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
+99.85%
CAGR
+12.07%
Max drawdown
-23.69%
Volatility
14.64%
Sharpe
0.83
Index return
+85.87%
Alpha
+13.98%
Activity & risk
Trades 0
Win rate —%
Avg trade —%

Avg exposure 82.9%
Avg cash 17.1%
Start NAV 1 000 000.00
End NAV 1 998 504.42
Turnover 14 141 612.44
Fees 13 873.82
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 %
ATEA 2025-05-05 2025-05-05 268 1 123.6161 145.40 142.00 2026-03-09 159 553.48 7.98% -2.34%
B2I 2025-01-24 2025-01-24 369 14 219.4508 10.50 24.55 2026-03-09 349 087.52 17.47% +133.81%
ELMRA 2025-12-30 2025-12-30 29 4 894.0202 38.75 32.70 2026-03-09 160 034.46 8.01% -15.61%
KIT 2024-12-06 2025-10-30 418 3 314.5883 33.00 96.90 2026-03-09 321 183.60 16.07% +193.64%
LINK 2024-09-25 2024-09-25 490 5 996.7139 23.80 21.65 2026-03-09 129 828.86 6.50% -9.03%
NAS 2025-11-25 2025-11-25 64 10 734.8134 16.50 14.63 2026-03-09 156 996.65 7.86% -11.36%
NORCO 2024-12-06 2024-12-06 418 3 489.3742 43.00 38.75 2026-03-09 135 213.25 6.77% -9.88%
PHO 2025-12-30 2025-12-30 29 112.9989 70.00 71.10 2026-03-09 8 034.22 0.40% +1.57%
SALM 2025-10-16 2025-10-16 104 299.9950 598.00 552.50 2026-03-09 165 747.22 8.29% -7.61%
WWI 2025-11-20 2025-11-20 69 506.7748 528.00 739.00 2026-03-09 374 506.55 18.74% +39.96%