We built a 3-state SPX percent-rank market-regime gate and tested it on 14 systematic quant backtests. None improved. The base rates and the structural reasons why – plus what to try next.
Long-only daily backtest on 956 world major-index constituents (20 Jan 2016 → 3 Oct 2025): CAGR 27.6% vs SPX 13.1%, Max DD -15.55%, Sharpe 0.89, 654 trades. Backtest, not a live signal.
A long-only, daily-bar systematic strategy backtest on a panel of PEA-eligible ETFs and European equities, all EUR-denominated. Input parameters and result metrics are tabulated with charts.
A systematic backtest of a crypto strategy on Bitcoin. Over the backtest window it returned 55% with a 30% maximum drawdown; parameters and full output are published to the free community channels.
A long-only, daily-bar systematic strategy backtest on a panel of PEA-eligible ETFs and European equities, all EUR-denominated. Input parameters and result metrics are tabulated with charts.
Une strategie systematique construite sur une liste de 77 ETFs disponibles dans l’assurance vie Linxea Spirit2, avec parametres d’entree et resultats de backtest detailles.
A systematic daily crypto strategy that sidesteps structural bear phases instead of riding them out: 29% market exposure, 1.66 Sharpe, 32% max drawdown over 2018-2026, with a statistically smooth equity curve relative to asset volatility.
A systematic hourly backtest on 9 PAXOS crypto assets including Bitcoin, combining Bollinger Bands, Ichimoku and Chande Oscillator signals. From January 2022 to October 2025 it compounded $100k to ~$485k (52.3% CAGR, 15.5% max drawdown) with leverage capped at 1.
A critical reading of the TradingAgents multi-agent LLM trading paper, explaining why backtesting LLM-based trading agents is fundamentally problematic and why most published results should be treated with extreme caution.
Backtest of the systematic World 1D strategy over 7,666 US and European equities on a daily timeframe across roughly 10 years. It produced a 40% CAGR with a 29% max drawdown, 1.79 Sortino and 1.15 Sharpe over 374 trades – backtested, not live, figures.
Disclaimer. Content on KreamEdge is published for informational and educational purposes only. Backtest results and strategy outputs do not constitute personalised investment advice nor an invitation to buy or sell any financial instrument. Past performance is not indicative of future results. Financial markets involve risk of partial or total capital loss. Each reader is solely responsible for their investment decisions and risk management. Full bilingual disclaimer on the community page.