Every strategy is an entry-and-exit logic tested across hundreds of markets and timeframes. The figures below are from the backtest on the strategy's own market — the good and the bad together.
Past performance does not guarantee future results. These strategies are provided for educational and research purposes only and do not constitute financial or investment advice. Trading financial markets carries substantial risk and may result in the total loss of your capital. You are solely responsible for any trading decision you make.
| Mark | Performance | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
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| Cleared bar 1USDNOK · 5m |
| GBPAUD |
| 5m |
| 906 |
| 2.60 |
| −1.6% |
| +39% |
| 5 years |
amihud_illiq_ratiorocz_score | Cleared bar 1USDNOK · 15m | AUDUSD | 5m | 1,017 | 2.18 | −3.0% | +34% |
signed_jump_variation | Cleared bar 1EURSEK · 15m | GBPAUD | 30m | 181 | 2.10 | −5.8% | +38% |
return_own_pctranksma | Cleared bar 1AUDNZD · 30m | CHFJPY | 30m | 829 | 2.08 | −7.2% | +124% |
kalman_innovation_zreturn_autocorrelationz_score | Cleared bar 1EURSEK · 30m | USDNOK | 15m | 1,103 | 1.96 | −30.1% | +444% |
amihud_illiq_ratio | Cleared bar 1USDNOK · 30m | GBPCAD | 5m | 1,485 | 1.92 | −4.5% | +93% |
historical_volatilityrsi | Cleared bar 1CHFJPY · 30m | SPY | 1d | 144 | 1.91 | −14.4% | +96% |
z_scorervol | Cleared bar 1CHFJPY · 30m | SPY | 1d | 159 | 1.85 | −23.1% | +139% |
z_score | Cleared bar 1GBPCAD · 30m | ^GSPC | 1d | 138 | 1.83 | −42.5% | +185% |
signed_jump_variation | Cleared bar 1EURSEK · 15m | CHFJPY | 30m | 356 | 1.78 | −8.2% | +65% |