Systematic strategies traded in real time — $10,000 each, tracked every trading day. Growth on a log scale; hover any chart for portfolio values.
Every line rebased to $10,000 at the start of 2026. Click a legend entry to hide or show a line (applies to both charts). Click a table column to sort.
Every trading day this entire site — including the machine-readable signals — is committed to a public GitHub repository. Git history makes the timestamps immutable: a signal cannot be inserted or altered after the fact.
data/signals_latest.json from any past commit: positions and trades of that day, per strategy.Value current worth of $10,000 invested at the
window start · Total × growth multiple · CAGR annualised
return · Sharpe risk-adjusted return · Max DD deepest
peak-to-trough loss · Martin return / ulcer (drawdown-adjusted) ·
Ulcer drawdown depth index · Dom top-1 / top-2 share of days
the line ranked #1 / top-2 by cumulative growth among the lines shown.
momAB_k8u (public since 2026-07-20) is a throttled variant of an
aggressive momentum book: when the book's own recent volatility rises, its
market exposure is scaled down and the remainder sits in cash — so its
holdings mirror a more concentrated sibling of momAB at a varying fraction,
and it trades only through that daily exposure adjustment. History before
2026-07-20 is a frozen-rules reconstruction.
resAB and resAB_sp (public since 2026-07-20) run one and
the same residual-momentum recipe on two universes (NASDAQ 100 and S&P 500):
stocks are ranked by their returns AFTER stripping the market component, so
the books back stock-specific strength rather than index beta. History
before 2026-07-20 is a frozen-rules reconstruction.
MAG7 is a synthetic Magnificent-Seven proxy: the 7 largest
companies of the universe, equal weight, rebalanced at quarterly snapshots,
no costs.