Comprehensive collection of quantitative trading strategies with detailed performance metrics including Sharpe ratio, total return, max drawdown, win rate, and volatility.
Each strategy is backtested across 20 global equity indices with 5 years of daily OHLCV data. Signals are generated with no lookahead bias — entries execute at the open of the bar following the signal. Metrics shown are averages across all tested symbols.
Transaction costs and slippage are not modeled. Clicking a strategy name opens its full per-symbol breakdown, equity curves, and parameter optimization.
No backtest data yet. Run python engine/run_local.py to generate strategy stats.
Select 2-4 strategies:
Generated Wednesday, Apr 29, 2026
Correlation of base strategies (averaged across all variants) based on average time series metrics computed over all indices. Green = positive correlation, red = negative correlation.
Strategy pairs with highest positive correlation only.
Strategy pairs with most negative correlation only.
Generated Wednesday, Apr 29, 2026
Cross-sectional long-short backtests on US equities with fundamental and price-based signals.
No fundamental strategy dataset found yet. Run npm run data:fundamental-strategies.
