Backtest Results
Full disclosure of simulation results for the trading system. Once live operations begin, this page will remain as a reference to the historical simulation.
- Period
- 2008-01-01 - 2024-12-31
- Independent seeds
- Averaged over 10 runs
Summary
Cumulative Return
+583.00%
CAGR
+11.88%
Sharpe Ratio
1.031 Β± 0.137
Max Drawdown
-30.25%
Win Rate
58.20%
Alpha vs TOPIX
+4.28%
Equity Curve
Base = 100. Strategy and benchmark (TOPIX) overlaid on the same scale.
Annual Returns
| Year | Strategy | TOPIX | Diff |
|---|---|---|---|
| 2008 | -8.0% | -40.0% | +32.0% |
| 2009 | +14.1% | +11.7% | +2.4% |
| 2010 | +6.7% | -3.0% | +9.7% |
| 2011 | +8.9% | -13.8% | +22.7% |
| 2012 | +29.5% | +55.4% | -25.9% |
| 2013 | +16.5% | +9.2% | +7.3% |
| 2014 | +18.5% | +10.5% | +8.0% |
| 2015 | +12.4% | -5.7% | +18.1% |
| 2016 | +18.4% | +22.2% | -3.8% |
| 2017 | +14.5% | -3.3% | +17.8% |
| 2018 | +13.9% | +17.9% | -4.0% |
| 2019 | +16.9% | +11.6% | +5.3% |
| 2020 | +15.4% | +9.1% | +6.3% |
| 2021 | +11.4% | -5.9% | +17.3% |
| 2022 | +10.0% | +23.4% | -13.4% |
| 2023 | +9.3% | +12.8% | -3.5% |
| 2024 | +9.3% | +12.8% | -3.5% |
Drawdown Profile
Worst Drawdown
-30.25%
Average Drawdown
-8.50%
Longest Recovery
14 months
Drawdowns beyond -10%
6
Drawdowns beyond -20%
2
Notes
- Values on this page are simulation results based on historical data, not live trading outcomes.
- Spreads, slippage, taxes, FX, and liquidity shifts are not fully captured. Live results will diverge accordingly.
- Strategy logic, security selection, allocation, and rebalance frequency are intentionally not disclosed.
- TOPIX is used as the simulation benchmark.