Overview
This week's distribution pack highlights the performance metrics for the 7-Day Momentum and 7-Day ETB models across different time windows.
7-Day Momentum Model
| Window | Total Return | Avg Return/Signal | Win Rate (%) | Sharpe Ratio | Max Drawdown | Volatility | Total Signals |
|---|---|---|---|---|---|---|---|
| Trailing 30d | -0.73% | -1.30% | 42.07 | -0.18 | -8.83% | 10.66 | 164 |
| Trailing 90d | 23.18% | 2.18% | 50.92 | 1.93 | -8.83% | 10.21 | 489 |
| Trailing 365d | 116.70% | 3.24% | 50.50 | 2.30 | -19.28% | 10.27 | 2311 |
| YTD | 42.39% | 2.32% | 50.20 | 2.02 | -8.83% | 8.82 | 984 |
| Full Sample | 223.13% | 4.16% | 50.24 | 2.74 | -19.28% | 11.00 | 3591 |
7-Day ETB Model
| Window | Total Return | Avg Return/Signal | Win Rate (%) | Sharpe Ratio | Max Drawdown | Volatility | Total Signals |
|---|---|---|---|---|---|---|---|
| Trailing 30d | 8.54% | -0.46% | 41.82 | 2.21 | -3.70% | 11.80 | 55 |
| Trailing 90d | 42.97% | 3.38% | 53.26 | 2.40 | -4.99% | 16.02 | 276 |
| Trailing 365d | 137.08% | 3.59% | 51.78 | 2.49 | -8.24% | 11.51 | 1999 |
| YTD | 60.25% | 2.69% | 52.62 | 2.12 | -6.61% | 12.73 | 669 |
| Full Sample | 181.05% | 3.13% | 49.62 | 2.23 | -19.92% | 11.21 | 3279 |
For more details on our track record and to explore sample rankings, visit our website.
Disclaimer
PatternRank is an educational analytics platform. Rankings are for research and informational use only and are not investment advice. Past performance does not guarantee future results.