Block bootstrap strategy robustness
What range do strategy returns fall in after resampling?
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サンプルJSON
仕様JSON
サンプル基準日
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Item G
- 20.35 %
- Lowest item: Item E
- -11.65 %
- Average
- 8.9 %
- Number of items
- 7 items
Block bootstrap strategy robustness
Annualized return (%) (レンジ)
Benchmark / after-cost return (%)
Benchmark / after-cost return (%) (棒)
Event detail and data date
Annualized return (%) and Benchmark / after-cost return (%) (表)
サンプルデータ行
| Reference price level / scenario | Annualized return (%) | Benchmark / after-cost return (%) | Data date (sample) |
|---|---|---|---|
| Item A | 8.83 | 19.11 | 2026-10-16 |
| Item B | 6.99 | 22.85 | 2026-10-16 |
| Item C | 8.05 | 7.13 | 2026-10-16 |
| Item D | 17.71 | 5.51 | 2026-10-16 |
| Item E | -11.65 | 2.39 | 2026-10-16 |
| Item F | 11.99 | 2.97 | 2026-10-16 |
| Item G | 20.35 | 8.55 | 2026-10-16 |