Backtest Results
Regime-Adaptive Rotation · PORTFOLIO · 2025-03-17 to 2026-11-06
Performance Summary
-21.4%
Total Return
28.1%
Win Rate (38/135)
1.26
Sharpe Ratio
-100.0%
Max Drawdown
-13.7%
Annualized Return
99.00
Sortino Ratio
-0.14
Calmar Ratio
0.59
Profit Factor
+6.37%
Avg Win
-4.57%
Avg Loss
$100000
Initial Capital
$78561
Final Capital
Equity Curve
Underwater Chart Drawdown from peak equity
Drawdown Periods Top 1 by severity
| # | Start | Trough | Recovery | Max DD | Days to Trough | Days to Recover | Total Days |
|---|---|---|---|---|---|---|---|
| 1 | 2025-05-15 | 2026-02-13 | — ongoing | -100.0% | 211 | — | 435 |
Per-Stock Breakdown 13 stocks traded
| Ticker | Trades | Total P&L | Avg P&L % |
|---|---|---|---|
| U | 3 | +$4323.64 | +4.56% |
| 4260 | 13 | $-760.11 | -0.35% |
| 4265 | 12 | $-1001.77 | -0.87% |
| 1303 | 13 | $-1287.58 | -1.04% |
| 4084 | 13 | $-1796.15 | -1.41% |
| 4031 | 7 | $-1816.16 | -2.85% |
| 1182 | 13 | $-1862.99 | -1.35% |
| 6022 | 1 | $-1892.42 | -5.77% |
| 2320 | 13 | $-1987.72 | -1.63% |
| 1302 | 13 | $-2168.32 | -1.72% |
| 2240 | 13 | $-2712.34 | -2.30% |
| 4261 | 13 | $-3946.06 | -3.21% |
| BRK-B | 8 | $-4531.36 | -1.14% |
Trade Log 135 trades · 38 wins · 97 losses
| # | Ticker | Entry Date | Entry | Exit Date | Exit | Side | P&L | P&L % | Reason |
|---|---|---|---|---|---|---|---|---|---|
| 1 | BRK-B | 2025-05-15 | 507.33 | 2025-06-12 | 484.42 | LONG | $-2305.62 | -4.52% | Stop loss |
| 2 | U | 2025-06-16 | 24.40 | 2025-07-07 | 27.33 | LONG | +$5810.98 | +12.01% | Target hit |
| 3 | BRK-B | 2025-06-16 | 490.23 | 2025-07-08 | 476.39 | LONG | $-1426.48 | -2.82% | Stop loss |
| 4 | U | 2025-07-17 | 36.52 | 2025-07-23 | 32.74 | LONG | $-5328.57 | -10.35% | Stop loss |
| 5 | BRK-B | 2025-07-17 | 473.40 | 2025-08-04 | 460.96 | LONG | $-1390.89 | -2.63% | Stop loss |
| 6 | BRK-B | 2025-08-15 | 477.20 | 2025-09-16 | 490.99 | LONG | +$1328.80 | +2.89% | Monthly rebalance |
| 7 | BRK-B | 2025-09-16 | 490.99 | 2025-10-13 | 491.93 | LONG | +$44.14 | +0.19% | Monthly rebalance |
| 8 | BRK-B | 2025-10-13 | 491.93 | 2025-10-29 | 479.20 | LONG | $-1298.70 | -2.59% | Stop loss |
| 9 | BRK-B | 2025-11-06 | 493.15 | 2025-12-01 | 508.55 | LONG | +$1440.91 | +3.12% | Monthly rebalance |
| 10 | BRK-B | 2025-12-01 | 508.55 | 2025-12-08 | 494.50 | LONG | $-923.52 | -2.76% | Stop loss |
| 11 | U | 2025-12-01 | 43.14 | 2025-12-08 | 48.32 | LONG | +$3841.23 | +12.01% | Target hit |
| 12 | 6022 | 2025-12-01 | 77.00 | 2025-12-22 | 72.56 | LONG | $-1892.42 | -5.77% | Stop loss |
| 13 | 1302 | 2025-12-25 | 52.00 | 2025-12-29 | 49.59 | LONG | $-463.06 | -4.63% | Stop loss |
| 14 | 1182 | 2025-12-25 | 10.39 | 2025-12-29 | 9.90 | LONG | $-473.18 | -4.74% | Stop loss |
| 15 | 1303 | 2025-12-25 | 11.42 | 2025-12-29 | 10.90 | LONG | $-457.24 | -4.58% | Stop loss |
| 16 | 4261 | 2025-12-25 | 37.93 | 2025-12-30 | 36.06 | LONG | $-492.94 | -4.94% | Stop loss |
| 17 | 2320 | 2025-12-25 | 65.45 | 2025-12-30 | 62.18 | LONG | $-498.46 | -5.00% | Stop loss |
| 18 | 4084 | 2025-12-25 | 25.33 | 2026-01-05 | 24.10 | LONG | $-484.11 | -4.85% | Stop loss |
| 19 | 4260 | 2025-12-25 | 45.77 | 2026-01-08 | 43.54 | LONG | $-485.36 | -4.86% | Stop loss |
| 20 | 2240 | 2025-12-25 | 38.74 | 2026-01-14 | 43.39 | LONG | +$1164.14 | +12.00% | Target hit |
| 21 | 4031 | 2025-12-25 | 35.07 | 2026-01-19 | 34.68 | LONG | $-116.55 | -1.09% | Monthly rebalance |
| 22 | 2240 | 2026-01-19 | 43.10 | 2026-01-19 | 40.12 | LONG | $-669.84 | -6.91% | Stop loss |
| 23 | 4265 | 2026-01-19 | 26.16 | 2026-01-27 | 29.30 | LONG | +$1135.36 | +11.99% | Target hit |
| 24 | 1303 | 2026-01-19 | 10.95 | 2026-01-27 | 12.26 | LONG | +$1135.37 | +11.99% | Target hit |
| 25 | 4261 | 2026-01-19 | 35.76 | 2026-02-01 | 34.26 | LONG | $-408.85 | -4.18% | Stop loss |
| 26 | 4260 | 2026-01-19 | 44.04 | 2026-02-12 | 43.24 | LONG | $-181.46 | -1.80% | Monthly rebalance |
| 27 | 1302 | 2026-01-19 | 48.50 | 2026-02-12 | 46.68 | LONG | $-367.92 | -3.75% | Monthly rebalance |
| 28 | 4084 | 2026-01-19 | 24.42 | 2026-02-12 | 25.29 | LONG | +$332.05 | +3.58% | Monthly rebalance |
| 29 | 2320 | 2026-01-19 | 64.42 | 2026-02-12 | 67.57 | LONG | +$457.72 | +4.89% | Monthly rebalance |
| 30 | 1182 | 2026-01-19 | 10.21 | 2026-02-12 | 10.43 | LONG | +$196.43 | +2.16% | Monthly rebalance |
| 31 | 4084 | 2026-02-12 | 25.29 | 2026-02-17 | 23.86 | LONG | $-558.76 | -5.65% | Stop loss |
| 32 | 1302 | 2026-02-12 | 46.68 | 2026-02-19 | 44.00 | LONG | $-567.33 | -5.74% | Stop loss |
| 33 | 4261 | 2026-02-12 | 34.57 | 2026-02-19 | 33.15 | LONG | $-407.72 | -4.10% | Stop loss |
| 34 | 4031 | 2026-02-12 | 33.38 | 2026-02-19 | 31.84 | LONG | $-458.28 | -4.62% | Stop loss |
| 35 | 4260 | 2026-02-12 | 43.24 | 2026-02-23 | 41.38 | LONG | $-428.13 | -4.31% | Stop loss |
| 36 | 2320 | 2026-02-12 | 67.57 | 2026-02-23 | 64.28 | LONG | $-482.35 | -4.87% | Stop loss |
| 37 | 1182 | 2026-02-12 | 10.43 | 2026-02-23 | 9.98 | LONG | $-427.96 | -4.31% | Stop loss |
| 38 | 2240 | 2026-02-12 | 38.92 | 2026-02-24 | 35.71 | LONG | $-810.77 | -8.25% | Stop loss |
| 39 | 4265 | 2026-02-12 | 27.65 | 2026-02-25 | 25.34 | LONG | $-821.69 | -8.36% | Stop loss |
| 40 | 1303 | 2026-02-12 | 13.90 | 2026-03-01 | 13.07 | LONG | $-592.96 | -6.01% | Stop loss |
| 41 | 1302 | 2026-03-10 | 44.50 | 2026-03-29 | 49.84 | LONG | +$1089.73 | +12.00% | Target hit |
| 42 | 4084 | 2026-03-10 | 22.31 | 2026-03-31 | 20.86 | LONG | $-604.49 | -6.50% | Stop loss |
| 43 | 4261 | 2026-03-10 | 30.31 | 2026-04-05 | 28.50 | LONG | $-555.33 | -5.96% | Stop loss |
| 44 | 4260 | 2026-03-10 | 38.82 | 2026-04-06 | 38.44 | LONG | $-99.83 | -0.99% | Monthly rebalance |
| 45 | 2240 | 2026-03-10 | 36.18 | 2026-04-06 | 36.14 | LONG | $-19.29 | -0.11% | Monthly rebalance |
| 46 | 2320 | 2026-03-10 | 66.44 | 2026-04-06 | 62.30 | LONG | $-579.38 | -6.23% | Monthly rebalance |
| 47 | 1182 | 2026-03-10 | 9.58 | 2026-04-06 | 9.16 | LONG | $-403.82 | -4.31% | Monthly rebalance |
| 48 | 4265 | 2026-03-10 | 23.60 | 2026-04-06 | 24.58 | LONG | +$370.83 | +4.15% | Monthly rebalance |
| 49 | 1303 | 2026-03-10 | 15.65 | 2026-04-06 | 16.33 | LONG | +$386.79 | +4.32% | Monthly rebalance |
| 50 | 4031 | 2026-03-10 | 29.80 | 2026-04-06 | 31.31 | LONG | +$455.46 | +5.07% | Monthly rebalance |
| 51 | 1303 | 2026-04-06 | 16.33 | 2026-04-16 | 18.29 | LONG | +$1092.26 | +12.02% | Target hit |
| 52 | 4260 | 2026-04-06 | 38.44 | 2026-04-30 | 39.90 | LONG | +$338.96 | +3.80% | Monthly rebalance |
| 53 | 1302 | 2026-04-06 | 44.58 | 2026-04-30 | 43.74 | LONG | $-181.79 | -1.88% | Monthly rebalance |
| 54 | 4261 | 2026-04-06 | 28.49 | 2026-04-30 | 28.72 | LONG | +$66.35 | +0.82% | Monthly rebalance |
| 55 | 2240 | 2026-04-06 | 36.14 | 2026-04-30 | 39.60 | LONG | +$867.95 | +9.57% | Monthly rebalance |
| 56 | 4084 | 2026-04-06 | 20.96 | 2026-04-30 | 21.61 | LONG | +$275.01 | +3.10% | Monthly rebalance |
| 57 | 2320 | 2026-04-06 | 62.30 | 2026-04-30 | 65.55 | LONG | +$468.82 | +5.22% | Monthly rebalance |
| 58 | 1182 | 2026-04-06 | 9.16 | 2026-04-30 | 9.68 | LONG | +$504.33 | +5.60% | Monthly rebalance |
| 59 | 4265 | 2026-04-06 | 24.58 | 2026-04-30 | 26.61 | LONG | +$750.05 | +8.29% | Monthly rebalance |
| 60 | 4260 | 2026-04-30 | 39.90 | 2026-05-07 | 37.79 | LONG | $-515.86 | -5.29% | Stop loss |
| 61 | 4261 | 2026-04-30 | 28.72 | 2026-05-07 | 27.47 | LONG | $-426.51 | -4.35% | Stop loss |
| 62 | 1303 | 2026-04-30 | 18.01 | 2026-05-07 | 16.69 | LONG | $-710.64 | -7.32% | Stop loss |
| 63 | 2240 | 2026-04-30 | 39.60 | 2026-05-10 | 37.18 | LONG | $-594.98 | -6.11% | Stop loss |
| 64 | 4265 | 2026-04-30 | 26.61 | 2026-05-11 | 24.82 | LONG | $-655.24 | -6.74% | Stop loss |
| 65 | 1182 | 2026-04-30 | 9.68 | 2026-05-13 | 9.32 | LONG | $-362.88 | -3.69% | Stop loss |
| 66 | 1302 | 2026-04-30 | 43.74 | 2026-05-25 | 43.32 | LONG | $-101.57 | -0.96% | Monthly rebalance |
| 67 | 4084 | 2026-04-30 | 21.61 | 2026-05-25 | 22.68 | LONG | +$463.54 | +4.94% | Monthly rebalance |
| 68 | 2320 | 2026-04-30 | 65.55 | 2026-05-25 | 63.83 | LONG | $-261.47 | -2.63% | Monthly rebalance |
| 69 | 1182 | 2026-05-25 | 9.72 | 2026-06-01 | 9.40 | LONG | $-314.22 | -3.29% | Stop loss |
| 70 | 2320 | 2026-05-25 | 63.83 | 2026-06-04 | 71.48 | LONG | +$1101.68 | +11.99% | Target hit |
| 71 | 4084 | 2026-05-25 | 22.68 | 2026-06-11 | 21.86 | LONG | $-343.82 | -3.61% | Stop loss |
| 72 | 4260 | 2026-05-25 | 31.63 | 2026-06-18 | 33.13 | LONG | +$429.66 | +4.74% | Monthly rebalance |
| 73 | 1302 | 2026-05-25 | 43.32 | 2026-06-18 | 42.72 | LONG | $-137.56 | -1.39% | Monthly rebalance |
| 74 | 4261 | 2026-05-25 | 25.16 | 2026-06-18 | 24.78 | LONG | $-149.17 | -1.51% | Monthly rebalance |
| 75 | 2240 | 2026-05-25 | 33.78 | 2026-06-18 | 34.30 | LONG | +$133.32 | +1.54% | Monthly rebalance |
| 76 | 4265 | 2026-05-25 | 24.20 | 2026-06-18 | 24.24 | LONG | +$5.73 | +0.16% | Monthly rebalance |
| 77 | 1303 | 2026-05-25 | 15.48 | 2026-06-18 | 15.68 | LONG | +$109.40 | +1.28% | Monthly rebalance |
| 78 | 1182 | 2026-06-18 | 8.93 | 2026-06-22 | 8.65 | LONG | $-301.60 | -3.13% | Stop loss |
| 79 | 1303 | 2026-06-18 | 15.68 | 2026-06-23 | 14.84 | LONG | $-508.64 | -5.34% | Stop loss |
| 80 | 4260 | 2026-06-18 | 33.13 | 2026-06-24 | 31.64 | LONG | $-430.67 | -4.51% | Stop loss |
| 81 | 4261 | 2026-06-18 | 24.78 | 2026-06-24 | 23.90 | LONG | $-341.27 | -3.55% | Stop loss |
| 82 | 2320 | 2026-06-18 | 71.36 | 2026-06-24 | 68.23 | LONG | $-419.88 | -4.39% | Stop loss |
| 83 | 1302 | 2026-06-18 | 42.72 | 2026-06-25 | 41.05 | LONG | $-374.72 | -3.91% | Stop loss |
| 84 | 4265 | 2026-06-18 | 24.24 | 2026-06-28 | 23.31 | LONG | $-369.50 | -3.85% | Stop loss |
| 85 | 4084 | 2026-06-18 | 22.19 | 2026-07-06 | 21.45 | LONG | $-319.82 | -3.32% | Stop loss |
| 86 | 4031 | 2026-06-18 | 30.49 | 2026-07-06 | 29.22 | LONG | $-399.07 | -4.17% | Stop loss |
| 87 | 2240 | 2026-06-18 | 34.30 | 2026-07-08 | 32.72 | LONG | $-439.89 | -4.61% | Stop loss |
| 88 | 1303 | 2026-07-15 | 14.67 | 2026-07-16 | 13.66 | LONG | $-623.37 | -6.86% | Stop loss |
| 89 | 1302 | 2026-07-15 | 38.20 | 2026-07-20 | 36.26 | LONG | $-463.81 | -5.08% | Stop loss |
| 90 | 2240 | 2026-07-15 | 31.16 | 2026-07-21 | 29.63 | LONG | $-448.73 | -4.91% | Stop loss |
| 91 | 4084 | 2026-07-15 | 21.75 | 2026-07-28 | 21.05 | LONG | $-298.76 | -3.24% | Stop loss |
| 92 | 4261 | 2026-07-15 | 22.86 | 2026-07-29 | 22.16 | LONG | $-283.21 | -3.06% | Stop loss |
| 93 | 2320 | 2026-07-15 | 59.26 | 2026-07-29 | 55.96 | LONG | $-508.25 | -5.57% | Stop loss |
| 94 | 1182 | 2026-07-15 | 8.30 | 2026-07-29 | 8.01 | LONG | $-323.66 | -3.51% | Stop loss |
| 95 | 4265 | 2026-07-15 | 23.06 | 2026-07-29 | 22.05 | LONG | $-401.24 | -4.38% | Stop loss |
| 96 | 4260 | 2026-07-15 | 28.37 | 2026-08-02 | 26.81 | LONG | $-501.27 | -5.50% | Stop loss |
| 97 | 1182 | 2026-08-09 | 8.73 | 2026-08-12 | 8.33 | LONG | $-398.03 | -4.54% | Stop loss |
| 98 | 2240 | 2026-08-09 | 27.64 | 2026-08-18 | 25.68 | LONG | $-616.39 | -7.09% | Stop loss |
| 99 | 4260 | 2026-08-09 | 28.15 | 2026-08-25 | 31.53 | LONG | +$1019.49 | +11.99% | Target hit |
| 100 | 1302 | 2026-08-09 | 34.20 | 2026-08-31 | 38.30 | LONG | +$1019.00 | +11.99% | Target hit |
| 101 | 4261 | 2026-08-09 | 20.74 | 2026-09-02 | 21.07 | LONG | +$127.81 | +1.59% | Monthly rebalance |
| 102 | 4084 | 2026-08-09 | 20.55 | 2026-09-02 | 22.36 | LONG | +$745.02 | +8.79% | Monthly rebalance |
| 103 | 2320 | 2026-08-09 | 60.01 | 2026-09-02 | 60.30 | LONG | +$33.18 | +0.49% | Monthly rebalance |
| 104 | 4265 | 2026-08-09 | 23.20 | 2026-09-02 | 23.79 | LONG | +$209.41 | +2.54% | Monthly rebalance |
| 105 | 1303 | 2026-08-09 | 14.92 | 2026-09-02 | 15.70 | LONG | +$439.53 | +5.23% | Monthly rebalance |
| 106 | 4031 | 2026-09-02 | 25.61 | 2026-09-07 | 24.76 | LONG | $-302.04 | -3.32% | Stop loss |
| 107 | 4261 | 2026-09-02 | 21.07 | 2026-09-13 | 20.26 | LONG | $-348.25 | -3.84% | Stop loss |
| 108 | 4084 | 2026-09-02 | 22.36 | 2026-09-13 | 21.58 | LONG | $-316.83 | -3.49% | Stop loss |
| 109 | 1302 | 2026-09-02 | 37.32 | 2026-09-15 | 35.33 | LONG | $-479.63 | -5.33% | Stop loss |
| 110 | 2320 | 2026-09-02 | 60.30 | 2026-09-15 | 57.15 | LONG | $-470.06 | -5.22% | Stop loss |
| 111 | 4265 | 2026-09-02 | 23.79 | 2026-09-15 | 22.85 | LONG | $-357.69 | -3.95% | Stop loss |
| 112 | 1303 | 2026-09-02 | 15.70 | 2026-09-15 | 14.91 | LONG | $-453.10 | -5.03% | Stop loss |
| 113 | 4260 | 2026-09-02 | 31.56 | 2026-09-16 | 29.92 | LONG | $-467.64 | -5.20% | Stop loss |
| 114 | 1182 | 2026-09-02 | 8.31 | 2026-09-21 | 8.00 | LONG | $-339.63 | -3.75% | Stop loss |
| 115 | 2240 | 2026-09-02 | 27.24 | 2026-09-27 | 26.66 | LONG | $-196.83 | -2.13% | Monthly rebalance |
| 116 | 2240 | 2026-09-27 | 26.66 | 2026-09-29 | 25.11 | LONG | $-500.11 | -5.81% | Stop loss |
| 117 | 4084 | 2026-09-27 | 20.91 | 2026-09-29 | 20.16 | LONG | $-311.77 | -3.59% | Stop loss |
| 118 | 2320 | 2026-09-27 | 58.30 | 2026-09-29 | 55.77 | LONG | $-375.43 | -4.34% | Stop loss |
| 119 | 4265 | 2026-09-27 | 22.52 | 2026-09-29 | 21.54 | LONG | $-376.45 | -4.35% | Stop loss |
| 120 | 1303 | 2026-09-27 | 15.21 | 2026-09-29 | 14.40 | LONG | $-458.80 | -5.33% | Stop loss |
| 121 | 4260 | 2026-09-27 | 29.50 | 2026-09-30 | 28.14 | LONG | $-398.31 | -4.61% | Stop loss |
| 122 | 4261 | 2026-09-27 | 19.70 | 2026-09-30 | 18.96 | LONG | $-326.11 | -3.76% | Stop loss |
| 123 | 1302 | 2026-09-27 | 35.10 | 2026-10-05 | 33.18 | LONG | $-471.03 | -5.47% | Stop loss |
| 124 | 4031 | 2026-09-27 | 21.88 | 2026-10-13 | 20.54 | LONG | $-525.63 | -6.12% | Stop loss |
| 125 | 1182 | 2026-09-27 | 8.13 | 2026-10-21 | 7.96 | LONG | $-183.25 | -2.07% | Monthly rebalance |
| 126 | 2320 | 2026-10-21 | 48.30 | 2026-10-22 | 45.63 | LONG | $-453.84 | -5.53% | Stop loss |
| 127 | 1303 | 2026-10-21 | 11.50 | 2026-10-22 | 10.59 | LONG | $-646.18 | -7.91% | Stop loss |
| 128 | 1302 | 2026-10-21 | 28.20 | 2026-10-25 | 25.89 | LONG | $-668.63 | -8.19% | Stop loss |
| 129 | 4261 | 2026-10-21 | 17.04 | 2026-10-25 | 16.21 | LONG | $-400.86 | -4.87% | Stop loss |
| 130 | 2240 | 2026-10-21 | 23.79 | 2026-10-25 | 22.10 | LONG | $-580.92 | -7.10% | Stop loss |
| 131 | 4084 | 2026-10-21 | 18.32 | 2026-10-25 | 17.49 | LONG | $-373.41 | -4.53% | Stop loss |
| 132 | 4265 | 2026-10-21 | 19.69 | 2026-10-25 | 18.51 | LONG | $-491.34 | -5.99% | Stop loss |
| 133 | 4031 | 2026-10-21 | 19.55 | 2026-10-25 | 18.43 | LONG | $-470.05 | -5.73% | Stop loss |
| 134 | 1182 | 2026-10-21 | 7.96 | 2026-10-28 | 8.92 | LONG | +$964.48 | +12.06% | Target hit |
| 135 | 4260 | 2026-10-21 | 23.40 | 2026-11-05 | 26.21 | LONG | +$960.31 | +12.01% | Target hit |