[KCS] PROBABILITY OF SUCCESS: 76%

DESCRIPTION OF THE ALGORITHM: * Select a set of asset among all the available assets that GRID Ideabook provides. The selection method is a clusterization algorithm. This technique allows to select the assets that are not recently linearly correlated. The purpose is to diversify the portfolio as much as possible. * Run on recent historical data of these selected assets a bunch of strategies involving financial indicators. * Use a genetic approach to discard the worst models based on different evaluation metrics. * Select the candidate assets for which there is a new signal. STATISTICS ON THIS IDEA: Historical period analysed: 2 years With the candidate model: * Max drawdown: 39% * Total trade: 24 * Total return: 130% * Average return / trade: 5.2 % * Average time / trade: 30 days * Total success rate: 76 % The confidence on this trade is provided in attachment.

#	Side	Instrument	Volume	Price at inception	Current price	Change	P&L
1	Long	...	1000	¥98.31	¥104.16	+5.95%	¥5,844.81
Total							¥5,844.81

[KCS] PROBABILITY OF SUCCESS: 76%

+5.95%

Closed

312d 21h 35m 41s

Strategy Percentage Return