get_equity_curves
Retrieve backtested equity curves and performance metrics for quantitative strategies on a single stock. Evaluate momentum, mean-reversion, and vol-targeting with Sharpe, Sortino, and max drawdown.
Instructions
Retrieve backtested equity curves and performance metrics for standard quantitative strategies applied to a single stock.
Use this tool when:
You want to evaluate how well rule-based strategies (momentum, mean- reversion, vol-targeting) have performed on this specific ticker.
You need risk-adjusted return metrics (Sharpe, Sortino, max drawdown) to compare strategy quality.
You are building a multi-leg options strategy and want historical context for the underlying's trending vs. mean-reverting behavior.
Parameters
symbol : str Exchange ticker in uppercase, e.g. "NVDA", "AAPL", "SPY".
Returns
dict with keys: symbol : str — normalized ticker strategies : list — each item is a dict with: name : str — strategy name total_return : float — cumulative return (e.g., 0.45 = +45 %) sharpe_ratio : float — annualized Sharpe ratio sortino_ratio : float — annualized Sortino ratio max_drawdown : float — maximum peak-to-trough loss (negative) win_rate : float — fraction of winning trades (0–1) pl_ratio : float — average win / average loss equity_curve : list — daily portfolio value series
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | Exchange ticker in uppercase, e.g. 'NVDA', 'AAPL', 'SPY'. Do NOT pass company names — use official tickers only. |