Anomaly Details page

Anomaly Details page

Anomalies Pages Jun 30, 2023

This page contains the results of the backtest of one Anomaly.

In the top of the page there are the information about the Anomaly.

By clicking 'Update Anomaly' you can update the backtest with last data.

The default In-Sample parameter is 70% and is possible to change it. By changing it, the results in the statistical-table will differ in the in-sample and out-of-sample part, while in the 'entire-period' statistics will remain the same.

The backtest is composed by:

  • 2 charts:
    • Equity Lines, computed with net and gross returns
    • Yearly Returns, computed with net returns
  • Statistics table
    • by default you see the 'Net-Statistics' computed in the 'Entire History' (All)
    • the explanation of the backtesting metrics is available in this article

In the bottom-right of the page there are 2 buttons:

  • Save Anomaly (floppy-disk icon) to access them quickly in 'My Anomalies' page, where you can also add it to a Portfolio.
  • Anomaly Stats Visibility (wheel icon) to add/remove the types of statistics of the 'Statistics table'
Anomaly Details page

Video on YouTube

Anomaly Details page presentation and tutorial is available on YouTube

  • Link to the Video in English
  • Link to the Video in Italian


Andrea Ferrari

I deal with Programming and Finance, I lead the R&D of ForecastCycles. I strongly believe that Seasonality, COT and Macro and Fundamental analysis are the basis for Trading and Investments.