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Model Elliott2005StrategyDemo2
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Demonstrates another (simpler) way of coding
Elliott2005StrategyDemo1 using a template.
Using this example. Expresses the Elliott example as a SimTemplateYahooEOD specification instead of assembling the simulator directly. SimTemplateUtils.run consumes the overridden strategy, products, measures and plotter. Compare this with Elliott2005StrategyDemo1 to learn the two setup styles.
Model and publication. The linked publication supplies the noisy mean-reverting-spread framework. See Elliott2005StrategyDemo1 for the distinction between that framework and the selected customization.
Implementation in this tutorial. The same strategy is assembled through SimTemplateYahooEOD overrides and SimTemplateUtils.run. Follow newStrategy() for the active coefficients and calibration window; measures and execution count are independent template choices. The template is a wiring abstraction, not a different statistical model.
| Item | Value |
|---|---|
| Status | completed |
| Run | 39114006111 |
| UTC publication | 2026-10-18 09:11 UTC |
| Source commit | 0097e73c040bdaaddac570e2fe694d9836b676ee |
| Data mode | original main defaults |
| Exit code | 0 |
| Elapsed seconds | 9.89 |
| Time limit seconds | 180 |
| Maximum Java heap | 1200m |
The original main returned successfully. Read the output and model assumptions before interpreting it.
Follow the repository setup for JDK 8, Maven credentials and an external NM license. From the repository root:
mvn -U -Dmaven.test.skip=true clean package
mvn exec:java -Dexec.mainClass=tech.nmfin.algoquant.demo.model.elliott2005.Elliott2005StrategyDemo2The automated run uses scripts/ModelDemoRunner.java to initialize the external license before the unchanged main, save JFreeChart windows as PNGs, and exit after main returns. It uses an isolated working directory with the repository datasets/configuration linked in. Running directly may leave desktop windows open.
09:07:01,176 |-INFO in ch.qos.logback.classic.LoggerContext[default] - Could NOT find resource [logback-test.xml]
09:07:01,176 |-INFO in ch.qos.logback.classic.LoggerContext[default] - Could NOT find resource [logback.groovy]
09:07:01,177 |-INFO in ch.qos.logback.classic.LoggerContext[default] - Found resource [logback.xml] at [jar:file:/home/runner/work/algoquant-examples/algoquant-examples/target/lib/algoquant-dist-3.3.0-SNAPSHOT.jar!/logback.xml]
09:07:01,207 |-INFO in ch.qos.logback.core.joran.spi.ConfigurationWatchList@2b80d80f - URL [jar:file:/home/runner/work/algoquant-examples/algoquant-examples/target/lib/algoquant-dist-3.3.0-SNAPSHOT.jar!/logback.xml] is not of type file
09:07:01,742 |-INFO in ch.qos.logback.classic.joran.action.ConfigurationAction - debug attribute not set
09:07:01,743 |-INFO in ch.qos.logback.core.joran.action.AppenderAction - About to instantiate appender of type [ch.qos.logback.core.ConsoleAppender]
09:07:01,760 |-INFO in ch.qos.logback.core.joran.action.AppenderAction - Naming appender as [STDOUT]
09:07:01,769 |-INFO in ch.qos.logback.core.joran.action.NestedComplexPropertyIA - Assuming default type [ch.qos.logback.classic.encoder.PatternLayoutEncoder] for [encoder] property
09:07:01,829 |-INFO in ch.qos.logback.core.joran.action.TimestampAction - Using current interpretation time, i.e. now, as time reference.
09:07:01,831 |-INFO in ch.qos.logback.core.joran.action.TimestampAction - Adding property to the context with key="bySecond" and value="2026.10.18,09.07.01" to the LOCAL scope
09:07:01,832 |-INFO in ch.qos.logback.core.joran.action.AppenderAction - About to instantiate appender of type [ch.qos.logback.core.rolling.RollingFileAppender]
09:07:01,835 |-INFO in ch.qos.logback.core.joran.action.AppenderAction - Naming appender as [FILE1]
09:07:01,844 |-INFO in ch.qos.logback.core.rolling.FixedWindowRollingPolicy@3ab39c39 - Will use zip compression
09:07:01,844 |-WARN in ch.qos.logback.core.rolling.FixedWindowRollingPolicy@3ab39c39 - Large window sizes are not allowed.
09:07:01,844 |-WARN in ch.qos.logback.core.rolling.FixedWindowRollingPolicy@3ab39c39 - MaxIndex reduced to 21
09:07:01,847 |-INFO in ch.qos.logback.core.joran.action.NestedComplexPropertyIA - Assuming default type [ch.qos.logback.classic.encoder.PatternLayoutEncoder] for [encoder] property
09:07:01,848 |-INFO in ch.qos.logback.core.rolling.RollingFileAppender[FILE1] - Active log file name: log/algoquant.2026.10.18,09.07.01.log
09:07:01,848 |-INFO in ch.qos.logback.core.rolling.RollingFileAppender[FILE1] - File property is set to [log/algoquant.2026.10.18,09.07.01.log]
09:07:01,849 |-INFO in ch.qos.logback.classic.joran.action.RootLoggerAction - Setting level of ROOT logger to DEBUG
09:07:01,849 |-INFO in ch.qos.logback.core.joran.action.AppenderRefAction - Attaching appender named [STDOUT] to Logger[ROOT]
09:07:01,850 |-INFO in ch.qos.logback.core.joran.action.AppenderRefAction - Attaching appender named [FILE1] to Logger[ROOT]
09:07:01,850 |-INFO in ch.qos.logback.classic.joran.action.ConfigurationAction - End of configuration.
09:07:01,851 |-INFO in ch.qos.logback.classic.joran.JoranConfigurator@2eee9593 - Registering current configuration as safe fallback point
09:07:02.139 [main] INFO t.n.algoquant.util.config.AQConfig,194 - looking up configuration file: config.default.xml
09:07:02.143 [main] INFO t.n.algoquant.util.config.AQConfig,194 - looking up configuration file: config/config.default.xml
09:07:02.143 [main] INFO t.n.algoquant.util.config.AQConfig,209 - loading config file: file:/home/runner/work/algoquant-examples/algoquant-examples/target/model-results/Elliott2005StrategyDemo2/work/config/config.default.xml
09:07:02.537 [main] INFO t.n.algoquant.util.config.AQConfig,148 - 09:07:01,176 |-INFO in ch.qos.logback.classic.LoggerContext[default] - Could NOT find resource [logback-test.xml]
09:07:01,176 |-INFO in ch.qos.logback.classic.LoggerContext[default] - Could NOT find resource [logback.groovy]
09:07:01,177 |-INFO in ch.qos.logback.classic.LoggerContext[default] - Found resource [logback.xml] at [jar:file:/home/runner/work/algoquant-examples/algoquant-examples/target/lib/algoquant-dist-3.3.0-SNAPSHOT.jar!/logback.xml]
... excerpt shortened; complete stdout is in the release archive ...
09:07:08.625 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-05-17T16:00: beta = [1.000000, -1.000000] , mu = -10.088303132057018, xt = -9.377785718565885, zt = -9.385578155517578
09:07:08.626 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-05-18T16:00: beta = [1.000000, -1.000000] , mu = -10.25653565152667, xt = -9.916698451546402, zt = -9.966991424560547
09:07:08.626 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-05-19T16:00: beta = [1.000000, -1.000000] , mu = -10.283630162683536, xt = -10.136180144362672, zt = -10.183414459228516
09:07:08.630 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-05-20T16:00: beta = [1.000000, -1.000000] , mu = -10.250743206677482, xt = -9.857780648291044, zt = -9.905197143554688
09:07:08.631 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-05-23T16:00: beta = [1.000000, -1.000000] , mu = -10.230190399474644, xt = -9.721220047592439, zt = -9.759029388427734
09:07:08.634 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-05-24T16:00: beta = [1.000000, -1.000000] , mu = -10.213327494419698, xt = -9.854468733254844, zt = -9.899299621582031
09:07:08.634 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-05-25T16:00: beta = [1.000000, -1.000000] , mu = -10.22034513414709, xt = -10.011336679855281, zt = -10.054908752441406
09:07:08.637 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-05-26T16:00: beta = [1.000000, -1.000000] , mu = -10.152098489007104, xt = -9.831391325964374, zt = -9.874553680419922
09:07:08.637 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-05-27T16:00: beta = [1.000000, -1.000000] , mu = -10.031765604297078, xt = -9.60327653146669, zt = -9.659721374511719
09:07:08.638 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-05-31T16:00: beta = [1.000000, -1.000000] , mu = -10.065679946933312, xt = -9.963959689532405, zt = -10.10934829711914
09:07:08.639 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-06-01T16:00: beta = [1.000000, -1.000000] , mu = -9.935236160673211, xt = -9.469179880857707, zt = -9.605484008789062
09:07:08.639 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-06-02T16:00: beta = [1.000000, -1.000000] , mu = -9.83218917162622, xt = -9.160985388352882, zt = -9.25595474243164
09:07:08.641 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-06-03T16:00: beta = [1.000000, -1.000000] , mu = -9.828267831301641, xt = -9.176535727412194, zt = -9.274818420410156
09:07:08.642 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-06-06T16:00: beta = [1.000000, -1.000000] , mu = -9.710141061699874, xt = -8.972162621628007, zt = -9.058300018310547
09:07:08.643 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-06-07T16:00: beta = [1.000000, -1.000000] , mu = -9.750183462714627, xt = -9.0804711554939, zt = -9.106559753417969
09:07:08.643 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-06-08T16:00: beta = [1.000000, -1.000000] , mu = -9.597337851104502, xt = -8.90184902479819, zt = -8.941974639892578
09:07:08.644 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-06-09T16:00: beta = [1.000000, -1.000000] , mu = -9.690382755974152, xt = -9.328249785880104, zt = -9.399005889892578
09:07:08.644 [main] INFO t.n.a.m.m.e.s.Ellio
... excerpt shortened ...
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09:07:08.667 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-06-30T16:00: beta = [1.000000, -1.000000] , mu = -9.650855928389097, xt = -9.977201563356637, zt = -10.156932830810547
09:07:08.668 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-01T16:00: beta = [1.000000, -1.000000] , mu = -9.696567170530246, xt = -10.351814317684958, zt = -10.480667114257812
09:07:08.668 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-05T16:00: beta = [1.000000, -1.000000] , mu = -10.125458778314762, xt = -11.201644113906607, zt = -11.265514373779297
09:07:08.672 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-06T16:00: beta = [1.000000, -1.000000] , mu = -10.313128973897543, xt = -11.238838113644688, zt = -11.260612487792969
09:07:08.673 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-07T16:00: beta = [1.000000, -1.000000] , mu = -7.732379179381759, xt = -11.627367565076538, zt = -11.635540008544922
09:07:08.673 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-08T16:00: beta = [1.000000, -1.000000] , mu = -10.40083450470529, xt = -11.217558192652572, zt = -11.224079132080078
09:07:08.674 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-11T16:00: beta = [1.000000, -1.000000] , mu = -9.985590849149723, xt = -10.701395920406233, zt = -10.714836120605469
09:07:08.678 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-12T16:00: beta = [1.000000, -1.000000] , mu = -10.033157603262232, xt = -10.684989214461979, zt = -10.709575653076172
09:07:08.678 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-13T16:00: beta = [1.000000, -1.000000] , mu = -10.158970313612945, xt = -10.725314349961137, zt = -10.758583068847656
09:07:08.679 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-14T16:00: beta = [1.000000, -1.000000] , mu = -10.203931218585254, xt = -10.628343305617273, zt = -10.665599822998047
09:07:08.680 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-15T16:00: beta = [1.000000, -1.000000] , mu = -10.402695779258293, xt = -11.003519425812334, zt = -11.062671661376953
09:07:08.680 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-18T16:00: beta = [1.000000, -1.000000] , mu = -10.611188081002819, xt = -11.245574741005257, zt = -11.279438018798828
09:07:08.684 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-19T16:00: beta = [1.000000, -1.000000] , mu = -10.918780106026302, xt = -11.382764053568923, zt = -11.408004760742188
09:07:08.685 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-20T16:00: beta = [1.000000, -1.000000] , mu = -10.915013068438665, xt = -11.368957416119306, zt = -11.386798858642578
09:07:08.685 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-21T16:00: beta = [1.000000, -1.000000] , mu = -11.89828474394312, xt = -11.662921809011083, zt = -11.685951232910156
09:07:08.686 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-22T16:00: beta = [1.000000, -1.000000] , mu = -10.859292770174457, xt = -11.320656053722423, zt = -11.325977325439453
09:07:08.686 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-25T16:00: beta = [1.000000, -1.000000] , mu = -10.776296860232716, xt = -11.202324685465054, zt = -11.218639373779297
09:07:08.687 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-26T16:00: beta = [1.000000, -1.000000] , mu = -10.657390972393175, xt = -11.029419725975357, zt = -11.04397201538086
09:07:08.688 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-27T16:00: beta = [1.000000, -1.000000] , mu = -10.506217431326238, xt = -10.58100950172841, zt = -10.587390899658203
09:07:08.688 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-28T16:00: beta = [1.000000, -1.000000] , mu = -10.771904664407417, xt = -11.228700494169567, zt = -11.29498291015625
09:07:08.689 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-07-29T16:00: beta = [1.000000, -1.000000] , mu = -11.153020989706832, xt = -11.659307853129812, zt = -11.6807861328125
09:07:08.689 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-01T16:00: beta = [1.000000, -1.000000] , mu = 4.072085373083438, xt = -12.502606869917877, zt = -12.521129608154297
09:07:08.690 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-02T16:00: beta = [1.000000, -1.000000] , mu = -23.18583401938232, xt = -12.45996725146776, zt = -12.460323333740234
09:07:08.691 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-03T16:00: beta = [1.000000, -1.000000] , mu = -12.561955489124157, xt = -12.155491010468202, zt = -12.15460205078125
09:07:08.692 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-04T16:00: beta = [1.000000, -1.000000] , mu = -10.763557458390272, xt = -11.125547387616875, zt = -11.12125015258789
09:07:08.692 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-05T16:00: beta = [1.000000, -1.000000] , mu = -10.775626865151889, xt = -10.982134488317756, zt = -10.990596771240234
09:07:08.693 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-08T16:00: beta = [1.000000, -1.000000] , mu = -10.439139246430132, xt = -9.603823399295033, zt = -9.597789764404297
09:07:08.693 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-09T16:00: beta = [1.000000, -1.000000] , mu = -10.529391683530289, xt = -10.450703618636746, zt = -10.490306854248047
09:07:08.694 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-10T16:00: beta = [1.000000, -1.000000] , mu = -10.691936715275569, xt = -10.693730190034334, zt = -10.724563598632812
09:07:08.695 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-11T16:00: beta = [1.000000, -1.000000] , mu = -10.743246204868333, xt = -10.593551548881994, zt = -10.621997833251953
09:07:08.695 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-12T16:00: beta = [1.000000, -1.000000] , mu = -10.897625912371426, xt = -11.297853672892161, zt = -11.3529052734375
09:07:08.696 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-15T16:00: beta = [1.000000, -1.000000] , mu = -11.056889601979234, xt = -11.774474310458634, zt = -11.817188262939453
09:07:08.696 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-16T16:00: beta = [1.000000, -1.000000] , mu = -11.06667704615587, xt = -11.710369882397227, zt = -11.742176055908203
09:07:08.697 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-17T16:00: beta = [1.000000, -1.000000] , mu = -11.051945321657724, xt = -11.51467513099771, zt = -11.545940399169922
09:07:08.697 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-18T16:00: beta = [1.000000, -1.000000] , mu = -10.938144457411598, xt = -10.915882596813624, zt = -10.936416625976562
09:07:08.698 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-19T16:00: beta = [1.000000, -1.000000] , mu = -11.059703217309671, xt = -11.541427862495006, zt = -11.603500366210938
09:07:08.699 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-22T16:00: beta = [1.000000, -1.000000] , mu = -11.06051771821836, xt = -11.347045648632777, zt = -11.395687103271484
09:07:08.699 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-23T16:00: beta = [1.000000, -1.000000] , mu = -11.105658458309065, xt = -11.57948876765357, zt = -11.636066436767578
09:07:08.700 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-24T16:00: beta = [1.000000, -1.000000] , mu = -11.177842620478193, xt = -11.783023546199054, zt = -11.844955444335938
09:07:08.701 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-25T16:00: beta = [1.000000, -1.000000] , mu = -11.217117296053855, xt = -11.895147401793748, zt = -11.951156616210938
09:07:08.701 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-26T16:00: beta = [1.000000, -1.000000] , mu = -11.250422978160854, xt = -11.888905791537749, zt = -11.94729232788086
09:07:08.702 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-29T16:00: beta = [1.000000, -1.000000] , mu = -11.309863915130872, xt = -12.082402559488429, zt = -12.1453857421875
09:07:08.705 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-30T16:00: beta = [1.000000, -1.000000] , mu = -11.32262548920943, xt = -12.025016117876367, zt = -12.078178405761719
09:07:08.706 [main] INFO t.n.a.m.m.e.s.Elliott2005Strategy,26 - recalibration of strategy @ 2011-08-31T16:00: beta = [1.000000, -1.000000] , mu = -11.378935047628207, xt = -12.199409133751349, zt = -12.255985260009766
09:07:08.867 [main] INFO t.n.a.d.m.e.Elliott2005StrategyDemo2,203 - Performance Report:
Product Profit Loss Information Ratio For Zero Investment Omega For Periods Execution Count
CVX -11.976848602294922 -0.3390042651541654 -0.7391896777194981 91.0
XOM 6.554965972900391 0.2747741455467904 1.3047933555463085 91.0
Total -5.421882629394531 -0.35207515650682136 -0.616153795466526 182.0
Download Elliott2005StrategyDemo2.zip contains stdout, stderr, the execution record, checksums and any exported CSV/chart files.
| Export | Bytes |
|---|---|
files/charts/chart-01.png |
185566 |
Read the reported units: optimizer weights, model-fit coefficients, forecast correlations and simulated P/L are different outputs. Synthetic runs demonstrate the API rather than historical market returns. Inspect undefined values and open positions instead of replacing them with zero. Chart exports visualize exactly this run.
For model assumptions, original publications and adaptation limits, use the literature guide.