Backtesting Lab
Walk-forward validation with VN frictions - the §12 GO/NO-GO gate. Decision-support, not advice.
Strategy (net) Benchmark
+809.9%
Net return
+1200.9%
Gross
+1428.5%
Benchmark
+16.9%
CAGR
0.85
Sharpe
+20.9%
Volatility
-39.0%
Max drawdown
58%
Hit rate
35%
Avg turnover
0.000
Mean Rank-IC
-0.37%
Decile spread
170
Rebalances
Synthetic data - this proves the gate, not the real §12 decision (which needs a licensed PIT feed).