Backtest · refreshed daily · not live trading
Walk-forward backtest results
Hypothetical out-of-sample backtest of our Quantum Edge baseline strategy. Numbers below are net of 10 bps slippage and refreshed daily — they describe a simulation, not the return of any real account.
Backtest return (last 12mo)
Sharpe ratio
Max drawdown
Hit rate
Equity curve (out-of-sample)
Walk-forward harness from Quantum Edge baseline
Methodology
• Walk-forward windows: 180-day train / 30-day test, rolled forward weekly. No look-ahead — each test fold uses only data available at the start of that window.
• Slippage: flat 10 bps per fill (conservative vs. live calibrated cost).
• Universe: liquid USDT perps across the top 5 sleeves after decorrelation, dropped bottom strategies, sleeve-class quota (carry 10% / trend 90%).
Snapshot as of — · source: baseline. Past performance does not guarantee future results.