HERMES·TRADING

TAA · XLK 50 / TLT 50 · 9-mo momentum
Signal date
Momentum
Updated

Equity curve — strategy vs benchmarks (backtest, $100k start) log scale: on

Live paper account

SymbolQtyValueP&L

Recent orders

SymSideAmountStatusDate

Drawdown (%)

Walk-forward — in-sample vs out-of-sample Sortino

Signal log (latest first)

RunSignal dateMomentumSignal

Single-year stress tests

WindowCAGRMaxDDFlag

Pipeline