The FinScout Alpha Agents
The FinScout investing platform is powered by 3 proprietary trading signal agents that are fully-optimized and back-tested for performance.
 Alpha-1919.2% Annualized return Conservative risk-managed approach with highest win rate and lowest drawdown |  Alpha-2424.5% Annualized return Balanced technical analysis strategy with moderate risk and consistent performance |  Alpha-2929.8% Annualized return Aggressive fundamental-driven system maximizing returns with higher volatility | |
|---|---|---|---|
| Performance Metric | Alpha-19 | Alpha-24 | Alpha-29 |
Annual Return The average yearly return of the strategy over the backtesting period | 19.2% | 24.5% | 29.8% |
Sharpe Ratio Risk-adjusted return measuring excess return per unit of risk (standard deviation) | 2.34 | 1.89 | 2.67 |
Max Drawdown The largest peak-to-trough decline in the value of the strategy | -12.3% | -18.5% | -23.1% |
Win Rate Percentage of trades or periods that resulted in positive returns | 62% | 57% | 52% |
Total Trades Average number of trades executed per year | 2.6 / yr | 3.5 / yr | 4.2 / yr |
Recovery Time Average time taken to recover from peak-to-trough drawdowns | 18 Days | 27 Days | 38 Days |
Beta Sensitivity of the strategy's returns to market movements (S&P 500) | 2.34 | 1.89 | 2.67 |
Holding Period Average duration that positions are held in the portfolio | 18 Days | 27 Days | 38 Days |
Sortino Ratio Risk-adjusted return that focuses specifically on downside risk rather than total volatility | 1.87 | 1.45 | 2.12 |
Value at Risk Statistical measure of potential loss at 95% confidence level over a given time period | 8.2% | 12.4% | 15.7% |
Past performance is not indicative of future results. View full disclaimer