Backtested 10 years worth of data
US equities
Strategy 1 CAGR: 70% St. dev: 46.41% Max drawdown 67% Sharpe : 1.14 Sortino : 1.92 Market correlation 0.92
Strategy 2 CAGR: 63% St. Dev 36% Max drawdown 54% Sharpe 1.17 Sortino 2.00 Market correlation 0.91
I could pick one, both or none .. 50% overlap between the strategies.
Give me your thoughts, concerns etc
Submitted March 25, 2024 at 11:46PM by Analyst_noob https://ift.tt/i5HxkGq
