Portfolio Backtest

Rule-aware portfolio replay from order_plan_daily
Market: Oslo Børs Universe: OSEBX
NAV trajectory
2014-01-02 → 2026-01-30
Portfolio
Index (Oslo Børs)
Total return
+330.55%
CAGR
+12.84%
Max drawdown
-22.92%
Volatility
13.57%
Sharpe
0.94
Index return
+221.87%
Alpha
+108.69%
Activity & risk
Trades 0
Win rate —%
Avg trade —%

Avg exposure 84.7%
Avg cash 15.3%
Start NAV 1 000 000.00
End NAV 4 305 540.36
Turnover 60 391 767.33
Fees 36 846.32
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 2025-11-18 2025-11-18 73 2 305.8669 175.00 179.60 2026-03-09 414 133.69 9.62% +2.63%
B2I 2024-01-22 2024-10-21 739 21 226.0615 7.63 24.55 2026-03-09 521 099.81 12.10% +221.76%
ELMRA 2025-12-30 2025-12-30 31 10 464.3110 38.75 32.70 2026-03-09 342 182.97 7.95% -15.61%
FRO 2025-08-06 2026-01-13 177 1 557.7213 209.70 339.70 2026-03-09 529 157.91 12.29% +61.99%
GJF 2025-01-27 2025-01-27 368 1 494.1540 227.60 260.40 2026-03-09 389 077.69 9.04% +14.41%
KIT 2024-12-06 2025-10-30 420 3 974.8187 33.00 96.90 2026-03-09 385 159.93 8.95% +193.64%
NORCO 2024-12-06 2024-12-06 420 7 879.6653 43.00 38.75 2026-03-09 305 337.03 7.09% -9.88%
PHO 2025-12-30 2025-12-30 31 2 714.5632 70.00 71.10 2026-03-09 193 005.44 4.48% +1.57%
SALM 2025-09-01 2025-09-01 151 769.9197 514.00 552.50 2026-03-09 425 380.63 9.88% +7.49%
WWI 2025-11-20 2025-11-20 71 1 131.1751 528.00 739.00 2026-03-09 835 938.41 19.42% +39.96%