|
brinberg |
hashmi |
jung |
kanon |
kumar |
ricketts |
sohn |
veal |
| SBG+CB+X -- before
penalty |
1384 |
906 |
625 |
2607 |
319 |
93 |
1568 |
-402 |
| SBG+MA+X -- before
penalty |
1398 |
1072 |
1330 |
1145 |
373 |
-13 |
1203 |
785 |
| SBG+MM+X -- before
penalty |
1514 |
510 |
1353 |
-204 |
257 |
319 |
0 |
894 |
| SBG+MO+X -- before
penalty |
1306 |
1127 |
424 |
2967 |
461 |
-358 |
2130 |
544 |
| SBG+RSI+X -- before
penalty |
383 |
731 |
691 |
364 |
403 |
84 |
-6284 |
-32 |
| SBG+X+X average -- before
penalty |
683 |
637 |
690 |
1854 |
35 |
0 |
0 |
210 |
| SBG+ALL+X -- before
penalty |
3814 |
2328 |
257 |
1162 |
10 |
149 |
4116 |
128 |
| SBG+X1…X8 -- before
penalty |
72 |
0 |
-9 |
-652 |
399 |
341 |
-300 |
8 |
| ABGup+ALL+X -- before
penalty |
-47114 |
-80344 |
-1455 |
-12762 |
5784 |
-149790 |
-140344 |
-1767 |
| ABGdown+ALL+X -- before
penalty |
-20727 |
-34735 |
-2432 |
20723 |
2456 |
-65740 |
-67446 |
-1393 |
| REALBG_dell+X -- before
penalty |
6611 |
10968 |
8645 |
7462 |
2778 |
3727 |
9220 |
6693 |
| REALBG_msft+X -- before
penalty |
7783 |
26525 |
17857 |
15487 |
2792 |
25127 |
6444 |
15158 |
| REALBG_yhoo+X -- before
penalty |
8438 |
16950 |
12473 |
13930 |
-1478 |
14639 |
5455 |
8524 |
| Average |
-2650.38 |
-4101.92 |
3111.462 |
4160.231 |
1122.231 |
-13186.3 |
-14172.2 |
2257.692 |
| Standard Deviation |
15156.22 |
26714.51 |
6031.514 |
8559.519 |
1863.102 |
45969.47 |
42676.7 |
4898.587 |
| Sharpe Ratio |
-0.17487 |
-0.15355 |
0.515867 |
0.486036 |
0.602345 |
-0.28685 |
-0.33208 |
0.460886 |
| Rank |
6 |
5 |
2 |
3 |
1 |
7 |
8 |
4 |
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