|
AAPL
$211.34
▲ +2.62 (1.24%)
◈
Sharpe Ratio
1.84
vs 0.92 benchmark
↗
CAGR
24.7%
5-year annualized
↘
Max Drawdown
-18.3%
peak to trough
◎
Win Rate
61.2%
243 / 397 trades
Equity Curve
SMA 50/200 · AAPL · Jan 2020 – Dec 2024
Drawdown
Peak-to-trough periods
Trade Stats
Avg Win
+3.84%
Avg Loss
-2.11%
Sortino
2.41
Calmar
1.35
Model Comparison
AAPL · cg_aapl_2024_v1 · Walk-forward validated
5 Models
| Model | Sharpe | CAGR | Max DD | Accuracy | ROC-AUC | Status |
|---|---|---|---|---|---|---|
★ XGBoost tree_ensemble · GPU | 1.92 | 27.4% | -14.1% | 63.2% | 0.71 | ▲ Best |
LSTM deep_learning · GPU | 1.74 | 23.8% | -16.9% | 61.1% | 0.68 | ▲ +2 |
RL-PPO reinforcement · GPU | 1.61 | 21.2% | -19.4% | N/A | N/A | ▲ +3 |
Random Forest tree_ensemble · CPU | 1.34 | 18.6% | -20.1% | 58.4% | 0.63 | ▼ -1 |
Logistic Reg. linear_model · CPU | 1.12 | 14.3% | -21.7% | 54.8% | 0.58 | ▼ Base |