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output.txt
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output.txt
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Benchmark In-Sample Benchmark Out-Sample \
Cumulative Return 0.012300 -0.083400
STDEV of Daily Returns 0.017004 0.008481
Mean of Daily Returns 0.000168 -0.000137
Manual Strategy In-Sample Manual Strategy Out-Sample \
Cumulative Return 0.841100 0.052200
STDEV of Daily Returns 0.012648 0.007735
Mean of Daily Returns 0.001291 0.000131
Strategy Learner In-Sample \
Cumulative Return 0.955800
STDEV of Daily Returns 0.011804
Mean of Daily Returns 0.001401
Strategy Learner Out-Sample
Cumulative Return 0.504900
STDEV of Daily Returns 0.006099
Mean of Daily Returns 0.000831