| Strategy Name | Cumulative Return | Annualized Return | Annualized Volatility | Sharpe Ratio | Maximum Drawdown | Backtest Date | Action |
|---|---|---|---|---|---|---|---|
| LethargicAssetAllocation | 122.50% | 14.92% | 10.90% | 1.37 | -19.64% | 2026-02-04 | Details |
| SectorDisconnect | 132.07% | 15.77% | 11.76% | 1.34 | -14.88% | 2026-02-04 | Details |
| TimeSeriesReversal | 137.28% | 16.21% | 12.74% | 1.27 | -18.76% | 2026-02-04 | Details |
| BoldAssetAllocation | 93.67% | 12.18% | 9.66% | 1.26 | -12.55% | 2026-02-04 | Details |
| SectorRotationCreditValue | 155.85% | 17.75% | 14.32% | 1.24 | -15.83% | 2026-02-04 | Details |
| CompositeMomentum | 104.64% | 13.26% | 10.71% | 1.24 | -11.90% | 2026-02-04 | Details |
| AdaptiveAssetAllocation | 117.91% | 14.51% | 11.83% | 1.23 | -12.09% | 2026-02-04 | Details |
| JanuaryBarometer | 125.73% | 15.21% | 12.56% | 1.21 | -18.76% | 2026-02-04 | Details |
| MomentumScore | 111.29% | 13.89% | 11.94% | 1.16 | -27.16% | 2026-02-04 | Details |
| SectorETFSeasonality | 191.29% | 20.43% | 18.09% | 1.13 | -19.10% | 2026-02-04 | Details |
| VolatilityWeightedReversal_MaxETF | 65.60% | 9.17% | 8.18% | 1.12 | -9.29% | 2026-02-04 | Details |
| DynamicCommodityHedge | 102.03% | 13.01% | 11.62% | 1.12 | -19.14% | 2026-02-04 | Details |
| GoldOilRatio | 332.00% | 28.98% | 26.08% | 1.11 | -35.37% | 2026-02-04 | Details |
| PAAM | 123.25% | 14.99% | 13.59% | 1.10 | -19.90% | 2026-02-04 | Details |
| StockTradingRuleReturnsRisk | 164.25% | 18.41% | 16.74% | 1.10 | -24.50% | 2026-02-04 | Details |
| MomentumFactorEffectinCountryEquityIndexes | 164.35% | 18.42% | 17.01% | 1.08 | -26.29% | 2026-02-04 | Details |
| EnhancedETFSectorMomentum | 189.32% | 20.29% | 19.04% | 1.07 | -21.79% | 2026-02-04 | Details |
| InverseVolatilityETF | 72.67% | 9.96% | 9.51% | 1.05 | -16.71% | 2026-02-04 | Details |
| DefensiveAssetAllocation | 84.08% | 11.19% | 10.84% | 1.03 | -17.69% | 2026-02-04 | Details |
| MarketBreadthMomentum | 97.25% | 12.54% | 12.16% | 1.03 | -14.59% | 2026-02-04 | Details |
| MultiAssetRotation | 54.53% | 7.86% | 7.66% | 1.03 | -10.06% | 2026-02-04 | Details |
| CountryMomentumStrategy | 162.76% | 18.29% | 17.85% | 1.03 | -27.19% | 2026-02-04 | Details |
| AssetClassMomentum | 105.45% | 13.34% | 13.74% | 0.97 | -18.90% | 2026-02-04 | Details |
| SectorMomentum | 166.34% | 18.57% | 19.38% | 0.96 | -21.93% | 2026-02-04 | Details |
| CompositeDualMomentum | 53.89% | 7.78% | 8.17% | 0.95 | -12.98% | 2026-02-04 | Details |
| ConsumerSentiment | 136.31% | 16.13% | 17.01% | 0.95 | -24.50% | 2026-02-04 | Details |
| GlobalMacroETFStrategy | 60.00% | 8.52% | 9.05% | 0.94 | -16.46% | 2026-02-04 | Details |
| AntifragileAssetAllocation | 83.33% | 11.12% | 11.97% | 0.93 | -17.90% | 2026-02-04 | Details |
| PowerLaw | 127.02% | 15.32% | 16.74% | 0.92 | -21.57% | 2026-02-04 | Details |
| LeveragedEtfPortfolioOptimizer | 65.27% | 9.13% | 10.16% | 0.90 | -9.25% | 2026-02-04 | Details |
| RAA | 71.85% | 9.87% | 11.09% | 0.89 | -23.88% | 2026-02-04 | Details |
| Momentum | 94.12% | 12.23% | 13.87% | 0.88 | -21.17% | 2026-02-04 | Details |
| PairedSwitching | 83.79% | 11.16% | 13.01% | 0.86 | -25.00% | 2026-02-04 | Details |
| ProtectiveAssetAllocation | 49.75% | 7.27% | 8.54% | 0.85 | -13.19% | 2026-02-04 | Details |
| VIXContrarian | 110.10% | 13.78% | 16.40% | 0.84 | -24.50% | 2026-02-04 | Details |
| VolatilityParityMomentum | 82.37% | 11.01% | 13.28% | 0.83 | -26.25% | 2026-02-04 | Details |
| CountryETFSeasonality | 113.36% | 14.09% | 17.57% | 0.80 | -28.40% | 2026-02-04 | Details |
| SkewnessEffectStrategy | 78.28% | 10.58% | 13.70% | 0.77 | -22.32% | 2026-02-04 | Details |
| RiskParity | 30.36% | 4.72% | 6.38% | 0.74 | -10.43% | 2026-02-04 | Details |
| RefinedMomentum | 86.11% | 11.41% | 15.50% | 0.74 | -20.35% | 2026-02-04 | Details |
| GeneralizedMomentumFlexibleAssetAllocation | 44.08% | 6.56% | 8.92% | 0.74 | -13.29% | 2026-02-04 | Details |
| TrendFollowing | 68.34% | 9.48% | 15.04% | 0.63 | -29.84% | 2026-02-04 | Details |
| OptimalizedSubportfolioMomentum | 25.55% | 4.04% | 6.41% | 0.63 | -12.94% | 2026-02-04 | Details |
| DynamicCrudeOil | 53.27% | 7.71% | 12.66% | 0.61 | -20.01% | 2026-02-04 | Details |
| PayDayCycle | 40.07% | 6.03% | 11.89% | 0.51 | -30.36% | 2026-02-04 | Details |
| RidingIndustryBubbles | 34.98% | 5.35% | 10.63% | 0.50 | -30.72% | 2026-02-04 | Details |
| USvsEM_Momentum | 44.73% | 6.64% | 14.26% | 0.47 | -18.41% | 2026-02-04 | Details |
| AdaptiveMAMarketTiming | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 2026-02-04 | Details |
| Strategy Name | Cumulative Return | Annualized Return | Annualized Volatility | Sharpe Ratio | Maximum Drawdown | Backtest Date | Action |
|---|---|---|---|---|---|---|---|
| PROFITABILITY_VALUE | 887.95% | 48.93% | 16.31% | 3.00 | -29.22% | 2026-02-04 | Details |
| NET_CURRENT_ASSET_VALUE | 1,427.73% | 60.66% | 31.61% | 1.92 | -35.76% | 2026-02-04 | Details |
| CASH_BASED_OPERATING_PROFITABILITY | 568.31% | 39.14% | 25.30% | 1.55 | -42.72% | 2026-02-04 | Details |
| VOLATILITY_TIMING | 335.40% | 29.15% | 19.18% | 1.52 | -18.34% | 2026-02-04 | Details |
| HUANG_ANOMALY_CHASER_MONTHLY | 455.77% | 34.75% | 23.33% | 1.49 | -28.21% | 2026-02-04 | Details |
| JANUARY_EFFECT | 251.18% | 24.41% | 17.18% | 1.42 | -22.10% | 2026-02-04 | Details |
| JANUARY_BAROMETER | 209.94% | 21.74% | 15.41% | 1.41 | -20.65% | 2026-02-04 | Details |
| THE_CONSERVATIVE_FORMULA | 196.56% | 20.81% | 16.15% | 1.29 | -18.31% | 2026-02-04 | Details |
| SectorNeutral | 164.17% | 18.40% | 14.34% | 1.28 | -16.01% | 2026-02-04 | Details |
| PIOTROSKI_F_SCORE | 203.58% | 21.30% | 17.08% | 1.25 | -17.95% | 2026-02-04 | Details |
| MULTI_FACTOR_OPTIMIZATION | 288.79% | 26.63% | 21.60% | 1.23 | -30.36% | 2026-02-04 | Details |
| SYSTEMATIC_CONVEXITY | 234.51% | 23.36% | 19.56% | 1.19 | -21.41% | 2026-02-04 | Details |
| HALLOWEEN_CAPE | 202.80% | 21.25% | 17.80% | 1.19 | -24.50% | 2026-02-04 | Details |
| TREND_FOLLOWING_ATH | 161.55% | 18.20% | 15.25% | 1.19 | -19.09% | 2026-02-04 | Details |
| LIQUIDITY_STYLE | 155.89% | 17.75% | 15.01% | 1.18 | -16.58% | 2026-02-04 | Details |
| DIVIDEND_MONTH_ANOMALY | 201.84% | 21.18% | 18.08% | 1.17 | -18.98% | 2026-02-04 | Details |
| MOMENTUM_RSI | 173.09% | 19.09% | 16.59% | 1.15 | -18.71% | 2026-02-04 | Details |
| MARKET_TIMING_ACCRUALS | 159.91% | 18.07% | 15.80% | 1.14 | -21.46% | 2026-02-04 | Details |
| CASH_HEDGED_MOMENTUM | 235.13% | 23.40% | 21.06% | 1.11 | -17.91% | 2026-02-04 | Details |
| VALUE_UNPROFITABLE | 188.94% | 20.26% | 18.32% | 1.11 | -27.68% | 2026-02-04 | Details |
| LOW_VOLATILITY | 112.87% | 14.04% | 12.88% | 1.09 | -13.27% | 2026-02-04 | Details |
| NON_DIVIDEND_MOMENTUM | 702.67% | 43.65% | 40.59% | 1.08 | -55.82% | 2026-02-04 | Details |
| SECTOR_LOW_VOLATILITY | 91.82% | 11.99% | 11.35% | 1.06 | -11.13% | 2026-02-04 | Details |
| NET_PAYOUT_YIELD_EFFECT | 171.66% | 18.98% | 18.69% | 1.02 | -18.74% | 2026-02-04 | Details |
| EARNINGS_ANNOUNCEMENT_JUMP | 190.87% | 20.40% | 20.40% | 1.00 | -28.75% | 2026-02-04 | Details |
| STANDARDIZED_UNEXPECTED_EARNINGS | 230.24% | 23.09% | 23.61% | 0.98 | -33.18% | 2026-02-04 | Details |
| AGGREGATE_ACCRUALS | 131.78% | 15.74% | 16.69% | 0.94 | -24.50% | 2026-02-04 | Details |
| RELATIVE_MAXIMA_MINIMA | 73.97% | 10.11% | 10.90% | 0.93 | -18.76% | 2026-02-04 | Details |
| MOMENTUM_VOLATILITY_GUO | 120.44% | 14.73% | 16.29% | 0.90 | -24.50% | 2026-02-04 | Details |
| SWITCHING_VALUE_MOMENTUM | 179.25% | 19.55% | 21.69% | 0.90 | -32.57% | 2026-02-04 | Details |
| DYNAMIC_CALIBRATED_GEARBOX | 224.11% | 22.69% | 28.08% | 0.81 | -40.50% | 2026-02-04 | Details |
| CATCHING_FALLING_KNIFE | 228.20% | 22.96% | 31.75% | 0.72 | -49.56% | 2026-02-04 | Details |
| MOMENTUM_LOTTERY | 35.03% | 5.36% | 12.18% | 0.44 | -17.11% | 2026-02-04 | Details |
| QUALITY_FACTOR | 58.49% | 8.34% | 21.22% | 0.39 | -49.23% | 2026-02-04 | Details |
| SWITCHING_SHORT_LONG_MOMENTUM | 268.58% | 25.46% | 66.97% | 0.38 | -63.48% | 2026-02-04 | Details |