Section VII

Backtests

Historical replays of the live strategy stack. Each run uses the same code path as the production scheduler — the equity curve below would have been the live curve had we launched on the start date.


Table 9. Catalogued backtests
IDNameRangeAnn RetAnn VolSharpeMax DDCalmar
#1run_20260512T2215172021-01-042026-05-096.46%11.33%0.61-17.25%0.37
Click a row to see its equity curve and per-period statistics. Annualised return uses 252 trading days; Sharpe is annualised likewise.