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Reference | Asset Class | 1W | 1M | 3M | 6M | 9M | 1Y | Beta | sharpe-R | MDD | Infos |
---|---|---|---|---|---|---|---|---|---|---|---|
EQ105LO1W | Equity | 4.0% | 0.5% | -0.3% | 4.6% | 0.06 | 0.63 | -13.2% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ105LO2W | Equity | -0.2% | -1.0% | -5.2% | -1.0% | 0.18 | -0.01 | -15.3% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1010LO1W | Equity | 0.9% | -0.8% | -1.2% | 1.8% | 0.08 | 1.14 | -7.6% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1010LO2W | Equity | -0.4% | -1.2% | -3.4% | -5.5% | 0.14 | -0.23 | -11.9% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1010LO3W | Equity | -1.2% | -2.0% | -3.7% | -8.4% | 0.2 | -0.83 | -18.0% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1010LO1M | Equity | -3.7% | -6.3% | -8.3% | -7.9% | 0.23 | -0.72 | -15.1% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1020LO2W | Equity | -0.2% | -0.6% | -1.7% | -2.1% | 0.08 | -0.11 | -5.6% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1020LO3W | Equity | -0.6% | -1.0% | -1.9% | -4.6% | 0.12 | -0.82 | -9.6% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1020LO1M | Equity | -1.9% | -3.2% | -4.2% | -5.3% | 0.16 | -0.8 | -9.0% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1015LS2W | Equity | 1.8% | 2.1% | -0.9% | -5.5% | 0.08 | -0.75 | -15.7% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1015LS3W | Equity | 1.8% | 1.0% | -3.6% | -12.3% | 0.13 | -1.39 | -30.4% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1015LS1M | Equity | -1.5% | -3.9% | -4.0% | -6.1% | 0.18 | -1.11 | -23.5% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1025LS2W | Equity | 1.1% | 1.2% | -0.2% | -0.7% | 0.02 | -0.48 | -8.4% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1025LS3W | Equity | 1.4% | 0.8% | -2.2% | -5.7% | 0.06 | -1.3 | -17.3% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1025LS1M | Equity | -0.6% | -1.6% | -2.2% | -2.2% | 0.1 | -0.94 | -11.8% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ155LO1W | Equity | 18.7% | 13.1% | 7.4% | -1.7% | 0.58 | 0.13 | -20.9% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ155LO2W | Equity | 2.9% | -1.5% | -5.3% | 9.7% | 0.4 | 0.38 | -17.0% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1510LO1W | Equity | 12.3% | 4.8% | 3.5% | 0.0% | 0.4 | 0.9 | -15.5% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ1510LO2W | Equity | 1.0% | 2.2% | 0.3% | 8.2% | 0.28 | 1.1 | -8.0% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1510LO3W | Equity | 1.5% | 3.4% | 1.9% | 1.4% | 0.37 | 0.46 | -10.6% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1510LO1M | Equity | 1.3% | 4.0% | -0.2% | -8.2% | 0.5 | -0.3 | -19.6% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1520LO2W | Equity | 0.5% | 1.1% | 0.2% | 3.5% | 0.14 | 1.2 | -4.0% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1520LO3W | Equity | 0.8% | 1.7% | 1.0% | 0.8% | 0.19 | 0.67 | -5.2% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1520LO1M | Equity | 0.7% | 2.1% | 0.0% | -4.3% | 0.25 | 0.39 | -10.4% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1515LS2W | Equity | 0.1% | 2.0% | -2.2% | 6.2% | 0.21 | 0.94 | -8.4% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1515LS3W | Equity | 1.0% | 3.0% | -2.1% | -1.7% | 0.28 | 0.31 | -14.1% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1515LS1M | Equity | 0.8% | 4.6% | -3.8% | -10.8% | 0.43 | -0.37 | -23.1% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1525LS2W | Equity | -0.9% | -0.7% | -4.8% | -6.0% | 0.09 | -0.31 | -7.2% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1525LS3W | Equity | 0.6% | 1.9% | -1.7% | -1.2% | 0.15 | 0.59 | -8.1% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ1525LS1M | Equity | 0.5% | 2.8% | -2.5% | -6.7% | 0.23 | 0.28 | -14.0% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ205LO1W | Equity | 7.1% | 5.5% | 0.3% | -15.9% | 0.43 | -0.52 | -24.8% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ205LO2W | Equity | 7.2% | 6.2% | 6.0% | -4.8% | 0.42 | 0.62 | -18.2% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2010LO1W | Equity | 7.5% | 6.3% | -0.4% | -6.3% | 0.44 | 0.23 | -17.7% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2010LO2W | Equity | 4.8% | 1.5% | -5.9% | -6.3% | 0.45 | 0.01 | -17.0% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2010LO3W | Equity | 8.1% | 2.1% | -4.2% | -2.1% | 0.46 | 0.37 | -17.8% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2010LO1M | Equity | 8.4% | 2.2% | -3.9% | -8.5% | 0.59 | 0.14 | -24.3% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2020LO2W | Equity | 3.4% | 1.3% | -3.1% | -2.4% | 0.42 | 0.37 | -12.2% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2020LO3W | Equity | 3.6% | 0.7% | -2.4% | -2.5% | 0.55 | 0.27 | -13.2% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2020LO1M | Equity | 4.7% | 1.0% | -1.0% | -3.2% | 0.6 | 0.03 | -14.9% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2015LS2W | Equity | 6.7% | 7.7% | -2.9% | -0.7% | 0.37 | 0.37 | -16.5% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2015LS3W | Equity | 1.1% | 7.0% | 7.2% | -9.0% | 0.35 | -0.27 | -20.0% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ2015LS1M | Equity | 1.1% | 3.2% | 2.0% | -14.7% | 0.37 | -0.51 | -20.1% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ2025LS2W | Equity | 9.1% | 9.6% | 4.2% | 6.1% | 0.37 | 1 | -13.7% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2025LS3W | Equity | 0.3% | -0.4% | -3.2% | -10.5% | 0.22 | -0.73 | -13.7% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ2025LS1M | Equity | 0.2% | -1.9% | -5.5% | -13.4% | 0.25 | -1.03 | -16.3% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ255LO1W | Equity | 12.5% | 24.9% | 17.9% | 21.4% | 0.6 | 0.76 | -20.2% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ255LO2W | Equity | 0.8% | 20.1% | 9.9% | 10.7% | 0.71 | 0.28 | -26.5% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2510LO1W | Equity | 9.4% | 10.3% | 4.5% | -2.1% | 0.65 | 0.08 | -19.7% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2510LO2W | Equity | 0.9% | 11.7% | 12.2% | 1.8% | 0.67 | 0.13 | -26.5% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2510LO3W | Equity | -1.5% | 2.8% | 4.0% | -7.8% | 0.76 | -0.46 | -27.4% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2510LO1M | Equity | -0.3% | 8.6% | 10.2% | -0.8% | 0.85 | -0.32 | -29.5% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2520LO2W | Equity | -1.2% | 3.2% | -6.9% | -14.8% | 0.57 | -0.74 | -24.6% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2520LO3W | Equity | -1.9% | -2.0% | -11.7% | -16.5% | 0.63 | -0.93 | -25.2% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2520LO1M | Equity | -0.5% | 2.9% | -7.2% | -13.3% | 0.7 | -0.67 | -24.5% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ2515LS2W | Equity | 10.4% | 28.2% | 8.3% | 23.6% | 0.44 | 0.19 | -29.2% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ2515LS3W | Equity | 12.7% | 25.1% | -1.4% | 10.7% | 0.52 | -0.33 | -34.6% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ2515LS1M | Equity | 11.9% | 13.7% | -9.6% | -5.5% | 0.59 | -0.63 | -41.3% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ2525LS2W | Equity | 2.2% | 15.0% | 5.1% | 23.1% | 0.31 | 0.38 | -20.4% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ2525LS3W | Equity | 2.8% | 9.8% | -3.5% | 7.2% | 0.41 | -0.36 | -23.3% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ2525LS1M | Equity | 2.3% | 1.0% | -9.4% | -4.0% | 0.51 | -0.69 | -24.9% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ305LO1W | Equity | -1.6% | -2.2% | -6.4% | -10.4% | 0.11 | -1.47 | -18.5% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ305LO2W | Equity | 0.1% | -5.3% | -8.4% | -17.5% | 0.17 | -1.65 | -25.4% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ3010LO1W | Equity | -0.1% | 0.6% | 1.3% | -2.4% | 0.25 | -0.4 | -8.5% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ3010LO2W | Equity | 0.9% | 2.2% | 2.8% | -4.0% | 0.28 | -0.03 | -10.4% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ3010LO3W | Equity | 3.9% | 8.0% | 9.2% | 4.0% | 0.31 | 0.6 | -9.2% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ3010LO1M | Equity | 5.0% | 9.1% | 8.7% | 2.3% | 0.35 | 0.57 | -11.5% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ3020LO2W | Equity | 2.0% | 3.3% | 3.7% | 2.3% | 0.17 | 0.42 | -5.1% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ3020LO3W | Equity | 3.9% | 7.1% | 7.7% | 7.1% | 0.21 | 0.7 | -5.7% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ3020LO1M | Equity | 4.5% | 5.6% | 5.4% | 3.1% | 0.29 | 0.22 | -7.4% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ3015LS2W | Equity | 0.9% | 0.1% | -0.8% | 5.4% | 0.05 | 0.33 | -7.0% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3015LS3W | Equity | 2.6% | 1.7% | 0.5% | 3.8% | 0.13 | 0.25 | -7.7% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3015LS1M | Equity | 2.6% | -3.2% | -4.7% | -1.7% | 0.27 | 0 | -12.2% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3025LS2W | Equity | 0.6% | -0.4% | -0.8% | 2.8% | 0.02 | 0.29 | -3.8% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3025LS3W | Equity | 1.7% | 0.6% | -0.3% | 1.9% | 0.05 | 0.23 | -5.0% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3025LS1M | Equity | 1.7% | -2.3% | -3.1% | -0.9% | 0.13 | 0.03 | -7.7% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ355LO1W | Equity | 4.1% | -5.2% | -2.2% | -2.6% | 0.17 | 0.96 | -11.3% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ355LO2W | Equity | 5.0% | -4.7% | 0.5% | -7.1% | 0.32 | 0.22 | -13.4% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3510LO1W | Equity | 2.9% | -6.8% | 0.5% | 2.3% | 0.5 | 1.13 | -11.8% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3510LO2W | Equity | -1.8% | -13.4% | 2.3% | 5.9% | 0.65 | 0.16 | -18.3% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3510LO3W | Equity | 1.1% | -12.1% | 2.1% | -1.7% | 0.79 | -0.26 | -22.3% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3510LO1M | Equity | 3.9% | -11.0% | 4.8% | 0.9% | 0.79 | 0.1 | -17.0% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3520LO2W | Equity | 0.8% | -6.8% | 4.6% | 11.3% | 0.56 | 0.93 | -10.5% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3520LO3W | Equity | 2.5% | -2.4% | 7.9% | 13.8% | 0.63 | 0.81 | -9.7% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3520LO1M | Equity | 3.7% | -4.7% | 6.3% | 11.3% | 0.7 | 0.73 | -10.6% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3515LS2W | Equity | -19.7% | 132.2% | 109.8% | 130.6% | -0.51 | -0.25 | -75.5% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3515LS3W | Equity | 10.3% | 1.6% | 18.0% | 6.1% | 0.72 | -0.95 | -76.0% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3515LS1M | Equity | 11.4% | -3.1% | 12.2% | 2.7% | 0.75 | -0.93 | -86.4% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3525LS2W | Equity | 4.7% | -0.3% | 16.0% | 20.3% | 0.46 | -0.46 | -49.9% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3525LS3W | Equity | 8.9% | 9.5% | 25.4% | 29.5% | 0.53 | -0.49 | -50.2% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ3525LS1M | Equity | 10.3% | 4.9% | 21.0% | 22.0% | 0.6 | -0.47 | -47.9% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ455LO1W | Equity | -10.9% | -14.4% | -18.2% | -10.9% | 0.48 | -0.41 | -20.9% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ455LO2W | Equity | -9.7% | -7.1% | -16.2% | 4.1% | 0.58 | 0.19 | -19.3% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ4510LO1W | Equity | -3.9% | 28.3% | 27.2% | 33.2% | 0.46 | 0.83 | -16.4% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ4510LO2W | Equity | -5.3% | 42.0% | 33.5% | 41.7% | 0.56 | 0.97 | -17.2% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ4510LO3W | Equity | -3.4% | 56.6% | 40.1% | 50.4% | 0.76 | 1.05 | -20.1% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ4510LO1M | Equity | -3.4% | 50.5% | 34.9% | 53.3% | 0.94 | 1.08 | -16.7% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ4520LO2W | Equity | 1.6% | 26.0% | 17.4% | 28.4% | 0.5 | 1.04 | -11.6% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ4520LO3W | Equity | 4.8% | 34.2% | 27.1% | 39.8% | 0.67 | 1.56 | -15.0% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ4520LO1M | Equity | 4.6% | 32.9% | 27.8% | 45.1% | 0.81 | 1.69 | -13.3% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ4515LS2W | Equity | -4.9% | 54.6% | -113.8% | -114.8% | 0.65 | -1.01 | -115.0% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ4515LS3W | Equity | -3.3% | 76.5% | -116.3% | -119.0% | 0.84 | -1.01 | -116.9% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ4515LS1M | Equity | -3.2% | 74.6% | -113.9% | -116.9% | 1.11 | -0.98 | -115.0% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ4525LS2W | Equity | -3.6% | 26.2% | -65.3% | -59.5% | 0.58 | -0.8 | -73.6% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ4525LS3W | Equity | 0.2% | 37.0% | -60.9% | -52.2% | 0.81 | -0.66 | -73.9% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ4525LS1M | Equity | 0.1% | 36.9% | -61.4% | -53.5% | 0.99 | -0.7 | -74.2% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ505LO1W | Equity | 9.8% | 10.7% | 19.3% | 22.0% | 0.29 | 1.25 | -7.8% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ505LO2W | Equity | 12.1% | 9.0% | 18.3% | 46.0% | 0.42 | 2.21 | -8.3% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5010LO1W | Equity | 4.9% | 6.8% | 10.6% | 11.7% | 0.15 | 1.13 | -4.4% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5010LO2W | Equity | 6.8% | 4.7% | 8.8% | 18.8% | 0.28 | 1.38 | -4.4% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5010LO3W | Equity | 7.2% | 10.7% | 14.7% | 23.8% | 0.37 | 1.47 | -6.4% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5010LO1M | Equity | 8.0% | 8.8% | 16.1% | 23.1% | 0.42 | 1.2 | -9.6% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5020LO2W | Equity | 3.4% | 2.7% | 4.7% | 9.4% | 0.14 | 1.36 | -2.3% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5020LO3W | Equity | 3.6% | 5.3% | 7.2% | 11.7% | 0.19 | 1.45 | -3.3% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5020LO1M | Equity | 4.0% | 5.1% | 8.6% | 12.1% | 0.22 | 1.25 | -5.0% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5015LS2W | Equity | 0.9% | -1.9% | -4.2% | 2.4% | 0.13 | 0.36 | -8.4% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ5015LS3W | Equity | 0.3% | -2.8% | -8.7% | 3.1% | 0.17 | 0.59 | -13.3% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ5015LS1M | Equity | 1.1% | -3.5% | -6.9% | 1.4% | 0.23 | -0.01 | -16.3% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ5025LS2W | Equity | 0.7% | -0.9% | -2.6% | 1.4% | 0.06 | 0.37 | -5.1% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ5025LS3W | Equity | 0.3% | -1.5% | -5.6% | 2.0% | 0.09 | 0.62 | -8.3% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ5025LS1M | Equity | 0.8% | -1.8% | -4.5% | 2.2% | 0.1 | 0.29 | -10.0% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ555LO1W | Equity | -0.5% | 0.9% | 0.3% | 2.7% | 0.03 | 0.81 | -2.5% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ555LO2W | Equity | -0.7% | -0.7% | -1.4% | 2.9% | 0.03 | 0.42 | -4.0% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5510LO1W | Equity | -0.2% | 0.5% | 0.2% | 1.4% | 0.01 | 0.82 | -1.3% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5510LO2W | Equity | -0.4% | -0.3% | -0.7% | 1.4% | 0.01 | 0.42 | -2.0% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5510LO3W | Equity | -0.5% | -1.7% | -2.0% | -1.1% | 0.01 | -0.27 | -4.1% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5510LO1M | Equity | -0.5% | -2.8% | -3.1% | -3.6% | 0.04 | -0.98 | -5.8% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5520LO2W | Equity | -0.2% | -0.2% | -0.4% | 0.7% | 0.01 | 0.42 | -1.0% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5520LO3W | Equity | -0.2% | -0.8% | -1.0% | -0.5% | 0.01 | -0.26 | -2.1% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5520LO1M | Equity | -0.2% | -1.4% | -1.5% | -1.8% | 0.02 | -0.98 | -2.9% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ5515LS2W | Equity | -0.1% | 0.0% | -1.0% | 2.0% | -0 | 0.35 | -1.8% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ5515LS3W | Equity | -0.2% | -0.3% | -1.5% | 3.3% | -0.02 | 0.63 | -2.2% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ5515LS1M | Equity | -0.2% | -1.2% | -2.9% | 0.9% | -0.02 | 0.03 | -3.7% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ605LO1W | Equity | 0.0% | 5.0% | 5.2% | 10.2% | 0.2 | 0.17 | -10.6% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ605LO2W | Equity | 0.5% | 3.3% | 4.4% | 6.8% | 0.38 | -0.47 | -17.4% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ6010LO1W | Equity | 2.9% | 6.2% | 10.3% | 15.9% | 0.31 | 0.97 | -7.5% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ6010LO2W | Equity | 2.0% | 3.7% | 7.2% | 4.7% | 0.45 | 0.08 | -13.7% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ6010LO3W | Equity | 1.0% | 1.8% | 6.7% | 11.1% | 0.43 | 0.56 | -8.4% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ6010LO1M | Equity | 0.9% | 1.2% | 7.6% | 7.0% | 0.52 | 0.34 | -10.3% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ6020LO2W | Equity | 2.8% | 3.0% | 4.9% | 5.2% | 0.27 | -0 | -8.7% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ6020LO3W | Equity | 2.6% | 3.0% | 5.6% | 7.3% | 0.34 | 0.07 | -10.2% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ6020LO1M | Equity | 2.8% | 0.6% | 3.5% | 5.8% | 0.39 | 0.26 | -7.2% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
EQ6015LS2W | Equity | -0.9% | 0.7% | 2.3% | 8.4% | 0.16 | -0.11 | -13.6% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ6015LS3W | Equity | -1.8% | -3.2% | -2.1% | 4.4% | 0.16 | -0.49 | -15.1% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ6015LS1M | Equity | -1.9% | -8.0% | -6.9% | 1.8% | 0.17 | -0.49 | -15.3% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ6025LS2W | Equity | -0.6% | 0.2% | 1.3% | 4.8% | 0.08 | -0.22 | -8.8% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ6025LS3W | Equity | -1.5% | -1.7% | -1.0% | 2.3% | 0.1 | -0.53 | -9.3% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQ6025LS1M | Equity | -1.3% | -3.9% | -3.6% | 0.4% | 0.13 | -0.57 | -9.9% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS5LO1W | Equity | -0.4% | -12.1% | -21.0% | -30.2% | 0.66 | -1.2 | -38.9% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS5LO2W | Equity | -2.1% | -15.6% | -26.5% | -32.2% | 0.77 | -1.35 | -41.2% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS10LO1W | Equity | -1.3% | -5.5% | -12.7% | -23.2% | 0.65 | -0.77 | -28.7% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS10LO2W | Equity | -0.2% | -3.2% | -17.0% | -29.4% | 0.76 | -1.08 | -36.9% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS10LO3W | Equity | -1.9% | 0.8% | -10.8% | -15.1% | 0.89 | -0.47 | -25.7% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS10LO1M | Equity | -5.3% | -10.6% | -20.5% | -26.0% | 0.99 | -0.73 | -31.0% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS20LO2W | Equity | -2.3% | -4.6% | -11.7% | -14.5% | 0.72 | -0.51 | -22.7% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS20LO3W | Equity | -1.6% | -5.5% | -11.4% | -12.6% | 0.8 | -0.41 | -21.6% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS20LO1M | Equity | -3.4% | -10.8% | -17.3% | -14.1% | 0.77 | 0.05 | -24.4% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS15LS2W | Equity | -4.0% | -8.1% | -27.5% | -42.9% | 0.59 | -1.43 | -51.4% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS15LS3W | Equity | -2.6% | -3.8% | -21.9% | -30.1% | 0.8 | -1.39 | -44.8% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS15LS1M | Equity | -9.7% | -18.4% | -38.8% | -49.8% | 0.79 | -1.77 | -52.9% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS25LS2W | Equity | -5.9% | -9.1% | -23.9% | -27.3% | 0.62 | -1.25 | -38.8% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS25LS3W | Equity | -3.0% | -7.7% | -22.5% | -25.6% | 0.68 | -1.23 | -34.2% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
EQXS25LS1M | Equity | -4.4% | -13.2% | -28.4% | -34.2% | 0.71 | -1.07 | -40.3% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} |