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domenica 1 luglio 2018

Rendimenti (true) a consuntivo

Expert Delphi Long screener
Date: 01/07/2018
Days from start 63
S&P 500: 1,62%
Portfolio average return: 4,53%
Outperformance: 180%
Portfolio average yearly return: 19,7%
Success rate: 53%

Expert Delphi Short screener
Warning: everything is supposed to be shorted, including the index
Date: 01/07/2018
Days from start 20
S&P 500 (shorted): 2,47%
Portfolio average return: 6,78%
Outperformance: 174%
Portfolio average yearly return: 74,5%
Success rate: 100%

Debriefings selection
Av. Yearly Return per share 21,3%
Success Rate 79%
Yearly Return S&P 500 6,64%
Outperformance 220,42%