Localware

Composing

Backtest #1

run_20260512T221517

2021-01-04 → 2026-05-09, 1254 days

Table 1.1. Summary statistics

Total Ret	Ann Ret	Ann Vol	Sharpe	Sortino	Max DD	Calmar	Hit %	Beta	Alpha
36.61%	6.46%	11.33%	0.61	0.80	-17.25%	0.37	51.4%	0.20	3.92%

Figure 1.1. Equity curve. NAV starts at the configured initial capital and is rebalanced weekly under the live risk overlay. Slippage and commissions are deducted from cash on each fill.

Configuration

{
  "cost_bps": 10,
  "initial_nav": 10000000,
  "rebalance_days": 21,
  "history_buffer_days": 420
}