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I forked your project and added a financial metrics analysis package.

.067 sharpe ratio, .11 sortino, largest drawdown was ~41%

Not very good numbers. Fun stuff though!

If there a link to your fork?

all forks on GitHub are public, i took the liberty and did some snooping, the only fork which had some new commits was this one: https://github.com/jesshowe/SectorTradingAlgorithm