ENSEMBLE
3 models · 8 assets
CORE

Core Portfolio

Hypothetical backtest

Performance

May 10, 2006 – Sep 21, 2026

Growth of $100
+8.30%
CAGR
11.16%
Volatility
0.74
Sharpe
−24.20%
Max drawdown
81
Rebalances
5,123
Trading days

Holdings

Model output

Values

KeyValue
last rebalance weights
{
  "SPY": 0.3,
  "m-92488e14-9b78-4e7c-9c2b-a595eba3d681": 0.7
}
Implementation

Describe a strategy and get its tear sheet.

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