|
brinberg |
hashmi |
jung |
kanon |
kumar |
ricketts |
sohn |
veal |
| SBG+CB+X -- after penalty |
1384 |
906 |
625 |
2607 |
319 |
93 |
-52921 |
-402 |
| SBG+MA+X -- after penalty |
-10599 |
-102299 |
-3967 |
1145 |
373 |
-13 |
-6294 |
785 |
| SBG+MM+X -- after penalty |
1514 |
510 |
-41944 |
-204 |
257 |
319 |
0 |
894 |
| SBG+MO+X -- after penalty |
-101771 |
1127 |
424 |
2967 |
461 |
-358 |
-1030 |
544 |
| SBG+RSI+X -- after
penalty |
383 |
-588922 |
-173732 |
364 |
403 |
84 |
-494886 |
-32 |
| SBG+X+X average -- after
penalty |
683 |
-24366 |
690 |
1854 |
35 |
0 |
0 |
210 |
| SBG+ALL+X -- after
penalty |
3814 |
-303838 |
257 |
-1798804 |
10 |
149 |
-297303 |
128 |
| SBG+X1…X8 -- after
penalty |
-617952 |
0 |
-9 |
-652 |
399 |
-1826529 |
-8903 |
8 |
| ABGup+ALL+X -- after
penalty |
-47114 |
-1083067 |
-1455 |
-12762 |
5784 |
-149790 |
-160996 |
-1767 |
| ABGdown+ALL+X -- after
penalty |
-20727 |
-924684 |
-2432 |
20723 |
2456 |
-65740 |
-615819 |
-1393 |
| REALBG_dell+X -- after
penalty |
-1335989 |
-1147287 |
-1548461 |
-1664944 |
2778 |
3727 |
-471720 |
6693 |
| REALBG_msft+X -- after
penalty |
7783 |
-647570 |
-4139 |
-117172 |
2792 |
25127 |
-46498 |
15158 |
| REALBG_yhoo+X -- after
penalty |
8438 |
16950 |
-103562 |
13930 |
-1478 |
14639 |
-23695 |
8524 |
| Average |
-162319 |
-369426 |
-144439 |
-273150 |
1122.231 |
-153715 |
-167697 |
2257.692 |
| Standard Deviation |
391310 |
450925 |
425169.3 |
648866.3 |
1863.102 |
504699.6 |
223798 |
4898.587 |
| Sharpe Ratio |
-0.41481 |
-0.81926 |
-0.33972 |
-0.42096 |
0.602345 |
-0.30457 |
-0.74932 |
0.460886 |
| Rank |
5 |
8 |
4 |
6 |
1 |
3 |
7 |
2 |
|
|
|
|
|
|
|
|
|