c-sector-momentum
22 March, 2025 | 5 Min ReadIntroduction to our strategy
created in basebot
Quick Summary
| Metric | Value |
|---|
| Return % p.a. | -73 |
| Days active | 497 |
| Starting capital | 10000 |
| Current capital | 0.0€ |
Current portfolio
| Ticker | Qty | Crnt Price | Worth (USD) |
|---|
| VGT | 10.886868 | 0 | 0.0 |
| VOX | 44.220549 | 0 | 0.0 |
Detailed statistics
| Strategy |
|---|
| Start Period | 2023-11-12 |
|---|
| End Period | 2025-02-18 |
|---|
| Risk-Free Rate | 0 |
|---|
| Time in Market | 0.69 |
|---|
| Cumulative Return | -1.0 |
|---|
| CAGR﹪ | -1.0 |
|---|
| Sharpe | -0.54 |
|---|
| Prob. Sharpe Ratio | 0.18 |
|---|
| Sortino | -0.54 |
|---|
| Sortino/√2 | -0.38 |
|---|
| Omega | 0.65 |
|---|
| Max Drawdown | -1.0 |
|---|
| Longest DD Days | 89 |
|---|
| Gain/Pain Ratio | -0.35 |
|---|
| Gain/Pain (1M) | -0.6 |
|---|
| Payoff Ratio | 0.53 |
|---|
| Profit Factor | 0.65 |
|---|
| Common Sense Ratio | 0.59 |
|---|
| CPC Index | 0.19 |
|---|
| Tail Ratio | 0.91 |
|---|
| Outlier Win Ratio | 5.47 |
|---|
| Outlier Loss Ratio | 1.66 |
|---|
| MTD | -1.0 |
|---|
| 3M | -1.0 |
|---|
| 6M | -1.0 |
|---|
| YTD | -1.0 |
|---|
| 1Y | -1.0 |
|---|
| 3Y (ann.) | -1.0 |
|---|
| 5Y (ann.) | -1.0 |
|---|
| 10Y (ann.) | -1.0 |
|---|
| All-time (ann.) | -1.0 |
|---|
| Avg. Drawdown | -0.05 |
|---|
| Avg. Drawdown Days | 12 |
|---|
| Recovery Factor | 0.65 |
|---|
| Ulcer Index | 0.06 |
|---|
| Serenity Index | -5.77 |
|---|
Last trades
| Date | Buy/Sell | Ticker | Price | Qty | Volume |
|---|
| 2023-11-22 00:10:14.148848 | Buy | VOX | 112.900002 | 5000.0 | 564500.01 |
| 2023-11-22 00:10:14.116792 | Buy | VGT | 458.579987 | 5000.0 | 2292899.93 |
| 2023-11-21 00:10:13.912015 | Buy | VOX | 113.339996 | 5000.0 | 566699.98 |
| 2023-11-21 00:10:13.882765 | Buy | VGT | 462.420013 | 5000.0 | 2312100.07 |
| 2023-11-20 00:10:13.268988 | Buy | VOX | 112.230003 | 5000.0 | 561150.02 |
Portfolio worth over time
| Date | Portfolio Worth |
|---|
| 2025-03-21 | 0.0€ |
| 2025-03-20 | 0.0€ |
| 2025-03-19 | 0.0€ |
| 2025-03-18 | 0.0€ |
| 2025-03-17 | 0.0€ |
| 2025-03-16 | 0.0€ |
| 2025-03-15 | 0.0€ |
| 2025-03-14 | 0.0€ |
| 2025-03-13 | 0.0€ |
| 2025-03-12 | 0.0€ |
| 2025-03-11 | 0.0€ |
| 2025-03-10 | 0.0€ |
| 2025-03-09 | 0.0€ |
| 2025-03-08 | 0.0€ |
| 2025-03-07 | 0.0€ |
| 2025-03-06 | 0.0€ |
| 2025-03-05 | 0.0€ |
| 2025-03-04 | 0.0€ |
| 2025-03-03 | 0.0€ |
| 2025-03-02 | 0.0€ |
| 2025-03-01 | 0.0€ |
| 2025-02-28 | 0.0€ |
| 2025-02-27 | 0.0€ |
| 2025-02-26 | 0.0€ |
| 2025-02-25 | 0.0€ |
| 2025-02-24 | 0.0€ |
| 2025-02-23 | 0.0€ |
| 2025-02-22 | 0.0€ |
| 2025-02-21 | 0.0€ |
| 2025-02-20 | 0.0€ |
| 2025-02-19 | 0.0€ |
| 2025-02-18 | 0.0€ |
| 2025-02-17 | 14450.07€ |
| 2025-02-16 | 14450.07€ |
| 2025-02-15 | 14450.07€ |
| 2025-02-14 | 14450.07€ |
| 2025-02-13 | 14379.36€ |
| 2025-02-12 | 14233.19€ |
| 2025-02-11 | 14235.93€ |
| 2025-02-10 | 14235.13€ |
| 2025-02-09 | 14103.67€ |
| 2025-02-08 | 14103.67€ |
| 2025-02-07 | 14103.67€ |
| 2025-02-06 | 14191.77€ |
| 2025-02-05 | 14141.09€ |
| 2025-02-04 | 14159.24€ |
| 2025-02-03 | 13980.3€ |
| 2025-02-02 | 14064.18€ |
| 2025-02-01 | 14064.18€ |
| 2025-01-31 | 14064.18€ |
| 2025-01-30 | 14088.05€ |
| 2025-01-29 | 14050.7€ |
| 2025-01-28 | 14077.9€ |
| 2025-01-27 | 13818.31€ |
| 2025-01-26 | 14174.31€ |
| 2025-01-25 | 14174.31€ |
| 2025-01-24 | 14174.31€ |
| 2025-01-23 | 14172.93€ |
| 2025-01-22 | 14097.6€ |
| 2025-01-21 | 13920.75€ |
| 2025-01-20 | 13802.55€ |
| 2025-01-19 | 13802.55€ |
| 2025-01-18 | 13802.55€ |
| 2025-01-17 | 13802.55€ |
| 2025-01-16 | 13631.33€ |
| 2025-01-15 | 13738.68€ |
| 2025-01-14 | 13436.27€ |
| 2025-01-13 | 13460.29€ |
| 2025-01-12 | 13538.82€ |
| 2025-01-11 | 13538.82€ |
| 2025-01-10 | 13538.82€ |
| 2025-01-09 | 13778.01€ |
| 2025-01-08 | 13778.01€ |
| 2025-01-07 | 13822.45€ |
| 2025-01-06 | 14070.26€ |
| 2025-01-05 | 13855.48€ |
| 2025-01-04 | 13855.48€ |
| 2025-01-03 | 13855.48€ |
| 2025-01-02 | 13664.62€ |
| 2025-01-01 | 13621.87€ |
| 2024-12-31 | 13621.87€ |
| 2024-12-30 | 13724.93€ |
| 2024-12-29 | 13874.05€ |
| 2024-12-28 | 13874.05€ |
| 2024-12-27 | 13874.05€ |
| 2024-12-26 | 14062.84€ |
| 2024-12-25 | 14059.49€ |
| 2024-12-24 | 14059.49€ |
| 2024-12-23 | 13915.63€ |
| 2024-12-22 | 13787.93€ |
| 2024-12-21 | 13787.93€ |
| 2024-12-20 | 13787.93€ |
| 2024-12-19 | 13655.37€ |
| 2024-12-18 | 13669.5€ |
| 2024-12-17 | 14141.49€ |
| 2024-12-16 | 14232.69€ |
| 2024-12-15 | 14106.82€ |
| 2024-12-14 | 14106.82€ |
| 2024-12-13 | 14106.82€ |
| 2024-12-12 | 14152.76€ |
| 2024-12-11 | 14202.93€ |
| 2024-12-10 | 13965.21€ |
| 2024-12-09 | 13972.73€ |
| 2024-12-08 | 14143.61€ |
| 2024-12-07 | 14143.61€ |
| 2024-12-06 | 14143.61€ |
| 2024-12-05 | 14017.14€ |
| 2024-12-04 | 14070.77€ |
| 2024-12-03 | 13911.96€ |
| 2024-12-02 | 13797.76€ |
| 2024-12-01 | 13651.98€ |
| 2024-11-30 | 13651.98€ |
| 2024-11-29 | 13651.98€ |
| 2024-11-28 | 13566.12€ |
| 2024-11-27 | 13566.12€ |
| 2024-11-26 | 13619.98€ |
| 2024-11-25 | 13572.98€ |
| 2024-11-24 | 13534.13€ |
| 2024-11-23 | 13534.13€ |
| 2024-11-22 | 13534.13€ |
| 2024-11-21 | 13513.07€ |
| 2024-11-20 | 13478.12€ |
| 2024-11-19 | 13429.03€ |
| 2024-11-18 | 13305.47€ |
| 2024-11-17 | 13234.46€ |
| 2024-11-16 | 13234.46€ |
| 2024-11-15 | 13234.46€ |
| 2024-11-14 | 13534.29€ |
| 2024-11-13 | 13595.78€ |
| 2024-11-12 | 13657.6€ |
| 2024-11-11 | 13633.35€ |
| 2024-11-10 | 13615.12€ |
| 2024-11-09 | 13615.12€ |
| 2024-11-08 | 13615.12€ |
| 2024-11-07 | 13677.51€ |
| 2024-11-06 | 13447.02€ |
| 2024-11-05 | 13077.6€ |
| 2024-11-04 | 12909.99€ |
| 2024-11-03 | 12957.32€ |
| 2024-11-02 | 12957.32€ |
| 2024-10-29 | 13227.59€ |
| 2024-10-28 | 13082.75€ |
| 2024-10-27 | 13022.48€ |
| 2024-10-26 | 13022.48€ |
| 2024-10-25 | 13022.48€ |
| 2024-10-24 | 12955.75€ |
| 2024-10-23 | 12923.03€ |
| 2024-10-22 | 13078.21€ |
| 2024-10-21 | 13085.44€ |
| 2024-10-20 | 13079.7€ |
| 2024-10-19 | 13079.7€ |
| 2024-10-18 | 13079.7€ |
| 2024-10-17 | 13010.29€ |
| 2024-10-16 | 13004.5€ |
| 2024-10-15 | 12994.15€ |
| 2024-10-14 | 13102.41€ |
| 2024-10-13 | 12987.36€ |
| 2024-10-12 | 12987.36€ |
| 2024-10-11 | 12987.36€ |
| 2024-10-10 | 12918.58€ |
| 2024-10-09 | 12953.83€ |
| 2024-10-08 | 12877.33€ |
| 2024-10-07 | 12705.0€ |
| 2024-10-06 | 12849.77€ |
| 2024-10-05 | 12849.77€ |
| 2024-10-04 | 12849.77€ |
| 2024-10-03 | 12709.07€ |
| 2024-10-02 | 12684.47€ |
| 2024-10-01 | 12658.1€ |
| 2024-09-30 | 12814.59€ |
| 2024-09-29 | 12776.38€ |
| 2024-09-28 | 12776.38€ |
| 2024-09-27 | 12776.38€ |
| 2024-09-26 | 12814.52€ |
| 2024-09-25 | 12713.69€ |
| 2024-09-24 | 12724.04€ |
| 2024-09-23 | 12616.02€ |
| 2024-09-22 | 12614.66€ |
| 2024-09-21 | 12614.66€ |
| 2024-09-20 | 12614.66€ |
| 2024-09-19 | 12635.0€ |
| 2024-09-18 | 12353.35€ |
| 2024-09-17 | 12384.42€ |
| 2024-09-16 | 12364.14€ |
| 2024-09-15 | 12343.9€ |
| 2024-09-14 | 12343.9€ |
| 2024-09-12 | 12242.09€ |
| 2024-09-11 | 12087.6€ |
| 2024-09-10 | 11880.97€ |
| 2024-09-09 | 11815.12€ |
| 2024-09-08 | 11719.93€ |
| 2024-09-07 | 11719.93€ |
| 2024-09-06 | 11719.93€ |
| 2024-09-05 | 12007.81€ |
| 2024-09-04 | 11985.72€ |
| 2024-09-03 | 12008.29€ |
| 2024-09-02 | 12402.47€ |
| 2024-09-01 | 12402.47€ |
| 2024-08-31 | 12402.47€ |
| 2024-08-30 | 12402.47€ |
| 2024-08-29 | 12293.13€ |
| 2024-08-28 | 12326.92€ |
| 2024-08-27 | 12446.48€ |
| 2024-08-27 | 12448.51€ |
| 2024-07-16 | 12776.96€ |
| 2024-07-15 | 12745.58€ |
| 2024-07-14 | 12689.94€ |
| 2024-07-13 | 12689.94€ |
| 2024-07-12 | 12689.94€ |
| 2024-07-11 | 12651.29€ |
| 2024-07-10 | 12870.98€ |
| 2024-07-09 | 12760.26€ |
| 2024-07-08 | 12756.51€ |
| 2024-07-07 | 12769.56€ |
| 2024-06-29 | 12388.54€ |
| 2024-06-26 | 12406.92€ |
| 2024-06-24 | 12218.89€ |
| 2024-06-23 | 12316.6€ |
| 2024-06-21 | 12316.6€ |
| 2024-06-17 | 12396.6€ |
| 2024-06-16 | 12295.86€ |
| 2024-06-15 | 12295.86€ |
| 2024-06-12 | 12256.84€ |
| 2024-06-10 | 12030.11€ |
| 2024-06-09 | 11988.64€ |
| 2024-06-08 | 11988.64€ |
| 2024-06-07 | 11988.64€ |
| 2024-06-06 | 12029.32€ |
| 2024-06-05 | 12048.07€ |
| 2024-06-04 | 11818.0€ |
| 2024-06-03 | 11806.89€ |
| 2024-06-02 | 11748.88€ |
| 2024-06-01 | 11748.88€ |
| 2024-05-31 | 11748.88€ |
| 2024-05-30 | 11697.83€ |
| 2024-05-29 | 11861.93€ |
| 2024-05-28 | 11914.23€ |
| 2024-05-27 | 11851.23€ |
| 2024-05-26 | 11851.23€ |
| 2024-05-25 | 11851.23€ |
| 2024-05-24 | 11851.23€ |
| 2024-05-23 | 11719.78€ |
| 2024-05-21 | 11805.74€ |
| 2024-05-21 | 11805.74€ |
| 2024-05-21 | 11806.97€ |
| 2024-05-21 | 11806.97€ |
| 2024-05-21 | 11806.97€ |
| 2024-05-21 | 11806.97€ |
| 2024-05-21 | 11806.97€ |
| 2024-05-21 | 11806.97€ |
| 2024-05-21 | 11806.97€ |
| 2024-04-25 | 10943.47€ |
| 2024-04-24 | 11137.19€ |
| 2024-04-23 | 11126.82€ |
| 2024-04-22 | 10941.66€ |
| 2024-04-21 | 10853.88€ |
| 2024-04-20 | 10853.88€ |
| 2024-04-19 | 10853.88€ |
| 2024-04-18 | 11074.45€ |
| 2024-04-17 | 11082.94€ |
| 2024-04-16 | 11177.41€ |
| 2024-04-15 | 11194.05€ |
| 2024-04-14 | 11385.97€ |
| 2024-04-13 | 11385.97€ |
| 2024-04-12 | 11385.97€ |
| 2024-04-11 | 11587.38€ |
| 2024-04-10 | 11423.22€ |
| 2024-04-04 | 11537.99€ |
| 2024-04-02 | 11489.19€ |
| 2024-04-01 | 11550.66€ |
| 2024-03-31 | 11511.04€ |
| 2024-03-30 | 11511.04€ |
| 2024-03-29 | 11511.04€ |
| 2024-03-28 | 11511.04€ |
| 2024-03-27 | 11527.94€ |
| 2024-03-26 | 11486.14€ |
| 2024-03-25 | 11522.79€ |
| 2024-03-24 | 11555.7€ |
| 2024-03-23 | 11555.7€ |
| 2024-03-22 | 11555.7€ |
| 2024-03-21 | 11560.72€ |
| 2024-03-20 | 11549.03€ |
| 2024-03-19 | 11397.54€ |
| 2024-03-18 | 11374.58€ |
| 2024-03-17 | 11246.97€ |
| 2024-03-16 | 11246.97€ |
| 2024-03-15 | 11246.97€ |
| 2024-03-14 | 11374.72€ |
| 2024-03-13 | 11408.99€ |
| 2024-03-12 | 11465.65€ |
| 2024-03-11 | 11306.27€ |
| 2024-03-10 | 11327.89€ |
| 2024-03-09 | 11327.89€ |
| 2024-03-08 | 11327.89€ |
| 2024-03-07 | 11420.07€ |
| 2024-03-06 | 11249.53€ |
| 2024-03-05 | 11186.37€ |
| 2024-03-04 | 11360.34€ |
| 2024-03-03 | 11430.16€ |
| 2024-03-02 | 11430.16€ |
| 2024-03-01 | 11430.16€ |
| 2024-02-29 | 11293.36€ |
| 2024-02-28 | 11187.73€ |
| 2024-02-27 | 11260.18€ |
| 2024-02-26 | 11195.41€ |
| 2024-02-25 | 11254.23€ |
| 2024-02-24 | 11254.23€ |
| 2024-02-23 | 11254.23€ |
| 2024-02-22 | 11287.32€ |
| 2024-02-21 | 11025.83€ |
| 2024-02-20 | 11086.69€ |
| 2024-02-19 | 11178.65€ |
| 2024-02-18 | 11178.65€ |
| 2024-02-17 | 11178.65€ |
| 2024-02-16 | 11178.65€ |
| 2024-02-15 | 11326.87€ |
| 2024-02-12 | 11320.71€ |
| 2024-02-11 | 11333.1€ |
| 2024-02-10 | 11333.1€ |
| 2024-02-09 | 11333.1€ |
| 2024-02-08 | 11239.0€ |
| 2024-02-07 | 11189.14€ |
| 2024-02-06 | 11108.43€ |
| 2024-02-05 | 11116.46€ |
| 2024-02-04 | 11189.91€ |
| 2024-02-03 | 11189.91€ |
| 2024-02-02 | 11189.91€ |
| 2024-02-01 | 10908.6€ |
| 2024-01-31 | 10785.75€ |
| 2024-01-30 | 11047.43€ |
| 2024-01-28 | 11024.38€ |
| 2024-01-27 | 11024.38€ |
| 2024-01-26 | 11024.38€ |
| 2024-01-25 | 11064.17€ |
| 2024-01-24 | 10963.44€ |
| 2024-01-23 | 10908.8€ |
| 2024-01-22 | 10829.44€ |
| 2024-01-21 | 10775.82€ |
| 2024-01-20 | 10775.82€ |
| 2024-01-19 | 10775.82€ |
| 2024-01-18 | 10582.37€ |
| 2024-01-17 | 10412.7€ |
| 2024-01-16 | 10480.8€ |
| 2024-01-15 | 10501.37€ |
| 2024-01-14 | 10501.37€ |
| 2024-01-13 | 10501.37€ |
| 2024-01-12 | 10501.37€ |
| 2024-01-11 | 10473.36€ |
| 2024-01-10 | 10475.85€ |
| 2024-01-09 | 10381.57€ |
| 2024-01-08 | 10386.57€ |
| 2024-01-07 | 10175.3€ |
| 2024-01-06 | 10175.3€ |
| 2024-01-05 | 10175.3€ |
| 2024-01-04 | 10154.2€ |
| 2024-01-03 | 10195.74€ |
| 2024-01-02 | 10290.97€ |
| 2024-01-01 | 10474.89€ |
| 2023-12-31 | 10474.89€ |
| 2023-12-30 | 10474.89€ |
| 2023-12-29 | 10475.08€ |
| 2023-12-28 | 10535.77€ |
| 2023-12-28 | 10518.14€ |
| 2023-12-27 | 10518.14€ |
| 2023-12-26 | 10509.93€ |
| 2023-12-25 | 10466.22€ |
| 2023-12-24 | 10466.22€ |
| 2023-12-23 | 10466.22€ |
| 2023-12-22 | 10466.22€ |
| 2023-12-21 | 10461.1€ |
| 2023-12-20 | 10332.09€ |
| 2023-12-19 | 10461.01€ |
| 2023-12-18 | 10395.96€ |
| 2023-12-17 | 10313.56€ |
| 2023-12-16 | 10313.56€ |
| 2023-12-15 | 10313.56€ |
| 2023-12-14 | 10316.27€ |
| 2023-12-13 | 10268.12€ |
| 2023-12-12 | 10145.77€ |
| 2023-12-11 | 10104.57€ |
| 2023-12-10 | 10104.89€ |
| 2023-12-09 | 10104.89€ |
| 2023-12-08 | 10104.89€ |
| 2023-12-07 | 10027.54€ |
| 2023-12-06 | 9874.59€ |
| 2023-12-06 | 9935.45€ |
| 2023-11-22 | 10045.3€ |
| 2023-11-21 | 9924.16€ |
| 2023-11-20 | 10104.78€ |
| 2023-11-19 | 9985.0€ |
| 2023-11-16 | 10005.46€ |
| 2023-11-15 | 10019.75€ |
| 2023-11-14 | 10209.3€ |
| 2023-11-13 | 9942.68€ |
| 2023-11-12 | 9985.0€ |
| 2023-11-10 | 10412.89€ |
