Compare every RealTest backtest
Every RealTest strategy in one table. Universe, average hold, trades a month, CAGR, max drawdown, win rate, and the date each one started trading live.
| Strategy | Universe | Side | Style | Signals on | Average hold | Trades a month | Time in market | Max exposure | Annual return | Max drawdown | Return over drawdown | Sharpe | Winning trades | Worst year | Best year | This year | Live since | Price |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Low Drawdown Nasdaq MR | Nasdaq 100 | Long only | Mean reversion | Daily | 4 days | about 9 | 16% | 100% | 10.8% | 9.4% | 1.15 | 1.36 | 72% | -1.5% | +46.2% | +10.4% | Jan 2025 | $999 |
| Mean Reversion 2025 | S&P 500 | Long only | Mean reversion | Daily | 6 days | about 11 | 32% | 100% | 19.2% | 15.5% | 1.24 | 1.38 | 69% | +5.4% | +86.0% | +18.5% | May 2024 | $999 |
| SPX Mean Reversion | S&P 500 | Long only | Mean reversion | Daily | 6 days | about 3 | 18% | 101% | 19.7% | 21.8% | 0.90 | 1.15 | 73% | -2.3% | +140.8% | +9.7% | Jan 2024 | $899 |
| Modern Breakout | S&P 500 | Long only | Breakout | Daily | 116 days | under 1 | 65% | 100% | 20.3% | 23.5% | 0.86 | 1.11 | 62% | -12.4% | +90.2% | -8.8% | Feb 2023 | $899 |
| Nasdaq 100 Mean Reversion | Nasdaq 100 | Long only | Mean reversion | Daily | 5 days | about 7 | 32% | 106% | 22.6% | 28.4% | 0.80 | 1.04 | 71% | -6.7% | +57.3% | +42.4% | Mar 2024 | $980 |
| Short-Term Mean Reversion | S&P 500 | Long only | Mean reversion | Daily | 7 days | about 4 | 16% | 152% | 13.9% | 19.0% | 0.73 | 0.94 | 68% | -9.9% | +120.2% | +21.9% | Oct 2024 | $790 |
| Weekly Pullback | S&P 500 | Long only | Mean reversion | Weekly | 3 days | about 16 | 42% | 98% | 16.6% | 23.5% | 0.70 | 1.01 | 63% | -9.5% | +54.6% | +26.6% | Mar 2025 | $899 |
| ETF Rotation | US ETFs | Long only | Momentum | Monthly | 108 days | about 3 | 70% | 101% | 10.8% | 18.7% | 0.58 | 0.88 | 64% | -2.2% | +37.1% | +8.0% | Jan 2024 | $999 |
| All-Time-High Mean Reversion | Russell 3000 | Long only | Mean reversion | Daily | 9 days | about 8 | 23% | 94% | 13.7% | 24.0% | 0.57 | 1.08 | 69% | -5.3% | +50.2% | +32.5% | May 2024 | $899 |
| Nasdaq Momentum Rotation | Nasdaq 100 | Long only | Dual-momentum | Daily | 69 days | about 2 | 72% | 106% | 22.2% | 49.7% | 0.45 | 0.87 | 56% | -25.7% | +109.7% | +27.1% | Feb 2026 | $990 |
| SPY ETF Mean Reversion | SPY ETF | Long only | Mean reversion | Daily | 6 days | about 1 | 29% | 105% | 8.1% | 27.8% | 0.29 | 0.71 | 72% | -7.3% | +24.1% | +5.2% | Nov 2024 | $1,490 |
| Parabolic Short | Russell 1000 | Short only | Mean reversion | Daily | 2 days | about 14 | 14% | 124% | 13.6% | 43.6% | 0.31 | 1.07 | 64% | -18.1% | +97.4% | -18.2% | Mar 2024 | $999 |
