Runs · 52354 match the filters

RUNNING 11 · DONE 36823 · FAILED 14857 · not applicable 663 (a market the rule names nothing for) · read at 2026-11-01, 1:04:48 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.

« first ‹ prev rows 52351–52354 of 52354 · page 5236 of 5236 next › last » · per page 10 25 50 100

RunStrategyMarketStatusCAGRSortino ▼Max DDCalmarGradeEvidenceOutlookWorst FallRisk IndexProtectionFitWithdrawal AloneLift Over IndexMost SimilarReason
clear
all
USD
all
all
all
115926Stocks above their 200-day average: the 50 with the best 12-month return, monthly (variation v6921)USDnot applicable--------------
not applicable: no tsx membership in the USD sleeve

not applicable: no tsx membership in the USD sleeve

115923130-30 strategy (variation v6910)USDnot applicable--------------
not applicable: no tsx membership in the USD sleeve

not applicable: no tsx membership in the USD sleeve

11592012 Month Cycle in Cross-Section of Stocks Returns Reviews the returns from last January, going long on the ... (variation v6898)USDnot applicable--------------
not applicable: no tsx membership in the USD sleeve

not applicable: no tsx membership in the USD sleeve

115916buy-and-hold XIUUSDnot applicable--------------
not applicable: XIU is an instrument of the CAD sleeve

not applicable: XIU is an instrument of the CAD sleeve

« first ‹ prev rows 52351–52354 of 52354 · page 5236 of 5236 next › last » · per page 10 25 50 100