Sometimes looking at stocks, they look trend stationary. Do people do stuff like this? Maybe take into account the residuals? It's kind of lame, but I'd be interested in what the optimal hyperparameters look like.

Clone Algorithm

26

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Total Returns

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Alpha

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Beta

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Sharpe

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Sortino

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Benchmark Returns

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Returns | 1 Month | 3 Month | 6 Month | 12 Month |

Alpha | 1 Month | 3 Month | 6 Month | 12 Month |

Beta | 1 Month | 3 Month | 6 Month | 12 Month |

Sharpe | 1 Month | 3 Month | 6 Month | 12 Month |

Sortino | 1 Month | 3 Month | 6 Month | 12 Month |

Information Ratio | 1 Month | 3 Month | 6 Month | 12 Month |

Volatility | 1 Month | 3 Month | 6 Month | 12 Month |

Max Drawdown | 1 Month | 3 Month | 6 Month | 12 Month |

# Backtest ID: 5165e4ac4493d7075fb18d4b

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