Strategy Backtest List
Each card is produced from real market data or explicitly labeled fallback data, strategy rules, long-only backtests, and calculated metrics.
Risk-On Regime Active
Constructive tape: 19/28 names hold their 200-day trend with contained volatility (24% annualized). Risk signals are quiet, but drawdown discipline still applies.
Strategy Basket Since May
May 1, 2026 → October 23, 2026 · 5 strategies · simulated research
Equal-weighted blend of top-ranked research strategies, normalized on the start date. Not a real-money account. Historical performance does not indicate future results.
Each model is scored across quality, risk, factor exposure, regime fit, and catalyst sensitivity before it can enter simulated observation.
Methodology / Assumptions
- Signals are generated from completed daily bars and modeled with next-open execution.
- Backtests include strategy-level slippage, per-trade fees, stops, trailing stops, and max-holding exits where defined.
- No intraday fills, market impact, margin, shorts, options, or live order routing are modeled.
- Strategy metrics come from the backtest engine and remain unchanged by memo text.
Adjust the status or symbol filter. All strategy results come from the current data and backtest pipeline.