Algorithm Performance

Backtesting results for proprietary algorithms: Composite Alpha Score, Disagreement Index, Narrative Velocity, and Smart Money Divergence.

Analyzing last 30 days | 2 signals evaluated

Overall Performance

0.0%
Win Rate (5-Day)
0.00%
Avg Return
0.00
Sharpe Ratio
2
Total Signals

Current Market Regime

VOLATILE
VIX: 31.1 ADX: 54.4 Confidence: 70%

Algorithm Breakdown

Composite Alpha

2 signals analyzed

0.0%
5-Day Win Rate
0.0%
1-Day WR
0.0%
3-Day WR
0.00%
Avg Return
0.00
Sharpe
0.0%
Max DD
0.0%
Hit Ratio
Performance by Regime:
VOLATILE: 0%

Regime Distribution

2
VOLATILE

Today's Top Alpha Scores

Ticker Score Rating Direction
SPY 0.57 MODERATE NEUTRAL
AI 0.40 WEAK NEUTRAL

Recommendations

  • Low win rate of 0.0% - consider adjusting signal thresholds
Top Performers: Composite Alpha

API Endpoints

GET /api/algorithm-performance - Full performance metrics

GET /api/algorithm-backtest?days=30 - Run backtest

GET /api/alpha-scores - Today's alpha scores

GET /api/regime-performance - Regime breakdown