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
+70.04%
CAGR
+9.13%
Max drawdown
-23.69%
Volatility
14.15%
Sharpe
0.67
Index return
+85.87%
Alpha
-15.83%
Activity & risk
Trades 0
Win rate —%
Avg trade —%

Avg exposure 83.9%
Avg cash 16.1%
Start NAV 1 000 000.00
End NAV 1 700 411.14
Turnover 14 561 004.12
Fees 13 657.44
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 2025-11-19 2025-11-19 70 913.1712 173.00 179.60 2026-03-09 164 005.54 9.65% +3.82%
AKER 2025-08-04 2025-08-04 177 228.5170 699.00 1 040.00 2026-03-09 237 657.68 13.98% +48.78%
ATEA 2025-05-05 2025-05-05 268 1 040.7906 145.40 142.00 2026-03-09 147 792.26 8.69% -2.34%
B2I 2024-01-23 2024-10-21 736 939.5595 7.59 24.55 2026-03-09 23 066.19 1.36% +223.45%
BONHR 2025-12-29 2025-12-29 30 656.3316 250.50 237.50 2026-03-09 155 878.76 9.17% -5.19%
DNB 2024-10-23 2024-10-23 462 941.3626 234.80 289.90 2026-03-09 272 901.01 16.05% +23.47%
GJF 2025-03-14 2025-03-14 320 621.1718 240.60 260.40 2026-03-09 161 753.13 9.51% +8.23%
NORCO 2025-01-17 2025-01-17 376 781.2811 44.60 38.75 2026-03-09 30 274.64 1.78% -13.12%
SB1NO 2024-10-23 2024-10-23 462 962.9567 145.20 204.50 2026-03-09 196 924.65 11.58% +40.84%
WWI 2025-11-20 2025-11-20 69 449.6408 528.00 739.00 2026-03-09 332 284.56 19.54% +39.96%