Backtest 332 combines two systematic 1D strategies we have already published — the US-equities book from Backtest 317 and the world-major-indices (incl. KOSPI 50) book from Backtest 308 — into a single portfolio that runs both rule sets on one shared cash account. Over the matched window 13 January 2016 Read more
Backtest 317 evaluates a long-only, daily-bar systematic strategy on a broad universe of 4,176 US-listed equities from 1 March 2016 to 30 April 2026 (≈ 10 years 2 months). Over that window the strategy compounds to a CAGR of 30.4% versus the S&P 500 total-return benchmark at 13.8%, with a max Read more
Backtest 308 evaluates a long-only, daily-bar systematic strategy on a universe of 1,006 world major-index constituents — now including KOSPI 50 (Korea) large caps — from 8 February 2016 to 30 April 2026 (≈ 10 years 3 months). Over that window the strategy compounds to a CAGR of 32.7% versus the Read more
Comparing fixed fractional, Kelly and sigma-targeting position sizing on a multi-version KreamEdge backtest bench. The bench cannot cleanly isolate a sizing edge.
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.
This backtest evaluates a long-only, daily-bar systematic strategy on a panel of PEA-eligible ETFs and European equities (EUR-denominated). The input parameters and result metrics are summarised in the tables below; the charts follow. This is a historical backtest, published for informational and educational purposes only — not financial advice, not Read more
This post documents a systematic backtest of a crypto strategy on Bitcoin. Over the backtest window, the strategy produced a 55% return alongside a 30% maximum drawdown — figures must be read together with risk and drawdown. The strategy parameter set and full backtest output are published to our free Read more
This backtest evaluates a long-only, daily-bar systematic strategy on a panel of PEA-eligible ETFs and European equities (EUR-denominated). The input parameters and result metrics are summarised in the tables below; the charts follow. This is a historical backtest, published for informational and educational purposes only — not financial advice, not Read more
Voici une stratégie basée sur une liste de 77 ETFs parmi ceux disponibles pour ceux qui ont une assurance vie Linxea Spirit2. Ceci est un backtest historique, publié à des fins d’information et d’éducation uniquement — il ne s’agit pas d’un conseil en investissement, ni d’une recommandation, ni d’un signal Read more
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.