Cordamente

Systematic trading

2
Strategies
Equities · Futures
Assets
Strategies

Core · Real capital

Long TermReal capital (on/off)

Growth Equities

US growth equities

Backtest · 2003–2026
CAGR
24.3%
Sharpe
0.77
Max DD
−28.9%
Validated
2003–2026
Tunings
2
CAGR range
13–24%

Intraday · Real capital

IntradayReal capital

Intraday Breakout

Nasdaq futures, intraday

Backtest · 2020–2026
CAGR
33.1%
Sharpe
1.18
Max DD
−15.5%

Validated 2015–2026

NQ / ES futuresOpen →︎