Your interactive trading laboratory!
 • 
12 users online

Model Rankings
Sort the Quantacula Published Models by a variety of backtest performance metrics that were recorded at the time they were last run by their creators. Take these results with a grain of salt, because the Models were run on different Universes of data. Not all of the Models were run using a Universe that is free of survivorship bias.

To see the Published Models ranked against the Q100 Universe, using the same backtest settings, click here.

Model Published 90 days 1 year Sharpe Win % Max DD % APR %
815
days ago
2.00% 15.20% 1.01 58.99% -52.21% 45.65%
779
days ago
-23.88% 14.86% 0.68 59.66% -61.41% 32.01%
by Q bitfool
747
days ago
21.67% 53.95% 1.32 63.33% -43.46% 27.22%
781
days ago
4.35% 38.02% 1.07 57.03% -36.00% 27.18%
645
days ago
-2.20% -4.23% 1.06 57.97% -33.38% 24.46%
644
days ago
-0.11% -4.73% 0.91 60.22% -33.97% 24.15%
846
days ago
4.44% 27.18% 0.98 63.16% -31.59% 21.87%
by Q bitfool
781
days ago
34.13% 160.26% 0.70 61.42% -32.72% 21.12%
596
days ago
-32.01% -26.02% 0.72 81.48% -60.85% 15.69%
887
days ago
16.06% 50.63% 0.71 63.40% -23.62% 14.85%
90
days ago
9.76% 30.30% 0.92 57.71% -17.27% 13.58%
861
days ago
0.99% 24.79% 0.71 66.35% -39.83% 13.33%
781
days ago
-15.74% -0.68% 0.89 58.37% -23.09% 13.05%
by Q bitfool
747
days ago
-16.08% -5.82% 0.62 62.21% -43.54% 10.69%
890
days ago
-10.35% 3.28% 0.86 67.69% -29.17% 9.93%
695
days ago
3.10% -9.17% 0.53 36.63% -42.51% 9.80%
895
days ago
-11.81% -5.37% 0.75 46.15% -12.82% 9.51%
by VKQ1
895
days ago
-1.33% 7.50% 0.86 64.42% -20.01% 9.30%
709
days ago
-5.57% -3.96% 0.63 71.12% -42.29% 7.54%
675
days ago
-6.34% 0.74% 1.71 73.27% -7.82% 7.11%
804
days ago
-7.66% -11.35% 0.51 80.00% -18.64% 6.35%
471
days ago
-20.75% -12.78% 0.43 67.18% -49.82% 4.61%
890
days ago
-22.06% -14.44% 0.45 70.31% -37.54% 4.43%
168
days ago
1.74% 3.49% 0.86 50.00% -10.32% 4.26%
835
days ago
-16.50% -9.18% 0.35 75.68% -36.56% 3.86%
895
days ago
-2.20% 1.68% 0.62 54.60% -5.85% 3.67%
695
days ago
16.04% 26.80% 0.13 55.00% -66.70% 2.40%
359
days ago
-8.85% -8.39% 0.10 50.40% -13.61% 2.30%
786
days ago
-1.29% -1.41% -0.08 64.83% -4.90% 1.62%
626
days ago
0.86% 0.95% -2.39 69.23% -0.96% 0.10%
82
days ago
0.00 0.00% 0.00%
835
days ago
-19.58% -12.35% -0.72 27.27% -31.80% -12.66%