Stock-Intel — Quantitative Strategy Optimization
Generated 2026-10-30 23:11:15 UTC · Walk-forward backtest report
Ticker
AAPL
Optimal Strategy
Momentum
Sharpe Ratio
-0.608
Sortino Ratio
-0.877
Max Drawdown
0.1385
Stop Loss
0.02
Execution & Cost Model
Metric
Value
Estimated dynamic slippage
0.0029
Simulated execution delay (s)
0.122
Stop-loss rule
Exit on 2.0% adverse move
Equity Curve (cumulative return)