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
+74.29%
CAGR
+9.57%
Max drawdown
-23.69%
Volatility
14.46%
Sharpe
0.69
Index return
+85.87%
Alpha
-11.58%
Activity & risk
Trades 0
Win rate —%
Avg trade —%

Avg exposure 83.0%
Avg cash 17.0%
Start NAV 1 000 000.00
End NAV 1 742 911.67
Turnover 13 672 339.92
Fees 13 813.82
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 %
B2I 2025-08-20 2025-08-20 161 822.3414 17.48 24.55 2026-03-09 20 188.48 1.16% +40.45%
KIT 2024-12-06 2025-10-30 418 2 090.2295 33.00 96.90 2026-03-09 202 543.23 11.62% +193.64%
LINK 2025-07-30 2025-07-30 182 5 011.0451 33.10 21.65 2026-03-09 108 489.13 6.22% -34.59%
NAS 2025-10-15 2025-10-15 105 9 145.9510 17.07 14.63 2026-03-09 133 759.53 7.67% -14.32%
NORCO 2024-12-06 2024-12-06 418 3 255.0252 43.00 38.75 2026-03-09 126 132.22 7.24% -9.88%
SALM 2025-10-16 2025-10-16 104 262.7109 598.00 552.50 2026-03-09 145 147.78 8.33% -7.61%
SCATC 2025-05-15 2025-05-15 258 1 746.6547 88.55 113.90 2026-03-09 198 943.97 11.41% +28.63%
STB 2023-11-01 2023-11-01 819 1 233.1254 93.14 169.60 2026-03-09 209 138.07 12.00% +82.09%
SUBC 2025-11-26 2025-11-26 63 772.6129 199.00 261.80 2026-03-09 202 270.05 11.61% +31.56%
WWI 2025-11-20 2025-11-20 69 430.2882 528.00 739.00 2026-03-09 317 983.01 18.24% +39.96%