J
John A. Yarmuth
DEMHouse · KY
Trades
258
Win Rate
6610%
Sharpe
0.07
Edge
47.2
Beta
0.69
Max DD
-71.9%
Trades
258
Win Rate
6610%
Sharpe
0.07
Edge
47.2
Beta
0.69
Max DD
-71.9%
vs S&P 500 (normalized)
Select a ticker to view chart
Stock S&P 500 Buy Sell
Alpha Period
| Ticker | Type | Date | Gain | Alpha |
|---|---|---|---|---|
| SELL | Sep 23, 21 | -2.2% | -4.4% | |
| BUY | Sep 22, 21 | -3.5% | -7.0% | |
| BUY | Sep 23, 21 | -4.2% | -6.5% | |
| BUY | Sep 23, 21 | +1.8% | -0.5% | |
| BUY | Sep 23, 21 | +7.1% | +4.9% | |
| SELL | Sep 22, 21 | -8.9% | -12.4% | |
| BUY | Sep 23, 21 | -0.4% | -2.6% | |
| BUY | Sep 23, 21 | +15.8% | +13.5% | |
| SELL | Sep 22, 21 | -0.9% | -4.4% | |
| SELL | Sep 23, 21 | -0.6% | -2.9% |
100 trades
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