Back to Community
Smart Money Index for your perusal

Hi guys,

For one of my algorithms I built the Smart Money Index (wikipedia) and it helped to refine the strategy and or the entry size. It's not an indicator on its own, it should only be used to confirm your other indicators.

It's now build for one stock but if you build it in a panda structure you can make it multi stock. Anyone?

Clone Algorithm
12
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
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
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 54a1f589d50f9d0911bbbe5c
There was a runtime error.