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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, 4:12:59 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.

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–
117183	Asset-backed securities investing	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs individual bond prices or yield curves, which are not on disk: asset-backed securities not runnable: needs individual bond prices or yield curves, which are not on disk: asset-backed securities
117179	Asset Growth Effect Creates long-short positions of stocks based on the annual change of their total assets.	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs company fundamentals (earnings, book value, cash flow), which are not on disk: needs company fundamentals: Asset Growth Effect Creates long-short positions of stocks based on the annual change of their total assets not runnable: needs company fundamentals (earnings, book value, cash flow), which are not on disk: needs company fundamentals: Asset Growth Effect Creates long-short positions of stocks based on the annual change of their total assets
116546	Artificial neural network (variation v73)	USD	FAILED	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs a fitted forecasting model the source does not state not runnable: needs a fitted forecasting model the source does not state
116524	Are Bond Returns Predictable with Real-Time Macro Data?	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs individual bond prices or yield curves and real-time macroeconomic data vintages (not on disk): a list entry: bond returns predicted from real-time macro data not runnable: needs individual bond prices or yield curves and real-time macroeconomic data vintages (not on disk): a list entry: bond returns predicted from real-time macro data
116519	Arbitrage in the Foreign Exchange Market: Turning on the Microscope	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs currency deposit rates, which are not on disk: a list entry: covered interest arbitrage in currencies at high frequency not runnable: needs currency deposit rates, which are not on disk: a list entry: covered interest arbitrage in currencies at high frequency
115969	Any role for mean reversion in short term asset (variation v6933)	USD	not applicable	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not applicable: no tsx membership in the USD sleeve not applicable: no tsx membership in the USD sleeve
115944	Alpha combo (variation v28131)	USD	FAILED	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: the source does not give the whole rule: the paper describes combining a large number of 'alphas' by a weighting procedure and does not state the alphas not runnable: the source does not give the whole rule: the paper describes combining a large number of 'alphas' by a weighting procedure and does not state the alphas
115932	Active distressed asset investing (variation v56)	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
115930	Accrual Anomaly Decile portfolios are formed based on balance sheet based accruals and highest decile is sh...	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs company fundamentals (earnings, book value, cash flow), which are not on disk: needs company fundamentals: Accrual Anomaly Decile portfolios are formed based on balance sheet based accruals and highest decile is sh not runnable: needs company fundamentals (earnings, book value, cash flow), which are not on disk: needs company fundamentals: Accrual Anomaly Decile portfolios are formed based on balance sheet based accruals and highest decile is sh
115928	A Study Of Differences In Returns Between Large And Small Companies In Europe	USD	data not available	-	-	-	-	-	-	-	-	-	-	-	-	-	-	not runnable: needs European shares, which are not on disk: a list entry: large and small companies in Europe not runnable: needs European shares, which are not on disk: a list entry: large and small companies in Europe