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
+25.89%
CAGR
+11.74%
Max drawdown
-11.57%
Volatility
12.62%
Sharpe
0.92
Index return
+33.86%
Alpha
-7.97%
Activity & risk
Trades 0
Win rate —%
Avg trade —%

Avg exposure 91.0%
Avg cash 9.0%
Start NAV 1 000 000.00
End NAV 1 258 875.73
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 10.20% +4.42%
ATEA 2025-05-05 2025-05-05 268 813.8486 145.40 142.00 2026-03-09 115 566.51 9.18% -2.34%
B2I 2024-01-19 2024-10-21 740 9 686.8052 7.59 24.55 2026-03-09 237 811.07 18.89% +223.45%
BAKKA 2025-11-06 2025-11-06 83 244.5020 503.00 436.20 2026-03-09 106 651.79 8.47% -13.28%
DOFG 2025-11-12 2025-11-12 77 1 223.3750 100.00 124.70 2026-03-09 152 554.87 12.12% +24.70%
ELMRA 2025-12-30 2025-12-30 29 3 203.6616 38.75 32.70 2026-03-09 104 759.73 8.32% -15.61%
NAS 2025-11-25 2025-11-25 64 7 181.9843 16.50 14.63 2026-03-09 105 036.52 8.34% -11.36%
PHO 2025-12-30 2025-12-30 29 431.6177 70.00 71.10 2026-03-09 30 688.02 2.44% +1.57%
SALM 2025-10-16 2025-10-16 104 203.5012 598.00 552.50 2026-03-09 112 434.41 8.93% -7.61%
SB1NO 2024-10-22 2024-10-22 463 798.0985 144.00 204.50 2026-03-09 163 211.15 12.96% +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%