Backtest 382 tests a long-only daily-bar systematic strategy on 942 world major-index constituents from January 2016 to August 2026: CAGR 36.71% against the SPX benchmark’s 14.25%, with an -18.41% max drawdown versus -33.92%. Skew +30 and kurtosis 1305: a few extreme winners carry the result.
Backtest 333 tests a long-only daily-bar systematic strategy on 942 world major-index constituents from January 2016 to August 2026: CAGR 34.90% against the SPX benchmark’s 14.42%, with a -12.75% max drawdown versus -33.92%.
Most stacks tune a screener then a separate strategy. KreamEdge evaluates both in one end-to-end loop with a shared signal engine, portfolio-level fitness, and a shortlist-then-joint search so selection and trade management stop drifting apart.
A flat dollar-volume liquidity filter behaves differently in 2010 than in 2026, silently narrowing long backtests to mega-cap names and biasing the universe. This note quantifies the distortion and shows how a liquidity deflator corrects it.
Backtest 332 runs the US-equities book from Backtest 317 and the world-indices book from Backtest 308 on one shared cash account. Over Jan 2016 – May 2026 the blended portfolio compounded at 34.84% CAGR with a 27.13% max drawdown, versus 14.94% and 33.92% for the S&P 500.
Backtest 317 tests a long-only daily-bar systematic strategy on 4,176 US-listed equities from March 2016 to April 2026. It compounds to 30.4% CAGR versus 13.8% for the S&P 500, with a 17.7% max drawdown while holding positions only 78% of the time.
Backtest 308 tests a long-only daily-bar systematic strategy on 1,006 world major-index constituents, now including KOSPI 50, from February 2016 to April 2026. It compounds to 32.7% CAGR versus 14.2% for the S&P 500, with a 14.36% max drawdown.
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.
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