NEXUS
α
BOT
PHASE 1 · PCA PLAIN · 14 TICKERS · ¥300,000
--:--:--
Cumulative P&L
—
— days traded
Latest Signal (US Date)
—
—
Dispersion Regime
—
—
Avg Slippage
—
— days measured
Gap Fade Edge Monitor
—
60D Sharpe*
—
Weak Days
—
30D α
—
エッジ算出日
—
Daily P&L — Cumulative
Latest Signals
Loading...
P&L History
Positions
System
Trade History
Loading...
Backtest Cumulative Return (PCA PLAIN)
Run Backtest
L 窓幅
120
K 因子数
3
λ 正則化
0.80
q 分位
0.30
Cost bps
2
Backtest Results
Loading...