CAGR
Sharpe
Max DD
vs SPY
Beta

Investment
Strategies

Backtested quantitative strategies built on real stock returns. Compare risk, return & regime performance.

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Regime determines how strategies allocate. Risk On = full equity exposure, momentum favored. Defensive = hedged positions, quality & low-vol tilted. Crisis = max cash, only inverse/hedge active.

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Strategy Top Holdings CAGR Sharpe Sortino Max DD Vol Win Rate Calmar Beta vs SPY 1M 3M 12M
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Backtest results are hypothetical and do not represent actual trading. Past performance does not guarantee future results. IPO-date filtering applied to reduce survivorship bias. Transaction costs and slippage are not included. Monthly rebalancing, equal-weight positions, universe of ~1530 US large/mid-cap stocks (2021–2026).