Algorithm Performance
Backtesting results for proprietary algorithms: Composite Alpha Score, Disagreement Index, Narrative Velocity, and Smart Money Divergence.
Analyzing last 30 days | 6 signals evaluated
Overall Performance
0.0%
Win Rate (5-Day)
3.12%
Avg Return
8.98
Sharpe Ratio
6
Total Signals
Current Market Regime
TRENDING_UP
VIX: 19.2
ADX: 31.6
Confidence: 63%
Algorithm Breakdown
Composite Alpha
5 signals analyzed
0.0%
5-Day Win Rate
0.0%
1-Day WR
0.0%
3-Day WR
6.24%
Avg Return
10.78
Sharpe
12.5%
Max DD
0.0%
Hit Ratio
Performance by Regime:
TRENDING_UP: 0%
TRENDING_DOWN: 0%
VOLATILE: 0%
Velocity
1 signals analyzed
0.0%
5-Day Win Rate
0.0%
1-Day WR
100.0%
3-Day WR
0.00%
Avg Return
0.00
Sharpe
0.0%
Max DD
0.0%
Hit Ratio
Performance by Regime:
TRENDING_DOWN: 0%
Regime Distribution
2
TRENDING_UP
2
TRENDING_DOWN
2
VOLATILE
Recommendations
- Low win rate of 0.0% - consider adjusting signal thresholds
Top Performers:
Composite Alpha, Velocity
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