Backtests
+ New BacktestEach backtest simulates a portfolio allocation strategy over historical data. Configure a model, asset universe, and parameters, then compare results across strategies. Click any row to view detailed results.
| ID | Strategy / Model | Universe | Status | SharpeAnnualized Sharpe ratio (rf=0). Measures excess return per unit of volatility. Above 1.0 is generally considered strong. | CAGRCompound Annual Growth Rate. The annualized geometric return of the portfolio over the backtest period. | Max DDMaximum Drawdown. The largest peak-to-trough decline in portfolio value. A key measure of downside risk. | Duration | Created | |
|---|---|---|---|---|---|---|---|---|---|
| #8 | herc | multi_asset | complete | 0.49 | 7.8% | -55.2% | 29.2s | 2026-04-12 02:26 | |
| #7 | herc | multi_asset | complete | 0.49 | 7.8% | -55.2% | 26.8s | 2026-04-12 01:50 | |
| #5 | herc | sp500_sectors | complete | 0.57 | 8.4% | -48.8% | 17.1s | 2026-04-12 00:56 | |
| #4 | herc | sp500_sectors | complete | 0.65 | 9.4% | -36.2% | 22.9s | 2026-04-12 00:53 | |
| #3 | herc | sp500_sectors | complete | 0.56 | 8.2% | -48.3% | 15.4s | 2026-04-12 00:48 | |
| #2 | hrp | country_indices | complete | 0.51 | 7.4% | -37.5% | 108.2s | 2026-04-12 00:27 |