TP
ARGUS/Paper Portfolio
ARGUS

Paper portfolio

Hypothetical portfolio constructed automatically from top-ranked hypotheses. Performance benchmarked against OSEBX. Sharpe, drawdown, win-rate.

P&L · 180d
-1.33%-1.97%
vs +0.64% OSEBX
Sharpe ratio
1.42
Annualised
Max drawdown
-6.8%
Win rate
66.0%
Hypotheses → positions
Equity curve · 180d
Current positions
TickerFrom hypothesisQtyP&L
EQNRH-0847800+1.20%
DNBH-08511,040-2.20%
NHYH-08541,280+3.20%
YARH-08581,520+4.20%
TELH-08601,760-5.20%
MOWIH-07912,000+6.20%
AKRBPH-08032,240+7.20%
KOGH-08142,480-1.20%
Performance attribution
  • Energy sector pairs+4.1%
  • Defense rotation+2.6%
  • Shipping / tankers+1.9%
  • Materials shorts+0.8%
  • Cash drag-0.6%
  • Total+8.7%