◆ QUANT LINES

Live strategy test

Systematic strategies traded in real time — $10,000 each, tracked every trading day. Growth on a log scale; hover any chart for portfolio values.

This year — $10,000 on 2026-01-02

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.

Current portfolios & signals

Verify this track

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.

  1. Open the commit history — every daily update is timestamped by GitHub, not by us.
  2. Take data/signals_latest.json from any past commit: positions and trades of that day, per strategy.
  3. Compare the published trade prices with market data for the days that followed.
Commit history on GitHub → Latest signals (JSON) Full journal (JSON) Telegram: @quant_signals_live

Full track — $10,000 on 2020-01-02

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.

Equal start — $10,000 on 2026-08-06

A second live track, started from scratch on one day for every line at once. Nothing above this heading changes: the books, their history and their charts stay exactly as they were.

Public real-time test of systematic strategies, for information and research purposes only. Nothing here is investment advice, or an offer or solicitation to buy or sell any security. Results before the live marker are simulated under frozen rules; results after it come from a live test with virtual capital. Performance figures for the strategies include 15 bps trading costs per side but no taxes or fees of any broker; reference lines marked as benchmarks may be shown without costs. Past performance does not guarantee future results. Prices come from public data sources and may contain errors. Strategy internals are intentionally not shown.