Total Tested
49
Full backtests
Surviving
11
In production
Killed
38
Failed testing
Data Range
15yr
2010 – 2025
The Survivors
11 strategies with pass verdict
| Name ▾ | Sharpe ▾ | CAGR ▾ | Max DD ▾ | OOS Sharpe ▾ | WF Ratio ▾ | Verdict | QC |
|---|---|---|---|---|---|---|---|
| Harvest | 2.00 | 59.0% | -16.7% | 2.35 | 1.26 | pass | |
| Nasdaq Regime Switch | 2.02 | 124.0% | -49.8% | 0.77 | 0.32 | pass | |
| Linear Alpha Squeeze | 1.63 | 78.4% | -26.9% | 3.83 | 5.04 | pass | |
| Alpha Squeeze Macro Trend | 1.51 | 72.9% | -28.0% | 1.87 | 1.41 | pass | |
| Sentinel | 1.31 | 22.5% | -16.5% | 0.90 | 0.69 | pass | |
| Meridian | 1.28 | 26.2% | -16.0% | 1.53 | 1.20 | pass | |
| Defense Offense Edge Capture | 1.27 | 21.7% | -18.5% | — | — | pass | |
| Leveraged ETF Momentum | 1.21 | 69.0% | -53.0% | — | — | pass | |
| Meridian | 1.15 | 29.0% | -13.5% | — | — | pass | |
| High Conviction Sleeve | 1.11 | 32.6% | -24.9% | 1.19 | 1.07 | pass | |
| BTC Funding Carry | 1.03 | 51.0% | -48.0% | — | — | pass |
Close Calls
12 strategies near the threshold
These strategies showed potential but didn't pass our minimum standards for inclusion. Some came close. All are documented honestly.
| Name ▾ | Sharpe ▾ | CAGR ▾ | Max DD ▾ | Beta ▾ | Verdict | QC |
|---|---|---|---|---|---|---|
| VIX Regime Risk-On/Off | 0.99 | 24.7% | -24.6% | 0.66 | close | |
| XAUUSD Killzone Sweeps | 0.97 | 36.3% | -43.4% | 0.16 | close | |
| SP500 Relative Strength | 0.93 | 25.3% | -17.2% | 0.45 | close | |
| Mega-Cap Tech Mean Rev. | 0.92 | 37.1% | -48.3% | 1.53 | close | |
| All Weather | 0.91 | 14.3% | -22.2% | 0.21 | close | |
| VIX Regime Enhanced (P3) v1 | 0.90 | — | -34.3% | 0.34 | close | QC ↗ |
| Tech Mom Inverse Vol | 0.88 | 27.9% | -34.4% | 0.98 | close | |
| Momentum-Driven | 0.86 | 16.3% | -13.3% | — | close | |
| Monthly Macro Factor Rotation | 0.86 | 24.4% | -41.9% | 0.74 | close | |
| Intraday Regime RSI Rotation | 0.82 | 13.2% | -10.9% | — | close | |
| Low PE Value 10-Stock | 0.77 | 23.1% | -28.0% | 0.37 | close | |
| High Book-to-Market F-Score | 0.62 | 20.2% | -24.2% | 0.91 | close |
The Graveyard
25 strategies that failed testing
These are the dead. Every one was a hypothesis that looked promising enough to test. Every one produced real numbers that told us to stop. The graveyard is the price of the survivors.
| Name ▾ | Sharpe ▾ | CAGR ▾ | Max DD ▾ | Verdict | QC |
|---|---|---|---|---|---|
| VIX Regime Enhanced (P3) v2 | 0.58 | 9.3% | -17.3% | fail | QC ↗ |
| Stock Selection Fundamentals | 0.50 | 19.1% | -55.7% | fail | |
| Carry Regime (BTC+ETH) | 0.40 | 14.9% | -42.8% | fail | QC ↗ |
| Country Equity Momentum | 0.38 | 12.4% | -27.2% | fail | |
| Asset Class Momentum | 0.32 | 7.2% | -28.1% | fail | |
| Puppies of the Dow | 0.28 | 10.5% | -22.8% | fail | |
| Low-Vol Futures Risk Parity | 0.20 | -5.9% | -76.6% | fail | |
| Trend Following ETFs | 0.14 | — | — | fail | |
| Fundamental Factor L/S | 0.13 | 6.7% | -28.3% | fail | |
| Daily Donchian Breakout (XOM) | 0.13 | 6.6% | -43.0% | fail | |
| SPX 0DTE Credit Spread | 0.00 | — | — | fail | QC ↗ |
| Commodity ETF Carry-Mom L/S | 0.00 | 1.1% | -27.8% | fail | QC ↗ |
| Large-Cap Mom-Vol L/S | 0.00 | 5.1% | -20.0% | fail | |
| Sector Rotation (Local) | -0.02 | — | — | fail | |
| Global Trend Following | -0.05 | 4.8% | -17.1% | fail | |
| Systematic SPY Wheel | -0.09 | — | — | fail | |
| FX Carry | -0.12 | — | — | fail | |
| Stationary Processes Z-Scores | -0.30 | -15.6% | -52.5% | fail | |
| Systematic 10D 30 SPY Puts | -0.38 | — | — | fail | |
| SPX Put VRP Harvest | -0.41 | — | — | fail | |
| VIX Z-Score Straddle MR | -0.69 | 2.4% | -5.1% | fail | |
| Trend Following Futures | -0.78 | — | — | fail | |
| Regime Gated ETF Mean Rev. | -1.21 | -39.8% | -45.2% | fail | |
| Vol Selling SPY Puts | -1.67 | — | — | fail | |
| Volatility Risk Premium | -10.88 | — | — | fail |
Flagged
1 strategy with data issues
| Name | Sharpe | CAGR | Max DD | Verdict |
|---|---|---|---|---|
| Cross-Venue Crypto Arb | 2.40 | 9.3% | -1.1% | bug |
This is the full record. 49 strategies tested over 15 years of market data. The dead prove the living work. The graveyard is not a failure — it is the cost of a process that actually works.