For the complete documentation index, see llms.txt. This page is also available as Markdown.
Overview
Sortino Ratio Quick Specs
This implementation aligns the target (MAR) with your return type, computes excess returns per bar, and divides their average by the downside deviation over a lookback.
You can annualize for comparability, switch between Percentile Bands (P50/P75/P90 etc.) and Fixed Levels (0/0.5/1/2/3), and use a right-edge label that summarizes percentile bucket or level.
