Portfolio Backtest

Rule-aware portfolio replay from order_plan_daily
Market: Oslo Børs Universe: OSEBX
NAV trajectory
2024-01-02 → 2026-01-28
Portfolio
Index (Oslo Børs)
Total return
+26.55%
CAGR
+12.02%
Max drawdown
-11.87%
Volatility
12.65%
Sharpe
0.94
Index return
+33.86%
Alpha
-7.30%
Activity & risk
Trades 0
Win rate —%
Avg trade —%

Avg exposure 91.3%
Avg cash 8.7%
Start NAV 1 000 000.00
End NAV 1 265 525.78
Turnover 5 717 244.62
Fees 5 772.10
Exits
Exit date Symbol Signal Entry date Hold days Entry Exit Return Reason
Open positions at end
Symbol Entry date Last event date Hold days Qty Avg cost Last price Last price date Market value % of NAV Unrealized %
AFG 2025-10-09 2025-10-09 111 714.7240 172.00 179.60 2026-03-09 128 364.43 10.14% +4.42%
ATEA 2025-05-05 2025-05-05 268 813.8486 145.40 142.00 2026-03-09 115 566.51 9.13% -2.34%
B2I 2024-01-19 2024-10-21 740 9 686.8052 7.59 24.55 2026-03-09 237 811.07 18.79% +223.45%
BAKKA 2025-11-06 2025-11-06 83 241.9694 503.00 436.20 2026-03-09 105 547.06 8.34% -13.28%
ELMRA 2025-12-30 2025-12-30 29 3 214.0067 38.75 32.70 2026-03-09 105 098.02 8.30% -15.61%
NAS 2025-10-15 2025-10-15 105 7 078.8148 17.07 14.63 2026-03-09 103 527.67 8.18% -14.32%
PHO 2025-12-30 2025-12-30 29 457.2347 70.00 71.10 2026-03-09 32 509.39 2.57% +1.57%
SALM 2025-10-16 2025-10-16 104 203.0678 598.00 552.50 2026-03-09 112 194.94 8.87% -7.61%
SB1NO 2024-10-22 2024-10-22 463 798.0985 144.00 204.50 2026-03-09 163 211.15 12.90% +42.01%
SCATC 2024-10-22 2024-10-22 463 53.3153 84.10 113.90 2026-03-09 6 072.62 0.48% +35.43%
SUBC 2025-11-26 2025-11-26 63 599.7182 199.00 261.80 2026-03-09 157 006.22 12.41% +31.56%