Portfolio Backtest

Rule-aware portfolio replay from order_plan_daily
Market: Oslo Børs Universe: OSEBX
NAV trajectory
2014-01-02 → 2019-12-31
Portfolio
Index (Oslo Børs)
Total return
+146.70%
CAGR
+16.25%
Max drawdown
-17.03%
Volatility
12.09%
Sharpe
1.28
Index return
+70.31%
Alpha
+76.40%
Activity & risk
Trades 0
Win rate —%
Avg trade —%

Avg exposure 89.2%
Avg cash 10.8%
Start NAV 1 000 000.00
End NAV 2 467 045.11
Turnover 10 602 304.66
Fees 7 291.13
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 2018-11-30 2018-11-30 396 1 781.4087 133.00 179.60 2026-03-09 319 940.99 12.97% +35.04%
ATEA 2019-09-16 2019-09-16 106 1 960.8741 119.00 142.00 2026-03-09 278 444.12 11.29% +19.33%
BONHR 2019-06-28 2019-06-28 186 1 358.2408 170.50 237.50 2026-03-09 322 582.19 13.08% +39.30%
ELMRA 2019-09-19 2019-09-19 103 4 585.6313 51.50 32.70 2026-03-09 149 950.14 6.08% -36.50%
KID 2019-02-14 2019-02-14 320 5 539.8350 42.00 122.20 2026-03-09 676 967.84 27.44% +190.95%
LSG 2018-04-04 2018-04-04 636 4 355.8730 49.97 49.82 2026-03-09 217 009.59 8.80% -0.30%
MOWI 2019-02-14 2019-02-14 320 1 164.5299 199.80 215.40 2026-03-09 250 839.74 10.17% +7.81%
SB1NO 2019-06-24 2019-06-24 190 2 211.6433 105.70 204.50 2026-03-09 452 281.06 18.33% +93.47%
VEND 2019-02-25 2019-02-25 309 998.9576 234.90 254.20 2026-03-09 253 935.02 10.29% +8.22%