Portfolio Backtest

Rule-aware portfolio replay from order_plan_daily
Market: Oslo Børs Universe: OSEBX
NAV trajectory
2020-01-02 → 2026-01-28
Portfolio
Index (Oslo Børs)
Total return
+73.92%
CAGR
+9.53%
Max drawdown
-23.69%
Volatility
14.45%
Sharpe
0.69
Index return
+85.87%
Alpha
-11.95%
Activity & risk
Trades 0
Win rate —%
Avg trade —%

Avg exposure 83.9%
Avg cash 16.1%
Start NAV 1 000 000.00
End NAV 1 739 196.05
Turnover 14 444 091.54
Fees 13 914.77
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 2025-05-05 268 1 069.9683 145.40 142.00 2026-03-09 151 935.50 8.74% -2.34%
B2I 2025-08-20 2025-08-20 161 1 526.3040 17.48 24.55 2026-03-09 37 470.76 2.15% +40.45%
ELMRA 2025-12-30 2025-12-30 29 4 292.1273 38.75 32.70 2026-03-09 140 352.56 8.07% -15.61%
KIT 2024-12-06 2025-10-30 418 2 194.5431 33.00 96.90 2026-03-09 212 651.22 12.23% +193.64%
NAS 2025-10-15 2025-10-15 105 9 324.4538 17.07 14.63 2026-03-09 136 370.14 7.84% -14.32%
NORCO 2024-12-06 2024-12-06 418 3 344.9707 43.00 38.75 2026-03-09 129 617.62 7.45% -9.88%
PHO 2025-12-30 2025-12-30 29 303.9917 70.00 71.10 2026-03-09 21 613.81 1.24% +1.57%
SALM 2025-10-16 2025-10-16 104 268.0918 598.00 552.50 2026-03-09 148 120.73 8.52% -7.61%
STB 2023-11-01 2023-11-01 819 1 269.0805 93.14 169.60 2026-03-09 215 236.06 12.38% +82.09%
SUBC 2025-11-26 2025-11-26 63 800.0752 199.00 261.80 2026-03-09 209 459.68 12.04% +31.56%
WWI 2025-11-20 2025-11-20 69 450.3053 528.00 739.00 2026-03-09 332 775.63 19.13% +39.96%