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Sortino returns 0.0 when there is no losing period, and the report paints it "Suboptimal" - #600

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MDUYN merged 2 commits into
coding-kitties:mainfrom
zorionarrillaga:fix/sortino-no-downside-convention
Aug 28, 2026
Merged

Sortino returns 0.0 when there is no losing period, and the report paints it "Suboptimal"#600
MDUYN merged 2 commits into
coding-kitties:mainfrom
zorionarrillaga:fix/sortino-no-downside-convention

Align the window-analysis Sortino with the same convention

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GitGuardian / GitGuardian Security Checks succeeded Aug 28, 2026 in 34s

No secrets detected ✅

2 commits were scanned without uncovering any secrets.

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Commits scanned: 2

  • Pull request #600: fix/sortino-no-downside-convention 👉 main

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