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.
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.
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.