Backtested research example
Correlation-Breakdown Momentum Crash Defender (Winners Crowding Trigger + Defensive Rotation)
MOMENTUM_CRASH_CORR_ROTATIONmomentummomentum-crashregime-detectioncorrelation-breakdowncrowdingdefensive-rotationweekly-rebalanceus-stocks
🗓 Backtest period: 2018-01-01..2023-01-01
StartTotal 62.3%End
Max DD -20.4%
Backtest metrics
- Sharpe
- 0.78
- Total Return
- 53.0%
- Max Drawdown
- -21.7%
- CAGR
- 8.9%
- Volatility
- 13.6%
- Trades
- 10,249
Strategy Card
No research card summary is available for this strategy yet.
Backtests are historical simulations for research purposes only. They are not investment advice and do not guarantee future performance.