Simulation list

Clicking on the simulations link brings up the simulation list table:

The simulation list displays all simulations which you have run on stockworm. The hyperlink on the simulation name will take you to the results summary page for the corresponding simulation. The table can be sorted by any of the table columns. Specific items in the simulation status table are:

• plotting/analysis checkbox - the checkbox in the first column can be checked for one or more plots or a statistical analysis of the simulations. If you then click on 'plot checked simulations' in the quick links box, the checked simulations will be plotted (maximum of 7 plots at once). Alternatively, you can click on 'analyze checked simulations' to jump to a table with a statistical analysis of the simulation(s).
• simulation - the name of the simulation, hyperlinked to the simulation results
• from - the starting date for the simulation
• to - the ending date for the simulation
• starting - the starting balance for the simulated portfolio
• total gain - the total gain for the simulated portfolio (or "n/a" if the simulation is incomplete)
• annual growth - compound annual growth rate (cagr) for the simulated portfolio (see the investopedia cagr page)
• sharpe - sharpe ratio for the simulated portfolio
• sortino - sortino ratio for the simulated portfolio
• worst year - the worst annual return for the simulated portfolio, computed by rolling forward 1 year for each day in the simulation.
• alpha - alpha for the simulated portfolio, using the s&p 500 as a benchmark
• beta - beta for the simulated portfolio, using the s&p 500 as a benchmark
• r-squared - r-squared for the simulated portfolio, using the s&p 500 as a benchmark
• turnover - average annual turnover for the simulated portfolio
• rename/delete - click the rename or delete link to rename or delete the corresponding simulation

Please see the simulation results page for a detailed explanation of each of these simulation parameters. Reload the page in your browser (hit 'refresh' or click on the 'simulations' link) to obtain the latest simulation status information for running simulations.

Simulation Quick Links

The left hand side of the page provides additional features for manipulating the simulations:

• create new simulation - start a new simulation
• plot checked simulations - plot selected simulations side by side
• analyze checked simulations - show a table with key statistics for each simulation
• extend checked simulations - resume simulations up to today's date
• delete checked simulations - delete selected simulations
• spreadsheet view - export list of simulations as Excel spreadsheet

Simulation List Filters

The 'filter' section provides an opportunity to only display simulations match your specified criteria. An additional option is provided to adjust the number of simulations displayed on the list page. Filtering options include:

• name - show only simulations containing the provided text in the simulation name
• from - simulations starting on, on or before, or on or after the specified 'from' date
• to - simulations ending on, on or before, or on or after the specified 'to' date
• duration - show only simulations with a total duration longer than the period shown in this selection
• market cap - show only simulations with strategies which limit the market cap to the range shown in this selection.
• stock count - show only simulations utilizing strategies bounded by the minimum and maximum stock count
• starting - starting simulation portfolio value, in dollars
• price - show only simulations utilizing strategies which use price limits which are within the minimum and maximum price
• total gain - total percentage gain over the simulation
• annual growth - compound annual growth rate (cagr) for the simulated portfolio (see the investopedia cagr page)
• sharpe - sharpe ratio for the simulated portfolio
• sortino - sortino ratio for the simulated portfolio
• worst year - the worst annual return for the simulated portfolio, computed by rolling forward 1 year for each day in the simulation.
• alpha - alpha for the simulated portfolio, using the s&p 500 as a benchmark
• beta - beta for the simulated portfolio, using the s&p 500 as a benchmark
• r-squared - r-squared for the simulated portfolio, using the s&p 500 as a benchmark
• turnover - average annual turnover for the simulated portfolio