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 | |
|---|---|---|---|---|---|---|---|---|---|
| #14 | herc | multi_asset | complete | 0.40 | 3.5% | -45.2% | 27.5s | 2026-04-12 17:44 | |
| #13 | herc | sp500_sectors | complete | 0.54 | 7.9% | -48.8% | 53.1s | 2026-04-12 17:42 | |
| #12 | herc | multi_asset | complete | 0.49 | 7.8% | -55.2% | 43.6s | 2026-04-12 06:56 |