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.

Industry and Quantile Adaptive NCFO Event Long/Short Strategy

FUNDAMENTAL_NCFO_EVENT_LS

Sharpe 0.60Return 30.3%DD -10.9%

Aggregate ESG Sentiment Deterioration Volatility-Confirmed Risk-Off ETF Rotation

ESG_SENTIMENT_VOL_REGIME_ROTATION

Sharpe 0.60Return 54.3%DD -36.5%

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%

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

SECTOR_MOMENTUM

Sharpe 0.72Return 55.7%DD -26.0%

Macro Regime Sector Rotation (Top 500 Most Traded US Stocks)

MACRO_DRIVEN

Sharpe 0.81Return 113.0%DD -43.5%

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