Top Performers
포지션 & 거래 이력
백테스트에서 Sharpe > 0.5을 기록한 상위 자산. 동일 종목이 여러 전략에서 시그널을 내면 교차검증 효과로 신뢰도가 높아진다.
Backtest Leaderboard
상위 자산 20 ASSETS
Sharpe ratio 기준 상위 자산. Paper Trading의 핵심 후보군이다.
| Symbol | Strategy | Direction | Sharpe | Return | Max DD |
|---|---|---|---|---|---|
| GLD | risk_parity | Long | 1.845 | 16.7% | -1.7% |
| GLD | Time-Series | Long | 1.824 | 122.4% | -11.5% |
| SHY | bond_carry | Long | 1.397 | 1.5% | -0.4% |
| 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% |
| SPY | risk_parity | Long | 1.194 | 10.5% | -3.6% |
| JNJ | Multi-Factor | Long | 1.176 | 5.9% | -1.9% |
| EEM | Cross-Section | Long | 1.139 | 12.6% | -4.6% |
| EFA | risk_parity | Long | 1.101 | 9.2% | -2.7% |
| 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% |
| XLC | Cross-Section | Long | 0.955 | 10.4% | -4.8% |
| 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% |
| USMV | Statistical | Long | 0.847 | 0.6% | -0.2% |
| ADBE | Multi-Factor | Long | 0.807 | 8.5% | -3.6% |
Trade Log
최근 거래
최근 실행된 거래 기록. Paper Trading 모드에서는 가상 잔고로 시뮬레이션된다.
SELL
SPY
@ $738.721
Variance Risk Premium
SELL
SPY
@ $738.721
VIX Term Structure
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ETH/USDT
@ $1,939.46
Time-Series Momentum
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BTC/USDT
@ $64,727.42
Time-Series Momentum
BUY
EEM
@ $63.652
Time-Series Momentum
BUY
GLD
@ $374.817
Time-Series Momentum
BUY
SPY
@ $739.46
Time-Series Momentum
BUY
XLE
@ $58.389
Statistical Arbitrage
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VNQ
@ $100.49
risk_parity
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DBC
@ $28.996
risk_parity
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GLD
@ $374.443
risk_parity
SELL
IEF
@ $93.233
risk_parity
BUY
EFA
@ $103.962
risk_parity
BUY
SPY
@ $739.46
risk_parity
SELL
VWO
@ $58.201
Pairs Trading
BUY
VTV
@ $221.831
Pairs Trading
SELL
XLB
@ $51.364
Pairs Trading
SELL
XLP
@ $85.317
Pairs Trading
BUY
XLI
@ $183.292
Pairs Trading
SELL
EEM
@ $63.588
Cross-Section Momentum