Positions & Trades
백테스트에서 Sharpe > 0.5을 기록한 상위 자산입니다. Paper Trading 시작 시 이 종목들이 실제 포지션 후보가 되며, 리스크 매니저가 포지션 사이징과 진입 타이밍을 결정합니다.
Top Performers 20개 자산
Sharpe ratio 기준 상위 종목. 동일 종목이 여러 전략에서 시그널을 내면 교차검증 효과로 신뢰도가 높아집니다.
| Symbol | Strategy | Dir | Sharpe | Return | Max DD |
|---|---|---|---|---|---|
| GLD | Time-Series | Long | 1.824 | 122.4% | -11.5% |
| PG | Pairs | Long | 1.387 | 5.2% | -1.1% |
| ABBV | Statistical | Long | 1.311 | 2.5% | -0.4% |
| GS | Pairs | Long | 1.306 | 6.9% | -1.4% |
| JNJ | Multi-Factor | Long | 1.176 | 5.9% | -1.9% |
| EEM | Time-Series | Long | 1.090 | 52.7% | -14.2% |
| COST | Cross-Section | Long | 1.050 | 5.8% | -1.6% |
| BRK-B | Statistical | Long | 1.035 | 1.0% | -0.3% |
| META | Statistical | Long | 0.929 | 2.4% | -0.8% |
| ADBE | Cross-Section | Long | 0.858 | 11.2% | -3.6% |
| AVGO | Cross-Section | Long | 0.851 | 19.4% | -7.7% |
| ACN | Multi-Factor | Long | 0.847 | 5.9% | -2.4% |
| ADBE | Multi-Factor | Long | 0.807 | 8.5% | -3.6% |
| PEP | Pairs | Long | 0.805 | 3.0% | -1.1% |
| AMZN | Statistical | Long | 0.804 | 1.3% | -0.3% |
| MCD | Statistical | Long | 0.799 | 1.1% | -0.4% |
| WMT | Multi-Factor | Long | 0.750 | 4.5% | -2.0% |
| SPY | Time-Series | Long | 0.710 | 31.9% | -19.4% |
| SPY | Variance | Long | 0.662 | 1.3% | -1.3% |
| KO | Multi-Factor | Long | 0.631 | 3.3% | -2.8% |
Trade History
최근 실행된 거래 기록. Paper Trading 모드에서는 가상 잔고로 시뮬레이션됩니다.
SELL
IWM
@ $275.642
vrp
SELL
QQQ
@ $648.526
vrp
SELL
SPY
@ $709.785
vrp
SELL
QQQ
@ $648.526
vix_term
SELL
SPY
@ $709.785
vix_term
SELL
ETH/USDT
@ $2,349.745
ts_momentum
SELL
BTC/USDT
@ $75,661.65
ts_momentum
BUY
EEM
@ $63.672
ts_momentum
BUY
USO
@ $116.098
ts_momentum
BUY
GLD
@ $446.153
ts_momentum
BUY
TLT
@ $87.114
ts_momentum
BUY
IWM
@ $275.918
ts_momentum
BUY
QQQ
@ $649.174
ts_momentum
BUY
SPY
@ $710.495
ts_momentum
BUY
CRM
@ $182.231
stat_arb
BUY
LLY
@ $927.494
stat_arb
BUY
MA
@ $521.561
stat_arb
BUY
V
@ $317.179
stat_arb
BUY
UNH
@ $324.792
stat_arb
BUY
JPM
@ $310.445
stat_arb