Usage
Sharpe Ratio Usage
Turn Sharpe into a practical gate and sizing tool.
Quick start
Pick a calculation TF (leave blank to use the chart).
Set Lookback (e.g., 126), Periods/Year (252 for daily), and Risk-free (annual %).
Keep Use log returns on for most assets; turn off for steady names.
Enable Annualize to compare across markets and managers.
Playbook
Filter: Prefer longs while Sharpe ≥ 1; avoid fresh risk when < 0.
Size: Scale positions with the level and stability of Sharpe.
Compare: Use the same settings across a watchlist to rank quality quickly.
Adapt: If readings are noisy, raise lookback or add a small EMA; if too sluggish, do the opposite.
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