Portfolio Backtest

Rule-aware portfolio replay from order_plan_daily
Market: Oslo Børs Universe: OSEBX
NAV trajectory
2014-01-02 → 2026-01-29
Portfolio
Index (Oslo Børs)
Total return
+509.07%
CAGR
+16.13%
Max drawdown
-18.67%
Volatility
13.93%
Sharpe
1.12
Index return
+221.17%
Alpha
+287.90%
Activity & risk
Trades 0
Win rate —%
Avg trade —%

Avg exposure 87.2%
Avg cash 12.8%
Start NAV 1 000 000.00
End NAV 6 090 719.77
Turnover 51 223 586.01
Fees 31 187.81
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 %
ATEA 2025-05-05 2025-05-05 269 3 624.2872 145.40 142.00 2026-03-09 514 648.78 8.45% -2.34%
B2I 2025-08-20 2025-08-20 162 4 887.2888 17.48 24.55 2026-03-09 119 982.94 1.97% +40.45%
ELMRA 2025-12-30 2025-12-30 30 15 049.5635 38.75 32.70 2026-03-09 492 120.73 8.08% -15.61%
GJF 2025-03-14 2025-03-14 321 2 061.5412 240.60 260.40 2026-03-09 536 825.32 8.81% +8.23%
KIT 2024-12-06 2025-10-30 419 10 655.6391 33.00 96.90 2026-03-09 1 032 531.43 16.95% +193.64%
NORCO 2024-12-06 2024-12-06 419 11 217.5357 43.00 38.75 2026-03-09 434 679.51 7.14% -9.88%
PHO 2025-12-30 2025-12-30 30 7 049.5608 70.00 71.10 2026-03-09 501 223.77 8.23% +1.57%
SCATC 2025-10-31 2025-10-31 90 5 508.6542 107.70 113.90 2026-03-09 627 435.71 10.30% +5.76%
STB 2023-11-01 2023-11-01 820 4 008.6588 93.14 169.60 2026-03-09 679 868.53 11.16% +82.09%
WWI 2025-11-20 2025-11-20 70 1 582.3163 528.00 739.00 2026-03-09 1 169 331.71 19.20% +39.96%