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{
"strategy": "momentum_plus_multi",
"symbols": [
"SPY",
"QQQ",
"TLT",
"GLD"
],
"period": {
"start": "2015-01-01",
"end": "2025-12-01",
"tradingDays": 2491
},
"initialCapital": 10000,
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"riskMetrics": {
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"annualizedVol": 0.16487826481262824,
"sharpe": 0.963310784901039,
"sortino": 1.3494332995043172,
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"sampleSize": 2490,
"isReliable": true,
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"annualizedReturnPercent": 15.882901068977429,
"annualizedVolPercent": 16.487826481262825,
"maxDrawdownPercent": 23.81833348987431
},
"regimeStats": {
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"uptrend_high_vol": 33,
"defensive": 644
},
"regimePercent": {
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},
"uptrendLowVolChoices": {
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"QQQ": 1643
}
},
"tradeCount": 28,
"trades": [
{
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"date": "2016-04-04",
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},
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{
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{
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"timestampsSample": [
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"comparison": {
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"annualizedReturnPercent": 8.82288061590053,
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"sharpe": 0.7152946692414272
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"spyBuyHold": {
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}
}