I’ve changed up this section a bit and decided to stop posting updates for my trades and returns. I’ll keep my cumulative performance and summary statistics posted here and the rest of my blog entries will be dedicated to portfolio research. Be sure to check out my GitHub for code updates and projects!

Key Statistics
Inception Date 10-21-2015
Cumulative Return Since Inception 0.367
Same Period SPY Cumulative Return 0.4287
Best 1-Day Return 0.0322
Worst 1-Day Return -0.0875

Risk Measures
Max Drawdown -0.1356
Peak-To-Valley 12-29-2015 to 01-07-2016
Recovery Time 139 Days
Sortino Ratio 1.22
Annualized Volatility 0.115883907
Annualized Return 0.14969146
Positive Periods 367 (62.95%)
Negative Periods 216 (37.05%)

Cumulative Portfolio Return vs SPY Return Since Inception