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data/CAC40/data_metadata.json
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{
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"market_name": "CAC40",
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"last_run_utc": "2026-07-04T15:08:11.687895+00:00",
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"last_session_date": "2026-07-03",
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"n_signals": 0,
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"n_buy_signals": 0,
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"last_rebalance": "2026-06-30",
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"metrics": {
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"CAGR": 0.1754,
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"Volatility": 0.1393,
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"Sharpe": 1.0146,
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"Sortino": 1.0944,
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"Calmar": 1.0872,
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"Max_Drawdown": -0.1613,
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"Alpha": 0.1296,
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"Beta": 0.4541,
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"Hit_Rate": 0.5417,
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"Avg_N_Stocks": 6.0,
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"Final_Value": 136.92
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}
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}
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