Here’s a roundup of the best strategies in the last 3 months – to make it into the list you needed to have run a backtest that covered a period of 5 years or more that finished within the last 3 months.
Congratulations to those of you that made it into the top 25, with a special mention to thequant, adrianfaiers and tradeeasy, whose strategies made it onto the leaderboard even though their annual returns were lower than the average in this list. Their equity curves are a thing of beauty!
The standout winner is robertrgeraghty, whose imaginatively titled strategy testing – copy returned 61% over an 18 year period:
Robert’s strategy not only returned such high profits, it also did so with an extremely low drawdown of 16%, a very impressive achievement seeing as the backtesting period covered the financial crisis of 2008-9. The strategy itself is very simple and trades momentum and dramatic reversals.
The Best Of The Rest
Here are the top 25 strategies that made it onto the leaderboard this time:
For those of you that didn’t quite make it onto the list – what are you waiting for? Get designing!