Common-universe comparison — 24 stocks
Mode Historical backtestExecution Simulation onlyCapital USD 100,000 / strategy

Performance rebased to 100

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Drawdowns

Loss from each strategy's previous peak

Comparable daily metrics

StrategyNet returnAnnualizedVolatilitySharpeDrawdownOOS returnOOS SharpeDSR confidenceCostsTrades

Latest positions

Each strategy has independent positions and cash
StrategySymbolQuantityValueWeight

Traceability and limitations

HISTORICAL BACKTEST ≠ FORWARD TEST ≠ IBKR PAPER