basket trading strategy generates Sharpe ratio 3

basket trading strategy generates Sharpe ratio 3 on mixed market day. Wow! This consistency ins impressive as it picks only the best-performing instruments which are a mix of different trading currency pairs or forex. There is also one commodity but this changes. DO realize that both oil and gold get rejected by my portfolio optimizer.

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trading basket returns Sharp 2.7

trading basket returns Sharp 2.7. I find these trading basket returns may too high to believe. As a result, I now focus on Sharpe Ratio but anything over 2.0 is considered good. This basket is quite strong with a strong performance for the current month. As recession/stagflation looks like it is about to kick into high gear. , this is one set of instruments you watch to pay attention to.

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