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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, 12:30:25 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–
118634	Channel (variation v6996)	USD	not applicable	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not applicable: no tsx membership in the USD sleeve not applicable: no tsx membership in the USD sleeve
118502	CDS basis arbitrage (variation v144)	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
118500	CDO curve trade (variation v28148)	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs individual bond prices or yield curves, which are not on disk: a credit derivatives trade: needs credit default swap and CDO tranche quotes not runnable: needs individual bond prices or yield curves, which are not on disk: a credit derivatives trade: needs credit default swap and CDO tranche quotes
118486	Cash-secured put selling	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs option chains, which are not on disk: selling cash-secured puts not runnable: needs option chains, which are not on disk: selling cash-secured puts
118484	Cash-and-carry arbitrage (variation v17)	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
118482	Carry, senior/mezzanine - index hedge (variation v28146)	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs currency deposit rates, which are not on disk: a credit derivatives trade: needs credit default swap and CDO tranche quotes not runnable: needs currency deposit rates, which are not on disk: a credit derivatives trade: needs credit default swap and CDO tranche quotes
118480	Carry, equity tranche - index hedge (variation v28145)	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs currency deposit rates, which are not on disk: a credit derivatives trade: needs credit default swap and CDO tranche quotes not runnable: needs currency deposit rates, which are not on disk: a credit derivatives trade: needs credit default swap and CDO tranche quotes
118474	Carry factor (fixed income) (variation v137)	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs company fundamentals (earnings, book value, cash flow), which are not on disk not runnable: needs company fundamentals (earnings, book value, cash flow), which are not on disk
118472	Carry - tranche hedge (variation v28144)	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs currency deposit rates, which are not on disk: a credit derivatives trade: needs credit default swap and CDO tranche quotes not runnable: needs currency deposit rates, which are not on disk: a credit derivatives trade: needs credit default swap and CDO tranche quotes
118470	Carry - CDS hedge (variation v28143)	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs currency deposit rates, which are not on disk: a credit derivatives trade: needs credit default swap and CDO tranche quotes not runnable: needs currency deposit rates, which are not on disk: a credit derivatives trade: needs credit default swap and CDO tranche quotes