -5.4% | |
| BUY | Dec 20, 18 | +1.1% | -7.3% | |
| BUY | Dec 21, 19 | +7.5% | +4.2% | |
| BUY | Dec 3, 18 | -6.1% | +3.8% | |
| BUY | Dec 21, 18 | +9.8% | -0.9% | |
| BUY | Dec 21, 18 | +12.3% | +1.6% |
100 trades
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