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| Reference | Asset Class | 1W | 1M | 3M | 6M | 9M | 1Y | Beta | sharpe-R | MDD | Infos |
|---|---|---|---|---|---|---|---|---|---|---|---|
| CC5LO1WS2 | Cryptocurrency | 8.0% | 12.9% | 11.9% | 48.2% | 0.15 | 1.6 | -14.7% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC5LO2WS2 | Cryptocurrency | 11.4% | 8.6% | 1.5% | 20.3% | 0.17 | 0.31 | -33.4% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC10LO1WS2 | Cryptocurrency | 7.0% | 14.9% | 14.2% | 73.7% | 0.12 | 2.07 | -18.1% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC10LO2WS2 | Cryptocurrency | 10.8% | 21.7% | 14.1% | 45.9% | 0.14 | 1.1 | -27.9% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC10LO3WS2 | Cryptocurrency | 10.8% | 18.2% | 12.8% | 51.9% | 0.14 | 1.26 | -25.7% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC10LO1MS2 | Cryptocurrency | 10.8% | 19.0% | 3.4% | 51.1% | 0.15 | 1.32 | -31.9% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC20LO2WS2 | Cryptocurrency | 11.5% | 15.8% | 9.3% | 45.3% | 0.11 | 1.86 | -20.6% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC20LO3WS2 | Cryptocurrency | 11.5% | 14.0% | 1.0% | 32.3% | 0.12 | 1.35 | -26.4% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC20LO1MS2 | Cryptocurrency | 11.5% | 14.4% | -7.7% | 29.8% | 0.13 | 1.24 | -32.9% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC15LS2WS2 | Cryptocurrency | 6.0% | 14.4% | 4.0% | 43.8% | 0.11 | 1.33 | -33.3% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC15LS3WS2 | Cryptocurrency | 6.8% | 10.4% | 7.1% | 57.0% | 0.11 | 1.71 | -26.3% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC15LS1MS2 | Cryptocurrency | 5.0% | 9.7% | -9.8% | 47.2% | 0.11 | 1.36 | -36.9% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC25LS2WS2 | Cryptocurrency | 7.7% | 18.6% | 20.5% | 53.8% | 0.09 | 1.98 | -18.7% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC25LS3WS2 | Cryptocurrency | 7.4% | 14.0% | 9.8% | 49.0% | 0.09 | 1.68 | -23.8% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CC25LS1MS2 | Cryptocurrency | 8.4% | 14.7% | -4.5% | 32.6% | 0.1 | 1.13 | -35.5% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "CC", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5LO1WS2 | Commodity | 1.6% | 5.0% | 4.5% | 3.5% | -0 | 0.85 | -2.4% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG1WS2 | Commodity | 1.6% | 2.0% | 1.3% | -0.2% | -0.01 | 0.32 | -2.6% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP1WS2 | Commodity | 1.2% | 9.1% | 8.7% | 8.9% | 0.01 | 0.92 | -2.1% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5LO2WS2 | Commodity | 1.6% | 4.6% | 3.3% | 0.2% | 0 | 0.3 | -4.2% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG2WS2 | Commodity | 1.6% | 1.8% | 0.8% | -2.8% | -0.01 | -0.09 | -4.6% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP2WS2 | Commodity | 1.2% | 8.5% | 7.5% | 6.1% | 0.03 | 0.55 | -3.8% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5LO3WS2 | Commodity | 1.6% | 2.9% | 0.2% | -0.5% | 0.02 | 0.41 | -4.0% | {"direction": "L", "max_assets": "5", "holding_period": "3W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG3WS2 | Commodity | 1.6% | 2.3% | 0.5% | -1.4% | -0.01 | 0.6 | -3.7% | {"direction": "L", "max_assets": "5", "holding_period": "3W", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP3WS2 | Commodity | 1.2% | 3.5% | 1.7% | 3.4% | 0.06 | 0.36 | -8.3% | {"direction": "L", "max_assets": "5", "holding_period": "3W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5LO1MS2 | Commodity | 1.6% | 9.5% | 6.7% | 6.0% | 0.03 | 1.75 | -4.3% | {"direction": "L", "max_assets": "5", "holding_period": "1M", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG1MS2 | Commodity | 1.6% | 2.3% | 0.5% | -1.5% | 0 | 1.05 | -3.7% | {"direction": "L", "max_assets": "5", "holding_period": "1M", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP1MS2 | Commodity | 1.2% | 18.9% | 16.8% | 19.1% | 0.07 | 1.99 | -3.5% | {"direction": "L", "max_assets": "5", "holding_period": "1M", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ105LO1W | Equity | -6.7% | -7.5% | -6.2% | 3.4% | 0.09 | -0.31 | -11.4% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ105LO2W | Equity | -5.8% | -9.7% | -9.8% | -2.0% | 0.21 | -0.58 | -15.3% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1010LO1W | Equity | -3.4% | -3.8% | -2.2% | 2.3% | 0.1 | 0.41 | -6.7% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1010LO2W | Equity | -3.0% | -5.0% | -8.6% | -4.1% | 0.15 | -0.66 | -11.9% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1010LO3W | Equity | -2.0% | -4.6% | -10.8% | -13.5% | 0.21 | -1.12 | -17.3% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1010LO1M | Equity | -2.3% | -5.0% | -6.1% | -8.1% | 0.22 | -0.75 | -12.2% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1020LO2W | Equity | -1.5% | -2.5% | -3.8% | -1.4% | 0.08 | -0.49 | -5.6% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1020LO3W | Equity | -1.0% | -2.3% | -5.8% | -7.1% | 0.12 | -1.11 | -9.2% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1020LO1M | Equity | -1.1% | -2.5% | -4.4% | -5.4% | 0.16 | -0.83 | -7.5% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1015LS2W | Equity | -1.5% | -4.3% | -10.7% | -10.4% | 0.1 | -1.31 | -16.9% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1015LS3W | Equity | -0.1% | -6.0% | -16.1% | -24.6% | 0.15 | -1.73 | -30.1% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1015LS1M | Equity | -0.6% | -1.5% | -5.8% | -17.1% | 0.18 | -1.24 | -22.9% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1025LS2W | Equity | -1.0% | -2.3% | -3.9% | -4.1% | 0.04 | -1.06 | -9.7% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1025LS3W | Equity | -0.2% | -3.9% | -8.4% | -13.1% | 0.07 | -1.73 | -17.6% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1025LS1M | Equity | -0.5% | -1.9% | -2.7% | -8.1% | 0.1 | -1.16 | -12.6% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["10"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ155LO1W | Equity | -8.6% | -9.1% | -16.4% | -5.2% | 0.57 | -0.38 | -19.0% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ155LO2W | Equity | -11.1% | -8.6% | -7.1% | 10.3% | 0.44 | 0.19 | -15.5% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1510LO1W | Equity | -7.8% | -6.6% | -10.0% | 7.4% | 0.39 | 0.36 | -13.7% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ1510LO2W | Equity | -5.7% | -4.3% | -2.4% | 11.2% | 0.3 | 0.69 | -8.0% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1510LO3W | Equity | -5.5% | -5.3% | -8.4% | 1.6% | 0.39 | 0.12 | -10.6% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1510LO1M | Equity | -5.3% | -10.1% | -17.6% | -12.0% | 0.54 | -0.4 | -19.6% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1520LO2W | Equity | -2.9% | -2.1% | -1.3% | 7.3% | 0.15 | 0.84 | -4.0% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1520LO3W | Equity | -2.8% | -2.7% | -4.0% | 3.3% | 0.2 | 0.32 | -5.2% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1520LO1M | Equity | -2.7% | -5.2% | -9.2% | 0.8% | 0.28 | 0.28 | -10.4% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1515LS2W | Equity | -5.1% | -5.0% | -2.8% | 10.8% | 0.19 | 0.09 | -13.5% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1515LS3W | Equity | -4.7% | -7.4% | -9.9% | 0.8% | 0.27 | -0.31 | -13.4% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1515LS1M | Equity | -4.2% | -11.9% | -19.3% | -13.4% | 0.44 | -0.76 | -21.6% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1525LS2W | Equity | -2.4% | -4.3% | -4.1% | -2.5% | 0.08 | -0.87 | -7.9% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1525LS3W | Equity | -2.9% | -5.1% | -5.6% | 4.1% | 0.14 | -0.1 | -9.3% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ1525LS1M | Equity | -2.6% | -7.5% | -11.7% | -0.2% | 0.24 | -0.13 | -13.1% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["15"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ205LO1W | Equity | 0.0% | -3.3% | -13.6% | -9.8% | 0.42 | -0.79 | -23.7% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ205LO2W | Equity | 0.9% | 2.5% | -4.9% | 2.4% | 0.42 | 0.37 | -18.2% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2010LO1W | Equity | -4.4% | -7.6% | -11.2% | -4.1% | 0.44 | -0.18 | -16.4% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2010LO2W | Equity | -6.7% | -9.2% | -6.9% | -7.9% | 0.48 | -0.1 | -15.6% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2010LO3W | Equity | -6.2% | -8.4% | -5.6% | -2.3% | 0.48 | 0.22 | -14.3% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2010LO1M | Equity | -7.1% | -8.6% | -13.2% | -5.7% | 0.62 | 0.12 | -20.9% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2020LO2W | Equity | -3.1% | -4.4% | -3.1% | 2.3% | 0.4 | 0.51 | -11.0% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2020LO3W | Equity | -2.6% | -4.3% | -3.2% | 2.8% | 0.54 | 0.56 | -11.3% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2020LO1M | Equity | -2.3% | -3.5% | -4.9% | -1.2% | 0.58 | 0.17 | -12.4% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2015LS2W | Equity | -5.6% | -10.0% | -6.2% | -7.9% | 0.46 | -0.59 | -16.5% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2015LS3W | Equity | 1.5% | 4.8% | -8.3% | -8.0% | 0.29 | -0.28 | -20.0% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ2015LS1M | Equity | -1.6% | 3.0% | -12.6% | -10.0% | 0.32 | -0.18 | -20.1% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ2025LS2W | Equity | -1.9% | -3.1% | -1.9% | 4.4% | 0.43 | 0.08 | -12.9% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2025LS3W | Equity | -2.2% | -3.4% | -9.8% | -5.9% | 0.17 | -0.65 | -13.4% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ2025LS1M | Equity | -3.8% | -4.2% | -12.2% | -9.3% | 0.22 | -0.71 | -14.8% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["20"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ255LO1W | Equity | 4.8% | -5.4% | -6.6% | -5.5% | 0.64 | -0.2 | -20.2% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ255LO2W | Equity | 8.8% | -6.3% | -5.2% | -13.4% | 0.77 | 0.25 | -26.5% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2510LO1W | Equity | 0.5% | -7.6% | -14.7% | -11.0% | 0.69 | -0.12 | -19.7% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2510LO2W | Equity | 4.9% | 2.2% | -3.1% | -10.6% | 0.69 | 0.45 | -26.5% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2510LO3W | Equity | 3.5% | 2.9% | -6.6% | -16.9% | 0.82 | 0.29 | -27.4% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2510LO1M | Equity | 4.6% | 2.2% | -5.5% | -20.2% | 0.91 | 0.45 | -29.5% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2520LO2W | Equity | -0.3% | -10.7% | -17.4% | -18.0% | 0.61 | -0.4 | -24.1% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2520LO3W | Equity | -1.9% | -11.2% | -15.0% | -19.8% | 0.68 | -0.28 | -24.8% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2520LO1M | Equity | -2.4% | -11.2% | -16.0% | -19.9% | 0.74 | -0.25 | -24.4% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ2515LS2W | Equity | -2.0% | -19.6% | -8.9% | -19.0% | 0.51 | -0.49 | -29.2% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ2515LS3W | Equity | -3.9% | -21.8% | -16.3% | -29.7% | 0.55 | -0.88 | -34.6% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ2515LS1M | Equity | 1.6% | -19.3% | -19.0% | -28.0% | 0.65 | -0.61 | -41.3% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ2525LS2W | Equity | -1.6% | -10.6% | 2.0% | -6.7% | 0.34 | -0.12 | -20.4% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ2525LS3W | Equity | -3.6% | -12.6% | -5.0% | -17.7% | 0.41 | -0.67 | -23.3% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ2525LS1M | Equity | -0.6% | -10.2% | -6.5% | -16.2% | 0.53 | -0.36 | -24.9% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["25"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ305LO1W | Equity | -3.9% | -4.7% | -10.8% | -15.0% | 0.15 | -1.49 | -17.1% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ305LO2W | Equity | -7.5% | -7.3% | -17.1% | -19.5% | 0.19 | -1.62 | -23.4% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ3010LO1W | Equity | 0.3% | 2.1% | -2.4% | -1.1% | 0.21 | -0.05 | -8.8% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ3010LO2W | Equity | -1.8% | -0.1% | -7.3% | -3.2% | 0.23 | 0.44 | -10.2% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ3010LO3W | Equity | -1.4% | 0.6% | -6.0% | 0.3% | 0.26 | 0.67 | -9.1% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ3010LO1M | Equity | -0.4% | 0.1% | -8.6% | 0.2% | 0.32 | 0.6 | -11.5% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ3020LO2W | Equity | -0.8% | 0.1% | -1.5% | 1.1% | 0.15 | 0.62 | -5.1% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ3020LO3W | Equity | -0.6% | 0.4% | -1.5% | 1.1% | 0.18 | 0.67 | -5.7% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ3020LO1M | Equity | -0.5% | -0.3% | -4.3% | -2.0% | 0.27 | 0.35 | -7.4% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ3015LS2W | Equity | -3.3% | -3.4% | -4.7% | 2.5% | 0.05 | 0.19 | -7.0% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3015LS3W | Equity | -3.2% | -3.9% | -7.6% | 0.0% | 0.12 | 0.06 | -7.7% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3015LS1M | Equity | -4.1% | -5.1% | -9.0% | 0.6% | 0.28 | 0.22 | -9.9% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3025LS2W | Equity | -1.7% | -1.7% | -3.1% | 1.8% | 0.02 | 0.24 | -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% | -2.4% | -5.0% | 0.3% | 0.05 | 0.13 | -5.0% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3025LS1M | Equity | -1.3% | -1.9% | -4.5% | 2.0% | 0.14 | 0.52 | -4.7% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["30"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ355LO1W | Equity | -3.8% | -5.0% | -5.8% | 9.6% | 0.17 | 0.84 | -9.1% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ355LO2W | Equity | -4.6% | -4.6% | -12.2% | -1.7% | 0.33 | -0.03 | -13.1% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3510LO1W | Equity | 0.2% | -1.6% | 1.6% | 29.6% | 0.45 | 1.19 | -9.4% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3510LO2W | Equity | 9.4% | 9.1% | 11.9% | 8.7% | 0.61 | 0.61 | -18.3% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3510LO3W | Equity | 7.7% | 5.4% | 0.6% | -5.8% | 0.78 | 0.24 | -22.3% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3510LO1M | Equity | 8.7% | 6.6% | -1.0% | 2.2% | 0.78 | 0.62 | -17.0% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3520LO2W | Equity | 3.6% | 4.3% | 9.1% | 19.6% | 0.51 | 1.09 | -10.5% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3520LO3W | Equity | 5.0% | 4.2% | 6.5% | 14.2% | 0.57 | 1.01 | -9.7% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3520LO1M | Equity | 4.9% | 3.9% | 4.0% | 14.6% | 0.66 | 1.11 | -9.5% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3515LS2W | Equity | -1.1% | -10.3% | -0.8% | -73.1% | 0.29 | -0.87 | -75.5% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3515LS3W | Equity | 17.0% | 10.6% | -0.9% | -68.4% | 0.75 | -0.88 | -76.0% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3515LS1M | Equity | 19.5% | 11.5% | -4.1% | -81.2% | 0.76 | -0.9 | -86.4% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3525LS2W | Equity | 8.4% | 10.0% | 10.0% | -26.5% | 0.5 | -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 | 15.7% | 13.6% | 14.7% | -29.9% | 0.57 | -0.47 | -50.2% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ3525LS1M | Equity | 14.5% | 11.5% | 7.0% | -27.0% | 0.66 | -0.35 | -47.9% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["35"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ455LO1W | Equity | 3.5% | -0.7% | 3.1% | 7.5% | 0.34 | 0.72 | -11.7% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ455LO2W | Equity | 0.1% | -11.2% | 3.4% | 7.3% | 0.47 | 0.57 | -17.1% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ4510LO1W | Equity | 14.1% | 12.1% | 18.1% | 7.8% | 0.4 | 0.1 | -17.1% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ4510LO2W | Equity | 8.1% | 3.6% | 8.5% | 3.5% | 0.51 | -0.28 | -20.8% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ4510LO3W | Equity | 7.5% | -1.5% | -2.3% | -5.4% | 0.66 | -0.35 | -21.6% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ4510LO1M | Equity | 7.6% | -1.2% | 3.6% | -2.7% | 0.83 | -0.15 | -18.7% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ4520LO2W | Equity | 5.5% | -2.8% | 5.7% | 1.6% | 0.45 | -0.15 | -11.6% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ4520LO3W | Equity | 6.2% | -1.2% | 3.0% | 5.3% | 0.59 | 0.21 | -15.0% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ4520LO1M | Equity | 9.7% | 1.8% | 10.5% | 11.0% | 0.73 | 0.75 | -13.3% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ4515LS2W | Equity | 13.8% | -110.3% | -111.1% | -112.3% | 0.63 | -0.98 | -110.6% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ4515LS3W | Equity | 11.8% | -110.7% | -111.5% | -112.2% | 0.77 | -0.98 | -111.1% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ4515LS1M | Equity | 12.3% | -109.2% | -110.2% | -109.6% | 1.03 | -0.95 | -109.5% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ4525LS2W | Equity | 9.4% | -70.1% | -64.9% | -65.6% | 0.59 | -0.93 | -73.6% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ4525LS3W | Equity | 9.4% | -69.0% | -64.4% | -61.4% | 0.78 | -0.84 | -73.9% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ4525LS1M | Equity | 12.7% | -69.1% | -65.0% | -64.5% | 0.95 | -0.85 | -74.2% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["45"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ505LO1W | Equity | 5.7% | 7.6% | 10.5% | 10.1% | 0.26 | -0.04 | -16.1% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ505LO2W | Equity | 3.0% | 4.5% | 23.2% | 28.4% | 0.36 | 1.29 | -16.5% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5010LO1W | Equity | 3.9% | 4.8% | 5.7% | 5.0% | 0.13 | -0.01 | -8.3% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5010LO2W | Equity | 0.9% | 1.7% | 8.4% | 9.3% | 0.26 | 0.73 | -8.4% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5010LO3W | Equity | 2.0% | 3.0% | 8.9% | 8.7% | 0.35 | 1.11 | -9.5% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5010LO1M | Equity | 4.2% | 4.3% | 8.4% | 6.5% | 0.39 | 1.37 | -10.3% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5020LO2W | Equity | 0.7% | 1.1% | 4.5% | 4.8% | 0.13 | 0.73 | -4.3% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5020LO3W | Equity | 1.0% | 1.5% | 4.7% | 4.6% | 0.18 | 1.12 | -4.8% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5020LO1M | Equity | 2.4% | 2.5% | 4.7% | 3.8% | 0.22 | 1.5 | -5.5% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5015LS2W | Equity | -1.7% | -3.5% | 0.8% | 7.0% | 0.06 | -0.05 | -8.0% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ5015LS3W | Equity | -2.3% | -8.0% | 1.4% | 9.9% | 0.1 | 0.69 | -13.0% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ5015LS1M | Equity | -0.8% | -6.9% | -0.9% | 3.0% | 0.16 | 0.13 | -16.3% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ5025LS2W | Equity | -1.0% | -2.2% | 0.3% | 3.6% | 0.03 | -0.05 | -4.8% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ5025LS3W | Equity | -1.5% | -5.3% | 0.8% | 5.4% | 0.05 | 0.94 | -8.1% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ5025LS1M | Equity | -0.5% | -4.7% | 0.5% | 3.9% | 0.07 | 1.18 | -10.0% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["50"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ555LO1W | Equity | 0.0% | -0.5% | 1.6% | 3.9% | 0.03 | 0.54 | -2.6% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ555LO2W | Equity | -0.1% | -0.7% | 2.5% | 4.0% | 0.03 | 0.55 | -4.0% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5510LO1W | Equity | 0.0% | -0.3% | 0.8% | 2.0% | 0.01 | 0.56 | -1.3% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5510LO2W | Equity | -0.1% | -0.3% | 1.3% | 2.0% | 0.02 | 0.55 | -2.0% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5510LO3W | Equity | -0.9% | -1.1% | -0.9% | 0.2% | 0.02 | 0.17 | -4.1% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5510LO1M | Equity | -0.9% | -1.1% | -2.3% | -2.0% | 0.05 | -0.18 | -3.8% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5520LO2W | Equity | 0.0% | -0.2% | 0.6% | 1.0% | 0.01 | 0.55 | -1.0% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5520LO3W | Equity | -0.4% | -0.6% | -0.5% | 0.1% | 0.01 | 0.18 | -2.1% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5520LO1M | Equity | -0.4% | -0.6% | -1.2% | -1.0% | 0.03 | -0.18 | -1.9% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ5515LS2W | Equity | 0.1% | -0.9% | 0.2% | 1.3% | -0.01 | 0.39 | -1.8% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ5515LS3W | Equity | 0.1% | -1.0% | 1.8% | 2.6% | -0.02 | 0.78 | -2.2% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ5515LS1M | Equity | 0.1% | -1.6% | 0.3% | 1.7% | -0.02 | 0.44 | -2.5% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["55"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ605LO1W | Equity | 3.7% | 0.0% | 2.9% | 1.9% | 0.21 | 0.32 | -10.8% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ605LO2W | Equity | 3.2% | 0.4% | 2.9% | -5.9% | 0.46 | 0.01 | -17.6% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ6010LO1W | Equity | 0.4% | 2.0% | 5.6% | 3.7% | 0.32 | 0.66 | -7.5% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ6010LO2W | Equity | 1.1% | 0.8% | -2.5% | -5.8% | 0.53 | 0.49 | -13.7% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ6010LO3W | Equity | 2.9% | 4.3% | 7.1% | 5.4% | 0.47 | 0.69 | -8.4% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ6010LO1M | Equity | 3.7% | 6.3% | 4.8% | 3.4% | 0.57 | 0.66 | -10.3% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ6020LO2W | Equity | -0.1% | -0.3% | 0.0% | -3.7% | 0.33 | 0.47 | -8.7% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ6020LO3W | Equity | 0.3% | 1.0% | 2.5% | -2.3% | 0.38 | 0.56 | -10.6% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ6020LO1M | Equity | 0.7% | 1.8% | 4.0% | 2.8% | 0.38 | 0.86 | -7.9% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| EQ6015LS2W | Equity | 2.5% | 1.8% | 7.5% | 1.8% | 0.15 | -0.12 | -13.6% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ6015LS3W | Equity | 2.9% | 2.0% | 8.1% | 1.2% | 0.15 | -0.33 | -15.4% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ6015LS1M | Equity | 3.2% | 2.5% | 11.6% | 6.4% | 0.13 | 0.23 | -15.3% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ6025LS2W | Equity | 2.1% | 1.6% | 5.4% | 1.1% | 0.08 | -0.1 | -8.8% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ6025LS3W | Equity | 2.2% | 1.7% | 5.1% | 0.6% | 0.11 | 0.16 | -9.3% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQ6025LS1M | Equity | 2.4% | 1.4% | 5.8% | 2.0% | 0.15 | 1.1 | -9.9% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["60"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS5LO1W | Equity | -12.4% | -20.7% | -31.0% | -25.4% | 0.72 | -1.4 | -37.2% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS5LO2W | Equity | -17.4% | -22.9% | -32.0% | -36.9% | 0.81 | -1.54 | -40.4% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS10LO1W | Equity | -7.4% | -13.6% | -23.8% | -17.2% | 0.72 | -0.87 | -27.7% | {"direction": "L", "max_assets": "10", "holding_period": "1W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS10LO2W | Equity | -12.4% | -19.4% | -31.4% | -31.1% | 0.81 | -1.23 | -36.9% | {"direction": "L", "max_assets": "10", "holding_period": "2W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS10LO3W | Equity | -3.3% | -16.1% | -18.0% | -19.1% | 0.95 | -0.53 | -25.7% | {"direction": "L", "max_assets": "10", "holding_period": "3W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS10LO1M | Equity | -4.3% | -19.0% | -23.8% | -12.4% | 1.04 | -0.53 | -27.3% | {"direction": "L", "max_assets": "10", "holding_period": "1M", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS20LO2W | Equity | -7.0% | -11.6% | -16.6% | -14.4% | 0.74 | -0.5 | -22.7% | {"direction": "L", "max_assets": "20", "holding_period": "2W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS20LO3W | Equity | -4.4% | -11.4% | -16.4% | -13.6% | 0.84 | -0.23 | -20.8% | {"direction": "L", "max_assets": "20", "holding_period": "3W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS20LO1M | Equity | -6.7% | -14.9% | -16.5% | 2.3% | 0.78 | 0.49 | -20.7% | {"direction": "L", "max_assets": "20", "holding_period": "1M", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS15LS2W | Equity | -13.0% | -19.9% | -41.2% | -47.2% | 0.71 | -1.47 | -50.7% | {"direction": "LS", "max_assets": "15", "holding_period": "2W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS15LS3W | Equity | -5.5% | -18.4% | -29.5% | -42.0% | 0.91 | -1.3 | -44.8% | {"direction": "LS", "max_assets": "15", "holding_period": "3W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS15LS1M | Equity | -5.7% | -27.8% | -44.0% | -40.8% | 0.88 | -1.48 | -46.9% | {"direction": "LS", "max_assets": "15", "holding_period": "1M", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS25LS2W | Equity | -8.6% | -18.0% | -28.8% | -33.0% | 0.67 | -1.3 | -37.6% | {"direction": "LS", "max_assets": "25", "holding_period": "2W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS25LS3W | Equity | -5.6% | -18.4% | -27.7% | -31.8% | 0.77 | -1.12 | -33.3% | {"direction": "LS", "max_assets": "25", "holding_period": "3W", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} | ||
| EQXS25LS1M | Equity | -4.2% | -19.5% | -34.4% | -19.8% | 0.77 | -0.62 | -35.7% | {"direction": "LS", "max_assets": "25", "holding_period": "1M", "asset_class": "EQ", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["BSR"]} |