// DASHBOARD
Model Performance
LSTM-Attention · SPY · 2020–2024 backtest
LIVE · updated 09:32 EST
TOTAL RETURN
+184%
▲ vs buy-hold +67pp
SHARPE RATIO
2.41
annualised
MAX DRAWDOWN
-8.3%
▼ worst peak-to-trough
CVAR 95%
-2.87%
daily expected shortfall
WIN RATE
63.4%
▲ 1,258 trading days
Equity Curve · Model vs Benchmark2020-01-01 → 2024-12-31
Monthly Returnslast 12 months
Drawdownpeak-to-trough
Return Distribution1,258 daily obs
Rolling Sharpe60-day window