Parameter robustness heatmap
Are good results concentrated at a very narrow set of parameter points?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: May
- 3.14 x
- Lowest item: April
- 0.67 x
- Average
- 1.59 x
- Number of items
- 6 items
Parameter robustness heatmap
Post-cost Sharpe (x) (Heatmap)
Benchmark / after-cost return (%)
Benchmark / after-cost return (%) (Bar)
Event detail and data date
Post-cost Sharpe (x) and Benchmark / after-cost return (%) (Table)
Sample data rows
| Month / parameter | Post-cost Sharpe (x) | Benchmark / after-cost return (%) | Data date (sample) |
|---|---|---|---|
| January | 0.86 | 4.71 | 2026-10-16 |
| February | 1.8 | 3.21 | 2026-10-16 |
| March | 1.54 | 4.03 | 2026-10-16 |
| April | 0.67 | 12.22 | 2026-10-16 |
| May | 3.14 | 1.88 | 2026-10-16 |
| June | 1.55 | 2.9 | 2026-10-16 |