Quantacula - Model Rankings (Q100)

Model Rankings (Q100)

Unlike the raw Model Rankings page, these results were based on running the Models against the Q100 Universe, which is a selection of 100 stocks representative of all of the major market sectors in the US stock market. The following backtest settings were used:

Starting capital of $1,000,000
Position size of 10% of equity
Margin factor of 1.1
Margin interest rate of 8%
No cash interest on uninvested capital
Dividends are collected

Model	Published	90 days	1 year	Sharpe	Win %	Max DD %	APR %
SuperBands With Linear Regression Analysis by Q BWO1000	815 days ago	0.19%	2.51%	0.89	58.94%	-69.07%	40.04%
Modified 17 Liner by Q Robert	887 days ago	-3.79%	16.22%	1.14	64.43%	-37.91%	29.94%
Sample RM with IPO Stocks by Merlin	779 days ago	-22.56%	-19.34%	0.87	62.70%	-46.43%	29.09%
roto2 by Q bitfool	747 days ago	-6.58%	-7.32%	1.07	59.64%	-31.29%	20.88%
Little Engine by Glitch	890 days ago	5.03%	14.08%	0.84	66.36%	-45.48%	20.45%
PFE Rotation by Glitch	846 days ago	9.36%	28.59%	0.80	61.00%	-34.05%	20.33%
17 Liner by Robert by Eugene	890 days ago	-16.56%	-19.90%	0.66	60.56%	-59.87%	18.82%
32 by VKQ1	895 days ago	-27.43%	-27.18%	0.67	64.12%	-57.07%	15.74%
MA Crossover by Glitch	895 days ago	-9.05%	7.53%	0.68	43.65%	-50.08%	15.43%
Dr. Kochs 8% Dip Buyer by Q BWO1000	645 days ago	2.30%	4.62%	1.12	59.10%	-20.29%	14.04%
Dr Kochs 8% Dip Buyer Limit Move by Q BWO1000	644 days ago	-3.37%	-2.55%	1.10	60.07%	-22.72%	12.36%
Connors TPS by Merlin	786 days ago	-28.73%	-20.02%	0.63	63.66%	-42.54%	10.92%
roto by Q bitfool	747 days ago	-1.34%	-5.45%	0.94	61.66%	-19.08%	10.89%
Simple Mean Reversal - TASC May 2016 by Merlin	675 days ago	-13.78%	-15.95%	0.56	66.39%	-28.60%	7.92%
BSHH by Glitch	709 days ago	-12.51%	-20.36%	0.72	70.81%	-29.49%	7.50%
Peek+SCTR by Q bitfool	471 days ago	-15.33%	-12.60%	0.73	68.99%	-31.27%	7.13%
3High-5Low Breakout by Q bitfool	781 days ago	-14.81%	-3.27%	0.30	39.50%	-71.21%	6.73%
Monthly Index Cycles by Merlin	835 days ago	-20.89%	-16.15%	0.45	66.75%	-44.98%	6.70%
PMO Go-Go by Q bitfool	781 days ago	-14.25%	-8.22%	0.29	43.97%	-67.51%	5.72%
Channel Breakout by test	895 days ago	-2.08%	10.17%	0.26	37.69%	-55.88%	5.33%
Connors RSI25 by Glitch	861 days ago	-64.87%	-66.17%	0.29	64.17%	-85.84%	4.63%
31 by Q bitfool	781 days ago	-21.77%	-21.50%	0.25	61.94%	-54.04%	4.61%
Golden/Death Cross by Q BWO1000	695 days ago	-10.74%	-6.74%	0.26	42.37%	-29.20%	4.24%
A Peek into the Future - TASC August 2019 by Merlin	596 days ago	-43.11%	-40.27%	0.23	63.67%	-59.09%	4.01%
Linear Regression Analysis with Dr Kochs Dip Buyer using Limit Move by Q BWO1000	626 days ago	-2.26%	-1.68%	0.39	57.09%	-18.09%	3.72%
RSI 30 Crossunder 30 Sell RSI 70 BASIC RSI by Q BWO1000	695 days ago	-31.46%	-27.58%	0.20	59.72%	-71.55%	3.49%
QQQ Gap by Glitch	359 days ago	-6.18%	-5.61%	0.10	55.05%	-8.71%	2.15%
Longterm Retirement Capital System by Merlin	804 days ago	-21.06%	-17.99%	-0.09	39.41%	-75.65%	-2.07%
Larry Connors VXX Trend Following by Merlin	835 days ago	33.03%	27.42%	-0.44	33.72%	-86.01%	-7.31%