Research archive / Simulated results
Backtests, in context.
A transparent record of strategy simulations. Explore the results, understand the assumptions, and look beyond the headline numbers.
Simulation, not a forecast. Backtests are hypothetical and do not represent live performance. Past results do not guarantee future returns.
The archive
Published runs
Each run includes its assumptions, methodology and observed history.
| Run / observed period | |||||
|---|---|---|---|---|---|
| Reviewed public title Jan 29, 2010 – Sep 12, 2025 | 195% | 7% | -25% | 0.69 | 11% |