Overall Ranking
| Asset | Type | Professional | Category |
|---|---|---|---|
| No Data. | |||
Performance Capture
Upload the CSV and calculate directly. If a column is not detected, open Advanced Settings.
Advanced Column Settings
General Summary
5-Year CAGR
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10-Year CAGR
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Total CAGR
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Total Return
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Best Year
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Worst Year
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Stocks Summary
5-Year CAGR--
10-Year CAGR--
Total CAGR--
Total Return--
Best Year--
Worst Year--
Crypto Summary
5-Year CAGR--
10-Year CAGR--
Total CAGR--
Total Return--
Best Year--
Worst Year--
Professional Asset Research
Risk-adjusted operational quality ranking, calculated from grouped trades and weighted partial exits.
Growth
| Asset | Growth | CAGR | Acum. |
|---|---|---|---|
| No Data. | |||
Stability
| Asset | Stability | Vol. | Max DD |
|---|---|---|---|
| No Data. | |||
Operational Efficiency
| Asset | Efficiency | Expectancy | PF |
|---|---|---|---|
| No Data. | |||
Crypto
| Asset | Professional | Growth | Category |
|---|---|---|---|
| No Data. | |||
Stocks / Instruments
| Asset | Professional | Stability | Category |
|---|---|---|---|
| No Data. | |||
Outliers and Extreme Events
| Asset | Reason | Worst Trade | Best Trade | Warning |
|---|---|---|---|---|
| No Extreme Events Detected. | ||||
Professional Comparison Table
| Asset | Type | Category | Original Score | Professional | Growth | Stability | Risk control | Acum. | CAGR | Vol. | Strategy Max DD | Asset Max DD | Trades | Win rate | Expectancy | PF | Payoff | Efficiency | Density | Pain ratio | Comment |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| No research data. | |||||||||||||||||||||
How to Interpret This Research
This module does not measure money earned or position size. It evaluates the operational quality of each asset under EF's historical strategy, considering compound return, consistency, volatility, drawdown, trading frequency and efficiency per trade.
An asset with a higher return is not necessarily the best one. Explosive assets may require a lower portfolio weight, while defensive assets with lower returns may improve overall portfolio stability.
The professional score is not an automatic financial recommendation. It is a comparative tool for identifying the instruments in which the strategy historically captured better risk-adjusted performance.
Disclaimer: The information presented is based on historical data and trading simulations. Past performance does not guarantee future results. Every investment decision involves risk of capital loss.
Performance Curve
Compares cumulative percentage performance against the S&P 500, Nasdaq, Bitcoin and Gold.
Weights Table
Define each asset's weight. The ideal total is 100%.
| Asset | Type | Weight % |
|---|---|---|
| Load a CSV to generate assets. | ||
Processed Trades
Technical performance per trade, calculated from actual prices.
| Asset | Year | Direction | Entry Date | Entry Price | Exit / Cut-off Date | Exit / Cut-off Price | Technical Performance |
|---|---|---|---|---|---|---|---|
| No Processed Trades. | |||||||
Annual Performance by Asset
Compounds all trades for each asset within the year.
| Year | Asset | Trades | Compound Annual Performance |
|---|---|---|---|
| No Annual Performance. | |||
Weighted Portfolio
Annual performance based on user-defined weights.
| Year | Portfolio Performance | Base-1 Accumulated Value |
|---|---|---|
| No Portfolio Calculated. | ||
The base-1 accumulated value shows what each initial unit would have become after compounding the portfolio's annual returns.