Common-universe comparison — 24 stocks
Same capital, period and execution-cost model across strategies
Mode Historical backtestExecution Simulation onlyCapital USD 100,000 / strategy
Performance rebased to 100
Loading…Drawdowns
Loss from each strategy's previous peakComparable daily metrics
| Strategy | Net return | Annualized | Volatility | Sharpe | Drawdown | OOS return | OOS Sharpe | DSR confidence | Costs | Trades |
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Latest positions
Each strategy has independent positions and cash| Strategy | Symbol | Quantity | Value | Weight |
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