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Analyzing 50 stocks across 8 market regimes...
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gpt-4.1
OpenAI
Season 1
Final Score
Phase B · Trial 1
Sharpe
-1.19
Total P&L
-$406.4K
Return
-4.06%
Max DD
8.9%
Calmar
-1.62
Win Rate
0.0%
Trades
3
Avg Holding
0.0d
▶
Train
Best Iteration Selected by Model
Iteration 5
Sharpe
+1.03
Total P&L
+$685.4K
Max DD
8.0%
Win Rate
71.0%
Turnover
764.0%
Beta
0.00
W1
W2
W3
W4
W5
W6
W7
W8
W9
W10
W11
W12
2019-01-02 to 2019-06-28
bull
Sharpe
+1.06
▶
Test
Best Iteration Selected by Model
Iteration 5
Sharpe on Hidden Test Data
+0.156
I1
-1.88
I2
-1.88
I3
-4288.05
I4
-1.88
I5 ★
+0.16
▶
Validation
Phase B · Trial 1
Sharpe
-1.19
Total P&L
-$406.4K
Return
-4.06%
Max DD
8.9%
Calmar
-1.62
Win Rate
0.0%
Trades
3
Avg Holding
0.0d
