Selected Index: Selected OECD-CLI country code:
Investment strategy performance based Index and OECD-CLI country code selected above:
Stragegy performance summary:
| Strategy | Sharpe (annualized) |
| Long only: | Updating... |
| Long/Short | Updating... |
| Short only: | Updating... |
| Direct Investment: | Updating... |
Explanation
OECD-CLI Data: Visualisation of the OECD-CLI data of the CLI country code chosen versus time - as well as the derivative of the OECD-CLI versus time. The investment signal is derived from the derivative.
Long/Short indicators: Long/Short indicator based on the OECD-CLI derivative. Please notice - the long-only strategy switches to a cash position in case the long/short indicator is at -1. Similarly - the short-only performance switches to a cash position when the Long/Short indicator is at +1.
Investment strategy performance: Investment performance on the basis of the Long/Short indicator. Please notice that the assumption is that there is no trading slippage / trading costs.