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Ivsxk / RAT

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RAT vs equally weighted strategy #3

Closed turmeric-blend closed 4 years ago

turmeric-blend commented 4 years ago

hi, I was wondering, is RAT tested against an equally-weighted strategy? For example equally-weighted on S&P500 vs RAT on S&P500

Ivsxk commented 4 years ago

The results of an equally-weighted strategy for Crypto-A: APV:2.51 | SR: 4.29 | CR: 6.94 The results of an equally-weighted strategy for S&P500: APV: 1.21 | SR: 11.88 | CR: 13.63