This post reports a backtest of a systematic 1-hour strategy on a panel of EUR-quoted equities. The run parameters and headline result metrics are shown below.
This is a historical backtest, published for informational and educational purposes only , not financial advice, not a recommendation, and not a trading signal. Past performance is not indicative of future results.
This is one of the systematic strategy backtests we run and publish as research.
It uses a 1-hour timeframe on a panel of EUR-quoted stocks.
date_start_simulation: 2023-03-01 00:00:00+00:00
date_start: 2023-01-06 00:00:00+00:00
date_end: 2025-10-03 00:00:00+00:00
base_currency: EUR
initial_cash: 100000.0
position_target_w: 0.1
position_target_hard_limit: 10000000.0
bar_size: 1 hour
nbar_back_for_stop: 0
trailing_stop: 17.0
stop_limit: False
nbar_freeze: 2
enable_freeze_global: False
position_max_w: 0.25
max_new_position_per_bar: 3
nb_symbol: 1029
Wallet final : value=437862 return_arr=55.00% maxdd=19.66% ulcer=4.44% exposure=32.90% return=337.86% nbtransaction=1311 winrate=44.70% sharpe=1.72 sortino=4.02 calmar=2.54 stability=0.641 k=102.89 composite=7.591306 rr=3.54 nbrow=0 cash=437862 return_mean=2.15 return_max=589.36 return_min=-23.12
Out-of-sample cutoff. This strategy’s rules and parameters were frozen on 3 July 2025. All performance shown after that date is genuine out-of-sample / forward-tracked data , it post-dates the freeze, so no hindsight or selection could have shaped the rules.
Frequently asked questions
What universe and timeframe does Backtest 85 cover?
It runs a systematic strategy on a panel of 1,029 EUR quoted equities using 1 hour bars. The simulation compounds from 1 March 2023 to 3 October 2025, starting from 100,000 EUR of capital.
What were the headline results?
The run returned 337.9% cumulatively, an annualized 55.0%, against a maximum drawdown of 19.7%. Sharpe was 1.72 and Sortino 4.02 over 1,311 transactions with a 44.7% win rate. The return figure only means something read next to the drawdown.
How much of the period is out of sample?
The rules and parameters were frozen on 3 July 2025. Everything after that date post-dates the freeze, so no hindsight or selection could have shaped the rules. The window before it is in sample and should be discounted accordingly.
Is the strategy invested all the time?
No. Average net exposure is 32.9%, so the book sits in cash for most of the window. The exposure chart shows long only positioning with no short side.
Is this a trading signal I can act on?
No. This is a historical backtest published as research and education. It is not financial advice, not a recommendation and not a signal to trade. Past performance is not indicative of future results.
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