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
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 post reports on a backtest of the systematic strategy “World 1D” over US and European equity universes (7,666 symbols), on a daily timeframe, across roughly 10 years of historical data. Over that backtest window the strategy produced a CAGR of 40% alongside a maximum drawdown of 29%, a Sortino 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.