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% 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 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.
Input Parameters Parameter Value strategy_buy (ichimoku4a+bband1a+cho1a)&macd0b strategy_sell ichimoku3a&macd0a score_weights [-0.08 0.5 0.21 0.96 0.5 0.69 2.36 10.77 -1.14 -0.09 -0.18 -0.9 -1.36 0.73 0.46 0.32] leverage 1.0 interest_rate_annual_pct 7.0 date_start_simulation 2018-01-02 00:00:00+00:00 date_start 2016-12-20 00:00:00+00:00 date_end 2026-02-28 00:00:00+00:00 base_currency EUR 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 Read more
Input Parameters Parameter Value strategy_buy (ichimoku4a+bband1a+cho1a)&macd0b strategy_sell ichimoku3a&macd0a score_weights [ 0.95 0.5 0.22 0.97 0.56 0.67 2.35 10.76 -0.9 -0.1 -0.18 -0.91 -1.36 0.75 0.4 0.32] leverage 1.0 interest_rate_annual_pct 7.0 date_start_simulation 2018-01-02 00:00:00+00:00 date_start 2016-12-20 00:00:00+00:00 date_end 2026-02-28 00:00:00+00:00 base_currency Read more
Voici une stratégie basée sur une liste de 77 ETFs parmi ceux disponibles pour ceux qui ont une assurance vie Linxea Spirit2. Input Parameters Parameter Value strategy_buy ichimoku4a strategy_sell ichimoku6a score_weights [ 0.27855274 0.55429272 0.06467319 0.53030161 0.0725873 0.93024709 1.95691875 10.95613684 Read more
29% Exposure – 1.66 Sharpe – 32% Max Drawdown (2018–2026) Most crypto backtests lead with absurd equity curves. This one doesn’t. Let’s start with what actually matters: CAGR is 67.7%, but that’s not the point. The point is return per 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.