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, 6:02:12 a.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.

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RunStrategyMarketStatusCAGRSortino ▲Max DDCalmarGradeEvidenceOutlookWorst FallRisk IndexProtectionFitWithdrawal AloneLift Over IndexMost SimilarReason
clear
all
USD
all
all
all
118258Bull put spread (variation v116)USDdata not available--------------
not runnable: needs option chains, which are not on disk

not runnable: needs option chains, which are not on disk

118256Bull put ladder (variation v115)USDdata not available--------------
not runnable: needs option chains, which are not on disk

not runnable: needs option chains, which are not on disk

118254Bull call spread (variation v114)USDdata not available--------------
not runnable: needs option chains, which are not on disk

not runnable: needs option chains, which are not on disk

118252Bull call ladder (variation v113)USDdata not available--------------
not runnable: needs option chains, which are not on disk

not runnable: needs option chains, which are not on disk

118177Breakout Stocks (variation v6965)USDnot applicable--------------
not applicable: no tsx membership in the USD sleeve

not applicable: no tsx membership in the USD sleeve

118039Box spreadUSDdata not available--------------
not runnable: needs option chains, which are not on disk

not runnable: needs option chains, which are not on disk

118037Bottom-up investingUSDdata 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

118035Book-to-Market Value Anomaly Quintile portfolios are formed based on the Book-to-Market ratio and the highe...USDdata not available--------------
not runnable: needs company fundamentals (earnings, book value, cash flow), which are not on disk: needs company fundamentals: Book-to-Market Value Anomaly Quintile portfolios are formed based on the Book-to-Market ratio and the highe

not runnable: needs company fundamentals (earnings, book value, cash flow), which are not on disk: needs company fundamentals: Book-to-Market Value Anomaly Quintile portfolios are formed based on the Book-to-Market ratio and the highe

117999Bollinger Band Squeeze Trading Strategy (variation v6954)USDnot applicable--------------
not applicable: no tsx membership in the USD sleeve

not applicable: no tsx membership in the USD sleeve

117674Big Green SnowflakesUSDdata not available--------------
not runnable: needs company fundamentals (earnings, book value, cash flow) (not on disk): the selection is a screen or rank on company accounts (earnings, book value, cash flow, margins, dividends paid)

not runnable: needs company fundamentals (earnings, book value, cash flow) (not on disk): the selection is a screen or rank on company accounts (earnings, book value, cash flow, margins, dividends paid)

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