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 → $7.54M · +137.2% CAGR · 2.44 Sharpe · -15.9% 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 are neither big winners nor blow-ups; they cluster near zero. Why the discipline of a momentum system lives in how it treats that boring middle.

29 Jun 20267 min readBacktest

The backtest,day by day.

The boring middle. Where most of the work happens.

The backtest,
day by day.