Equity · cumulative % from the start of the record
Statistics
- Total return
- +30.4%
- Sharpe
- 5.41annualised
- Sortino
- 9.83annualised
- Max drawdown
- −3.76%peak to trough, % of peak equity
- Worst day
- −2.34%16 Apr 2026
- Worst month
- −1.42%Sep 2026
- Days
- 182
Total return, Sharpe, max drawdown and days are the record’s own figures. Sortino, worst day, worst month are computed on this page from its daily series, annualised at the series’ own 365 observations a year. CAGR is omitted: the record spans less than a year.
Drawdown · peak to trough, % of peak equity
Rolling Sharpe · 21-day window, annualised
Monthly returns
YearJanFebMarAprMayJunJulAugSepOctNovDec
2026Janno dataFebno dataMar0.0%Apr+6.4%May+2.9%Jun+10.1%Jul+7.8%Aug+1.7%Sep−1.4%Octno dataNovno dataDecno data
Outlined months are partial: the record starts or ends inside them.
How this was tested
- This is a backtest: the strategy simulated over historical market data. No money was traded.
- It covers 31 Mar 2026 to 28 Sep 2026, 182 days in the record.
- Returns are measured as % of starting capital.
- Costs: Maker fees charged on every fill. Not charged: slippage or funding. $10,000 starting capital, no compounding.
- Out-of-sample: no day in this window was used to build or tune the strategy.
Record: Walk-forward out-of-sample · 181 days. Exported 30 Sep 2026 from platform commit 44852bc086 (ML-Stat-Arb-Signal-Service 44852bc08666 ops/oos_walkforward.py --recipe prod --fixed-keep 0.10 --size-by cal_pass --train-pools (pooled), flip exits, one position per pair; model pulsar_v3 (the live model, threshold 0.60)).