Strategies — 47441 · 29580 match the filters

CAGR, Sortino, max drawdown and Calmar (CAGR / max drawdown) of each strategy's DONE run, and its grade (A strong, B supports, C unproven, D against, with the steps between; hover for why)

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.

Id ▲	Name	Market	Status	CAGR	Sortino	Max DD	Calmar	Grade	Evidence	Outlook	Worst Fall	Risk Index	Protection	Fit	Withdrawal Alone	Lift Over Index	Most Similar	Source	Rules
	clear	USD CADUSD	DONE DONERUNNINGFAILEDnot applicabledata not available–					all ABCD–	all supportedinconclusivecontradictedunmeasured–									all publishedsubmitted
2	buy-and-hold SPY	USD	DONE	11.42%	0.959	55.11%	0.207	C	inconclusive	A 11.72%	55.11%	1.00	D 100%	neutral +0.00%	4.83%	+0.00%	1.000	https://www.ssga.com/us/en/intermediary/etfs/spdr-sp-500-etf-trust-spy	`--only buy_and_hold --symbol SPY` `--only buy_and_hold --symbol SPY`
3	100% equities strategy · 23 variations	USD	DONE	11.40%	0.958	55.11%	0.207	C	unmeasured	A 11.72%	55.11%	1.00	F 100%	neutral +0.00%	4.83%	-0.00%	1.000	https://www.investopedia.com/investing-strategies-4689647	`--roster universe --names 'USD=SPY' --fixed 1 --every once` `--roster universe --names 'USD=SPY' --fixed 1 --every once`
5	12 Month Cycle in Cross-Section of Stocks Returns Reviews the returns from last January, going long on the ... · 12 variations	USD	DONE	-6.82%	-0.393	87.49%	-0.078	D	contradicted	D 0.70%	87.49%	1.60	D 93%	detracts -1.77%	0.74%	-0.80%	1.000	https://www.quantconnect.com/docs/v2/writing-algorithms/strategy-library	`--roster universe --select season:10 --hold 50 --every M` `--roster universe --select season:10 --hold 50 --every M` Note: same calendar month's return over 10 years (Heston-Sadka)
6	130-30 strategy · 11 variations	USD	DONE	4.72%	0.434	81.87%	0.058	C	unmeasured	C 5.73%	81.87%	2.06	D 81%	detracts -0.85%	1.15%	-0.42%	0.944	https://www.investopedia.com/investing-strategies-4689647	`--roster universe --select ret:252:21 --side ls --gross 1.3:0.3 --hold 50 --every M` `--roster universe --select ret:252:21 --side ls --gross 1.3:0.3 --hold 50 --every M` Note: 130% long the top 50, 30% short the bottom 50; guess: ranked by 12-1 momentum and rebalanced monthly (the entry states neither)
8	Stocks above their 200-day average: the 50 with the best 12-month return, monthly · 12 variations	USD	DONE	-0.35%	0.142	78.99%	-0.004	C new	unmeasured	C 3.14%	78.99%	1.82	D 89%	detracts -1.22%	1.15%	-0.47%	0.981	https://www.quantifiedstrategies.com/trading-strategies-free/	`--roster universe --select ret:252 --filter sma:200>0 --hold 50 --every M` `--roster universe --select ret:252 --filter sma:200>0 --hold 50 --every M` Note: guess
12	5-Day Low Trading Strategy · 17 variations	USD	DONE	3.57%	0.488	41.17%	0.087	C new	unmeasured	C 4.86%	41.17%	0.65	C 58%	neutral -0.29%	2.95%	-0.24%	1.000	https://www.quantifiedstrategies.com/trading-strategies-free/	`--roster universe --names 'USD=SPY' --select -low:5 --min -0.0001 --exit prevhigh>0 --hold 1 --every D` `--roster universe --names 'USD=SPY' --select -low:5 --min -0.0001 --exit prevhigh>0 --hold 1 --every D` Note: buy a 5-day closing low, sell a close above yesterday's high
13	90-10 strategy · 3 variations	USD	DONE	9.64%	0.922	50.15%	0.192	C	unmeasured	B 10.07%	50.15%	0.90	D 89%	neutral -0.08%	4.55%	-0.07%	1.000	https://www.investopedia.com/investing-strategies-4689647	`--roster universe --names 'USD=SPY,SHY' --fixed 0.9,0.1 --every Y` `--roster universe --names 'USD=SPY,SHY' --fixed 0.9,0.1 --every Y` Note: 90% index fund, 10% short-term government bonds
14	A Mean Reversion Strategy for Semiconductors	USD	DONE	5.57%	0.613	28.08%	0.198	C new	unmeasured	C 4.79%	28.08%	1.22	C 48%	neutral -0.13%	2.77%	+0.02%	0.602	https://www.quantifiedstrategies.com/trading-strategies-free/	`--roster universe --names 'USD=SMH' --select -ibs --min -0.2 --exit ibs>0.8 --hold 1 --every D` `--roster universe --names 'USD=SMH' --select -ibs --min -0.2 --exit ibs>0.8 --hold 1 --every D` Note: guess: IBS on the semiconductor fund
15	A Risk Based Approach to Tactical Asset Allocation · 5 variations	USD	DONE	4.11%	0.963	13.40%	0.307	D	contradicted	C 4.07%	13.40%	0.36	B 19%	neutral +0.06%	3.46%	-0.01%	1.000	https://github.com/paperswithbacktest/awesome-systematic-trading	`--roster universe --names 'USD=SPY,EFA,IEF,VNQ,DBC' --select const --filter sma:210>0 --hold 5 --weight invvol:63 --every M` `--roster universe --names 'USD=SPY,EFA,IEF,VNQ,DBC' --select const --filter sma:210>0 --hold 5 --weight invvol:63 --every M`
16	A Simple Stock Market Rotation Strategy · 47 variations	USD	DONE	12.34%	0.930	47.27%	0.261	C new	unmeasured	A 12.17%	47.27%	1.19	F 104%	neutral -0.06%	4.83%	+0.17%	0.918	https://www.quantifiedstrategies.com/trading-strategies-free/	`--roster universe --names 'USD=SPY,QQQ,IWM' --select ret:21 --hold 1 --every M` `--roster universe --names 'USD=SPY,QQQ,IWM' --select ret:21 --hold 1 --every M` Note: guess: best 1-month index fund