Strategy: 20-Day Returns Exceed Regression Predicted Value

War & AI Integration Universe · 65 stocks · Dot size scaled by |Sigma Score|
Sigma 20D
Return 1M
Risk / Return Metrics
Above R² Line · 12 Holdings
Returns
Strategy Return +12.06%
Annualized Return +292.32%
Benchmark (SPX) +0.28%
Alpha +289.08%
Risk-Adjusted
Sharpe Ratio 13.61
Excess Sharpe 13.64
Risk
Annualized Vol 21.15%
Max Drawdown -3.63%
Current Drawdown -3.63%
High Sigma + Positive Return
Low Sigma + Negative Return
Mixed / Neutral
R² Regression Line