AI QuantAll research examples

Backtested research examples

Shared strategy research

Selected strategy research outputs generated and backtested in AI Quant Forge. Each shows the artifacts users receive: a strategy card, metrics, and a return curve.

Weekly-Daily Trend Alignment Momentum for US Large-Cap Stocks

MULTI_TIMEFRAME_TREND_MOMENTUM
Sharpe 0.79Return 31.8%DD -11.0%

FEDFUNDS Low-Rate Gated Time-Series Momentum on Large-Cap US Stocks

MACRO_GATED_TIME_SERIES_MOMENTUM
Sharpe 0.69Return 52.8%DD -20.9%

Weekly-Daily Trend Alignment Momentum for US Large-Cap Stocks

MULTI_TIMEFRAME_TREND_MOMENTUM
Sharpe 0.70Return 30.8%DD -11.9%

Hybrid Overnight Momentum with Intraday Extension Fade

HYBRID_OVERNIGHT_INTRADAY
Sharpe 0.86Return 38.1%DD -11.3%

Breadth-Aware Sector-Neutral Quality Momentum Long/Short Top 500 US Stocks

BREADTH_AWARE_QUALITY_MOMENTUM_LS
Sharpe 0.71Return 28.4%DD -21.3%

Regime-Adaptive Relative Momentum on Top 100 Most Traded U.S. Stocks

REGIME_ADAPTIVE_RELATIVE_MOMENTUM
Sharpe 1.08Return 46.4%DD -13.2%

Time-Series Momentum w/ Trend Filter + Volatility/Drawdown Crash Protection (US Stocks)

TSM_TREND_CRASH_PROTECTED
Sharpe 0.73Return 65.5%DD -25.5%

Correlation-Breakdown Momentum Crash Defender (Winners Crowding Trigger + Defensive Rotation)

MOMENTUM_CRASH_CORR_ROTATION
Sharpe 0.78Return 53.0%DD -21.7%

Sector Relative Strength Rotation (3/6/12m vs SPY)

SECTOR_MOMENTUM
Sharpe 0.72Return 55.7%DD -26.0%

Backtests are historical simulations for research purposes only. They are not investment advice and do not guarantee future performance.