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Runs · 52354 match the filters

RUNNING 11 · DONE 36823 · FAILED 14857 · not applicable 663 (a market the rule names nothing for) · read at 2026-11-04, 4:18:49 p.m. · CAGR, Sortino, max drawdown and Calmar (CAGR / max drawdown) · grade: the evidence of an edge (A strong, B supports, C unproven, D against, with the steps between; hover for why) · what is running stays on top

Ratings (STRATEGY-RATINGS-2.md): every figure is hypothetical, a backtest of a published rule. The results include commissions and leave out the spread, market impact and taxes; that overstates them. Each run is rated in its own market, against that market's index (buy-and-hold SPY in USD), a bond fund run and what cash earned, with no total and no rank. Evidence (the grade): is there an edge since the rule was published. Outlook: a projection of its return a year. Risk: the worst fall and the risk index. Protection: what it did in the index's worst months. Fit: what a fifth of it adds to an index holding at the index's risk. Hover a header for what it is; sort or filter by the ones you need. Rated 2026-10-16 19:30 (rating pass 8); behind what they rate: 270 run(s) not rated as they now are.

Run	Strategy	Market	Status	CAGR	Sortino ▲	Max DD	Calmar	Grade	Evidence	Outlook	Worst Fall	Risk Index	Protection	Fit	Withdrawal Alone	Lift Over Index	Most Similar	Reason
clear	all publishedsubmitted	USD CADUSD	all DONERUNNINGFAILEDnot applicabledata not available					all ABCD–	all supportedinconclusivecontradictedunmeasured–
120447	Distress risk puzzle - risk management (variation v221)	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs individual bond prices or yield curves, which are not on disk not runnable: needs individual bond prices or yield curves, which are not on disk
120445	Distress risk puzzle (variation v220)	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs individual bond prices or yield curves, which are not on disk not runnable: needs individual bond prices or yield curves, which are not on disk
120441	Dispersion trading - portfolio subset (variation v219)	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs option chains, which are not on disk not runnable: needs option chains, which are not on disk
120356	Diagonal spread	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs option chains, which are not on disk: a diagonal spread is options of two strikes and expirations not runnable: needs option chains, which are not on disk: a diagonal spread is options of two strikes and expirations
120353	Diagonal put spread (variation v213)	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs option chains, which are not on disk not runnable: needs option chains, which are not on disk
120348	Diagonal call spread (variation v212)	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs option chains, which are not on disk not runnable: needs option chains, which are not on disk
120345	Delta-gamma hedging	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs option chains, which are not on disk not runnable: needs option chains, which are not on disk
120340	Delta hedging	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs option chains, which are not on disk not runnable: needs option chains, which are not on disk
120318	Debit spread	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs option chains, which are not on disk not runnable: needs option chains, which are not on disk
120297	CVR3 VIX Market Timing	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs the VIX's daily open, high and low, which is not on disk; needs intraday bars (orders that fill inside a day's bar), and the tape is daily: the strategy's own page (linked from the list) needs the VIX's low above its 10-day average and its close below its open; a series holds one value a day. The stop is the VIX crossing an average inside the day not runnable: needs the VIX's daily open, high and low, which is not on disk; needs intraday bars (orders that fill inside a day's bar), and the tape is daily: the strategy's own page (linked from the list) needs the VIX's low above its 10-day average and its close below its open; a series holds one value a day. The stop is the VIX crossing an average inside the day