Originally Posted by Grant
Have you compared your strategy performance with a buy & hold scenario?


I have released the next version of my script https://gist.github.com/alun/4424cb0e61a4955355ea82bb72286af3 and calculated this comparison (without reinvesting).

Stoken's strategy definitely gives better risk-adjusted results than risk-on only buy and hold (with and without periodical rebalance).

https://gist.github.com/alun/80fcedf46e64932a8f4ceb050fcd9a86#file-comparison-csv

Last edited by alun; 09/08/22 11:05.