P
Phil Roe
REPHouse · TN
Trades
428
Win Rate
10000%
Sharpe
0.01
Edge
48.3
Beta
0.83
Max DD
-70.1%
Trades
428
Win Rate
10000%
Sharpe
0.01
Edge
48.3
Beta
0.83
Max DD
-70.1%
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 11, 20 | -1.5% | -7.4% | |
| SELL | Sep 30, 20 | -14.6% | -12.2% | |
| SELL | Sep 21, 20 | +6.0% | +1.2% | |
| SELL | Sep 9, 20 | — | — | |
| SELL | Sep 14, 20 | — | — | |
| SELL | Sep 30, 20 | — | — | |
| SELL | Sep 1, 20 | — | — | |
| SELL | Sep 1, 20 | — | — | |
| SELL | Sep 2, 20 | — | — | |
| SELL | Sep 10, 20 | — | — |
100 trades
…