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experiments/backtest_results.csv

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+year,quarter,long_ret,short_ret,net_ret,long_hit,short_hit,n_stocks,q_size
+2021,1,0.0144,0.0046,0.0058,0.6635,0.4904,416,104
+2021,2,0.0111,0.0054,0.0017,0.6881,0.4128,438,109
+2021,3,0.0036,-0.0009,0.0005,0.5676,0.4955,447,111
+2021,4,0.0043,0.0034,-0.0031,0.5221,0.4336,455,113
+2022,1,-0.0124,-0.0171,0.0007,0.3832,0.6355,429,107
+2022,2,0.0193,0.0097,0.0056,0.7321,0.3929,449,112
+2022,3,0.0186,0.0212,-0.0066,0.6818,0.3,443,110
+2022,4,-0.0022,0.0006,-0.0068,0.4414,0.4324,445,111
+2023,1,-0.0035,-0.0068,-0.0007,0.4579,0.5327,430,107
+2023,2,-0.0075,-0.0053,-0.0062,0.3704,0.5926,432,108
+2023,3,0.0114,0.0075,-0.0001,0.6273,0.4091,442,110
+2023,4,0.0109,0.0075,-0.0007,0.6491,0.4649,456,114
+2024,1,0.0119,0.0106,-0.0027,0.6204,0.3611,434,108
+2024,2,-0.0015,0.0036,-0.0092,0.5963,0.4495,436,109
+2024,3,0.0049,-0.0004,0.0013,0.4953,0.5421,429,107
+2024,4,0.001,0.013,-0.0159,0.4783,0.3478,94,23