Research · 研究 · Backtest

The backtest,
day by day.

The locked five-year window from inside: 1,258 US trading days, the headline numbers, what each engine contributed, and the long unremarkable stretches in between that the summary statistics skip over.

$100,000 → $8.95M · +145.5% CAGR · 2.56 Sharpe · -15.5% max drawdown · 1,258 trading daysLocked five-year backtest, hypothetical · track record · verified daily · research, not advice

1 note · Backtest

Research · 研究 · 10 · Distribution

The boring middle. Where most of the work happens.

Most trades cluster near zero, yet the best 10% earn more than the whole net profit. Why a momentum system's middle exists to make waiting for the tail cheap.

Updated 15 Oct 20267 min readBacktest

The backtest,day by day.

The boring middle. Where most of the work happens.

The backtest,
day by day.