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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, 3:09:46 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–
120287	Currency arbitrage	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs currency deposit rates, which are not on disk not runnable: needs currency deposit rates, which are not on disk
120219	Crush spread	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs futures curves or roll data, which are not on disk not runnable: needs futures curves or roll data, which are not on disk
120215	Crude Oil Strategy (variation v28154)	USD	FAILED	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: the source withholds the rule: the article sends the reader to its membership page for the rules - QuantifiedStrategies (crude-oil-and-us-dollar-trading-strategy, read 2026-09-23) sends the article to its membership page not runnable: the source withholds the rule: the article sends the reader to its membership page for the rules - QuantifiedStrategies (crude-oil-and-us-dollar-trading-strategy, read 2026-09-23) sends the article to its membership page
120207	Cross-border tax arbitrage with options (variation v28152)	USD	FAILED	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: the source does not give the whole rule: a tax or account decision with no entry or exit rule to test not runnable: the source does not give the whole rule: a tax or account decision with no entry or exit rule to test
120203	Cross-border tax arbitrage (variation v28151)	USD	FAILED	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: the source does not give the whole rule: a tax or account decision with no entry or exit rule to test not runnable: the source does not give the whole rule: a tax or account decision with no entry or exit rule to test
120199	Cross hedging (variation v183)	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs futures curves or roll data, which are not on disk not runnable: needs futures curves or roll data, which are not on disk
120194	Credit spread	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
120191	Credit Arbitrage	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs individual bond prices or yield curves, which are not on disk: relative value between corporate credit instruments: individual bonds and credit derivatives not runnable: needs individual bond prices or yield curves, which are not on disk: relative value between corporate credit instruments: individual bonds and credit derivatives
120183	Covered straddle	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs option chains, which are not on disk not runnable: needs option chains, which are not on disk
120180	Covered short strangle (variation v177)	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs option chains, which are not on disk not runnable: needs option chains, which are not on disk