Computes out-of-sample performance for the RSO models. Run and report update for fixed model configuration. Uses model configuration passed in by way of scorecard row attributes.
a row of the scorecard definition identifying the model configuration and other attributes
the same scorecard row object, but with a new list
oos appended. The
contains a list of RSO model OOS performance results, including
theoretical returns (r), cumulative return (c),
model basket component returns (component_returns),
compound annual growth rate of returns (cagr), Calmar ratio (calmar),
Sortino ratio (sortino), maximum drawdown percent (mdd),
a time history of RSO rankings (rank) and their plot
(rank_p), and a list of plots (plots) containing
five plots related to RSO calculations (p1, p2, p3, p4 and p5).
Does not yet do rebalancing.
Does not yet do trailing stops.
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