Loading…
Equity, net of stated costs, vs SPY
Sextant (net)
SPY
Daily activity
| Date | Turnover | Cost | Net return | Trades |
|---|
Open book
| Instrument | Lane | Dir | Weight | Source | Break condition |
|---|
Portfolio constructor
Receipts
Every number above is rebuilt from the receipt files and nothing else. How scoring, costs, and exclusions work: methodology.