Backtest Results
Historical strategy validation across multiple periods
Methodology
Backtests use a survivorship-aware universe and avoid look-ahead bias. Real-world transaction costs and slippage are modeled.
Period Summary
| Period | CAGR | Sharpe | Max DD | Calmar |
|---|---|---|---|---|
| 2020-12 → 2026-05 (6.3y) | +74.2% | 1.84 | -35.0% | 2.12 |
Past performance is not indicative of future results. Actual returns may differ due to slippage, spreads, taxes, and fees.
Walk-Forward Validation
Risk-adjusted returns measured across multiple train/test splits to confirm robustness across regimes.
Parameter Sensitivity
Multiple parameter combinations tested. The narrow result range indicates the strategy is robust to parameter choice (low overfitting risk).
These backtests are historical simulations. They are not predictions of future performance. Real trading involves slippage, taxes, and emotional friction not captured here. Trade at your own risk.