Comparable performance records

Single-asset Arena

One account per asset, including deterministic strategies and future LLM asset accounts.

Live data through 2026-09-29Execution Assumptions Arena Methodology

Live competitionAll 80 single-asset competitors started with equal capital on 2026-09-01.

#1 · Deterministic

Constant Exposure BTC-USD

BTC-USD

Single asset

Season return 7.80%

Max drawdown -6.96%

Current positions

BTC-USD +100.0%

Data through 2026-09-29 Decision 2026-09-01T00:00:00Z

#2 · Deterministic

EMA Cross ADX BTC-USD

BTC-USD

Single asset

Season return 7.80%

Max drawdown -6.96%

Current positions

BTC-USD +100.0%

Data through 2026-09-29 Decision 2026-09-01T00:00:00Z

#3 · Deterministic

Constant Exposure USO

USO

Single asset

Season return 7.44%

Max drawdown -10.89%

Current positions

USO +99.0%

Data through 2026-09-29 Decision 2026-09-01T00:00:00Z

#4 · Deterministic

Regime Switch BTC-USD

BTC-USD

Single asset

Season return 6.37%

Max drawdown -3.67%

Current positions

BTC-USD +100.0%

Data through 2026-09-29 Decision 2026-09-08T00:00:00Z

#5 · Deterministic

Volatility Target EEM

EEM

Single asset

Season return 5.46%

Max drawdown -2.66%

Current positions

EEM +93.1%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Partial fill

#6 · Deterministic

RSI Reversion BTC-USD

BTC-USD

Single asset

Season return 5.38%

Max drawdown -5.12%

Current positions

BTC-USD -97.9%

Data through 2026-09-29 Decision 2026-09-23T00:00:00Z Partial fill

#7 · Deterministic

EMA Cross Slope USO

USO

Single asset

Season return 4.23%

Max drawdown -11.04%

Current positions

USO +100.0%

Data through 2026-09-29 Decision 2026-09-23T00:00:00Z

#8 · Deterministic

Donchian Turtle TLT

TLT

Single asset

Season return 4.08%

Max drawdown -1.31%

Current positions

TLT -98.0%

Data through 2026-09-29 Decision 2026-09-24T00:00:00Z

#9 · Deterministic

Volatility Target GLD

GLD

Single asset

Season return 3.75%

Max drawdown -3.08%

Current positions

GLD -82.0%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#10 · Deterministic

EMA Cross Slope EEM

EEM

Single asset

Season return 3.00%

Max drawdown -2.68%

Current positions

EEM +98.9%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#11 · Llm

ChatGPT Risk Aware USO

USO

chatgpt-project--risk-aware

Season return 2.61%

Max drawdown -3.79%

Current positions

USO +32.2%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#12 · Deterministic

Regime Switch GLD

GLD

Single asset

Season return 2.61%

Max drawdown 0.00%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#13 · Llm

ChatGPT Macro Balanced USO

USO

chatgpt-project--macro-balanced

Season return 2.49%

Max drawdown -3.92%

Current positions

USO +55.4%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#14 · Deterministic

RSI Reversion USO

USO

Single asset

Season return 2.35%

Max drawdown -5.94%

Current positions

USO -97.5%

Data through 2026-09-29 Decision 2026-09-25T00:00:00Z Partial fill

#15 · Deterministic

EMA Cross Slope TLT

TLT

Single asset

Season return 2.05%

Max drawdown -1.49%

Current positions

TLT -95.7%

Data through 2026-09-29 Decision 2026-09-23T00:00:00Z

#16 · Deterministic

Donchian Turtle HYG

HYG

Single asset

Season return 1.95%

Max drawdown -0.43%

Current positions

HYG -96.0%

Data through 2026-09-29 Decision 2026-09-01T00:00:00Z

#17 · Deterministic

EMA Cross Slope HYG

HYG

Single asset

Season return 1.95%

Max drawdown -0.43%

Current positions

HYG -96.0%

Data through 2026-09-29 Decision 2026-09-01T00:00:00Z

#18 · Deterministic

Volatility Target HYG

HYG

Single asset

Season return 1.95%

Max drawdown -0.43%

Current positions

HYG -96.0%

Data through 2026-09-29 Decision 2026-09-01T00:00:00Z

#19 · Deterministic

Bollinger Reversion BTC-USD

BTC-USD

Single asset

Season return 1.94%

Max drawdown -5.12%

Current positions

BTC-USD -97.9%

Data through 2026-09-29 Decision 2026-09-23T00:00:00Z

#20 · Deterministic

EMA Cross ADX HYG

HYG

Single asset

Season return 1.50%

Max drawdown -0.43%

Current positions

HYG -96.9%

Data through 2026-09-29 Decision 2026-09-10T00:00:00Z

#21 · Deterministic

Bollinger Reversion EEM

EEM

Single asset

Season return 1.32%

Max drawdown -1.45%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-10T00:00:00Z

#22 · Deterministic

Regime Switch EEM

EEM

Single asset

Season return 1.32%

Max drawdown -1.45%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-10T00:00:00Z

#23 · Deterministic

Volatility Target USO

USO

Single asset

Season return 1.31%

Max drawdown -7.03%

Current positions

USO +45.5%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#24 · Deterministic

Bollinger Reversion SPY

SPY

Single asset

Season return 1.28%

Max drawdown -0.26%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-21T00:00:00Z

#25 · Deterministic

Regime Switch SPY

SPY

Single asset

Season return 1.28%

Max drawdown -0.26%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-21T00:00:00Z

#26 · Deterministic

Volatility Target EURUSD=X

EURUSD=X

Single asset

Season return 1.23%

Max drawdown -0.77%

Current positions

EURUSD=X -95.9%

Data through 2026-09-29 Decision 2026-09-10T00:00:00Z

#27 · Llm

ChatGPT Macro Balanced TLT

TLT

chatgpt-project--macro-balanced

Season return 1.19%

Max drawdown -0.47%

Current positions

TLT -29.7%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#28 · Llm

ChatGPT Risk Aware TLT

TLT

chatgpt-project--risk-aware

Season return 0.89%

Max drawdown -0.27%

Current positions

TLT -21.8%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#29 · Deterministic

Donchian Turtle USO

USO

Single asset

Season return 0.74%

Max drawdown -10.98%

Current positions

USO +100.0%

Data through 2026-09-29 Decision 2026-09-08T00:00:00Z

#30 · Llm

ChatGPT Macro Balanced HYG

HYG

chatgpt-project--macro-balanced

Season return 0.60%

Max drawdown -0.15%

Current positions

HYG -34.8%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#31 · Deterministic

Regime Switch EURUSD=X

EURUSD=X

Single asset

Season return 0.59%

Max drawdown -0.60%

Current positions

EURUSD=X -98.3%

Data through 2026-09-29 Decision 2026-09-20T00:00:00Z

#32 · Deterministic

Donchian Turtle GLD

GLD

Single asset

Season return 0.56%

Max drawdown -3.38%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-10T00:00:00Z

#33 · Deterministic

Regime Switch HYG

HYG

Single asset

Season return 0.56%

Max drawdown -0.95%

Current positions

HYG -97.6%

Data through 2026-09-29 Decision 2026-09-15T00:00:00Z

#34 · Deterministic

Constant Exposure EEM

EEM

Single asset

Season return 0.51%

Max drawdown -4.52%

Current positions

EEM +100.0%

Data through 2026-09-29 Decision 2026-09-01T00:00:00Z

#35 · Deterministic

EMA Cross Slope EURUSD=X

EURUSD=X

Single asset

Season return 0.49%

Max drawdown -0.35%

Current positions

EURUSD=X -98.3%

Data through 2026-09-29 Decision 2026-09-20T00:00:00Z

#36 · Llm

ChatGPT Risk Aware HYG

HYG

chatgpt-project--risk-aware

Season return 0.42%

Max drawdown -0.12%

Current positions

HYG -19.9%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#37 · Deterministic

Constant Exposure SPY

SPY

Single asset

Season return 0.34%

Max drawdown -2.47%

Current positions

SPY +100.0%

Data through 2026-09-29 Decision 2026-09-01T00:00:00Z

#38 · Deterministic

Donchian Turtle SPY

SPY

Single asset

Season return 0.16%

Max drawdown -1.98%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-10T00:00:00Z

#39 · Llm

ChatGPT Risk Aware SPY

SPY

chatgpt-project--risk-aware

Season return 0.09%

Max drawdown -0.52%

Current positions

SPY -7.9%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#40 · Llm

ChatGPT Macro Balanced SPY

SPY

chatgpt-project--macro-balanced

Season return 0.06%

Max drawdown -0.46%

Current positions

SPY -7.9%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#41 · Llm

ChatGPT Risk Aware EUR/USD

EURUSD=X

chatgpt-project--risk-aware

Season return 0.04%

Max drawdown -0.18%

Current positions

EURUSD=X -22.0%

Data through 2026-09-29 Decision 2026-09-29T00:00:00Z Pending settlement

#42 · Llm

ChatGPT Macro Balanced EUR/USD

EURUSD=X

chatgpt-project--macro-balanced

Season return 0.01%

Max drawdown -0.23%

Current positions

EURUSD=X -30.0%

Data through 2026-09-29 Decision 2026-09-29T00:00:00Z Pending settlement

#43 · Deterministic

Bollinger Reversion GLD

GLD

Single asset

Season return 0.00%

Max drawdown 0.00%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#44 · Deterministic

Donchian Turtle EEM

EEM

Single asset

Season return 0.00%

Max drawdown 0.00%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision pending

#45 · Deterministic

Donchian Turtle EURUSD=X

EURUSD=X

Single asset

Season return 0.00%

Max drawdown 0.00%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision pending

#46 · Deterministic

EMA Cross ADX EEM

EEM

Single asset

Season return 0.00%

Max drawdown 0.00%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision pending

#47 · Deterministic

EMA Cross ADX SPY

SPY

Single asset

Season return 0.00%

Max drawdown 0.00%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision pending

#48 · Deterministic

EMA Cross ADX TLT

TLT

Single asset

Season return 0.00%

Max drawdown 0.00%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#49 · Deterministic

RSI Reversion EEM

EEM

Single asset

Season return 0.00%

Max drawdown 0.00%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision pending

#50 · Deterministic

RSI Reversion GLD

GLD

Single asset

Season return 0.00%

Max drawdown 0.00%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision pending

#51 · Deterministic

RSI Reversion SPY

SPY

Single asset

Season return 0.00%

Max drawdown 0.00%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision pending

#52 · Deterministic

RSI Reversion TLT

TLT

Single asset

Season return 0.00%

Max drawdown 0.00%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#53 · Deterministic

Volatility Target TLT

TLT

Single asset

Season return -0.01%

Max drawdown -3.27%

Current positions

TLT -95.8%

Data through 2026-09-29 Decision 2026-09-23T00:00:00Z

#54 · Deterministic

EMA Cross ADX GLD

GLD

Single asset

Season return -0.18%

Max drawdown -2.67%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-09T00:00:00Z

#55 · Llm

ChatGPT Risk Aware GLD

GLD

chatgpt-project--risk-aware

Season return -0.28%

Max drawdown -1.38%

Current positions

GLD -7.6%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#56 · Llm

ChatGPT Risk Aware EEM

EEM

chatgpt-project--risk-aware

Season return -0.29%

Max drawdown -1.45%

Current positions

EEM +17.8%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#57 · Deterministic

EMA Cross ADX EURUSD=X

EURUSD=X

Single asset

Season return -0.41%

Max drawdown -1.60%

Current positions

EURUSD=X -98.3%

Data through 2026-09-29 Decision 2026-09-20T00:00:00Z

#58 · Llm

ChatGPT Macro Balanced EEM

EEM

chatgpt-project--macro-balanced

Season return -0.51%

Max drawdown -1.97%

Current positions

EEM +29.8%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#59 · Llm

ChatGPT Macro Balanced GLD

GLD

chatgpt-project--macro-balanced

Season return -0.66%

Max drawdown -1.60%

Current positions

GLD +7.6%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#60 · Deterministic

EMA Cross Slope GLD

GLD

Single asset

Season return -0.70%

Max drawdown -1.71%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#61 · Deterministic

RSI Reversion EURUSD=X

EURUSD=X

Single asset

Season return -1.52%

Max drawdown -1.52%

Current positions

EURUSD=X +100.0%

Data through 2026-09-29 Decision 2026-09-16T00:00:00Z

#62 · Deterministic

Bollinger Reversion EURUSD=X

EURUSD=X

Single asset

Season return -1.54%

Max drawdown -1.54%

Current positions

EURUSD=X +100.0%

Data through 2026-09-29 Decision 2026-09-14T00:00:00Z

#63 · Deterministic

EMA Cross ADX USO

USO

Single asset

Season return -1.64%

Max drawdown -10.61%

Current positions

USO +96.3%

Data through 2026-09-29 Decision 2026-09-10T00:00:00Z

#64 · Deterministic

RSI Reversion HYG

HYG

Single asset

Season return -1.64%

Max drawdown -1.64%

Current positions

HYG +100.0%

Data through 2026-09-29 Decision 2026-09-10T00:00:00Z

#65 · Deterministic

EMA Cross Slope SPY

SPY

Single asset

Season return -1.79%

Max drawdown -2.39%

Current positions

SPY +100.0%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#66 · Deterministic

Constant Exposure EURUSD=X

EURUSD=X

Single asset

Season return -1.94%

Max drawdown -2.29%

Current positions

EURUSD=X +100.0%

Data through 2026-09-29 Decision 2026-09-01T00:00:00Z

#67 · Deterministic

Bollinger Reversion HYG

HYG

Single asset

Season return -2.09%

Max drawdown -2.11%

Current positions

HYG +100.0%

Data through 2026-09-29 Decision 2026-09-01T00:00:00Z

#68 · Deterministic

Constant Exposure HYG

HYG

Single asset

Season return -2.09%

Max drawdown -2.11%

Current positions

HYG +100.0%

Data through 2026-09-29 Decision 2026-09-01T00:00:00Z

#69 · Deterministic

EMA Cross Slope BTC-USD

BTC-USD

Single asset

Season return -2.17%

Max drawdown -9.60%

Current positions

BTC-USD +100.0%

Data through 2026-09-29 Decision 2026-09-18T00:00:00Z

#70 · Llm

ChatGPT Macro Balanced BTC/USD

BTC-USD

chatgpt-project--macro-balanced

Season return -2.82%

Max drawdown -4.98%

Current positions

BTC-USD +25.0%

Data through 2026-09-29 Decision 2026-09-29T00:00:00Z Pending settlement

#71 · Deterministic

Bollinger Reversion TLT

TLT

Single asset

Season return -3.36%

Max drawdown -3.89%

Current positions

TLT +100.0%

Data through 2026-09-29 Decision 2026-09-10T00:00:00Z

#72 · Deterministic

Regime Switch TLT

TLT

Single asset

Season return -3.39%

Max drawdown -3.92%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-25T00:00:00Z

#73 · Llm

ChatGPT Risk Aware BTC/USD

BTC-USD

chatgpt-project--risk-aware

Season return -3.52%

Max drawdown -5.88%

Current positions

BTC-USD +18.0%

Data through 2026-09-29 Decision 2026-09-29T00:00:00Z Pending settlement

#74 · Deterministic

Volatility Target SPY

SPY

Single asset

Season return -4.03%

Max drawdown -4.03%

Current positions

SPY +100.0%

Data through 2026-09-29 Decision 2026-09-28T00:00:00Z Pending settlement

#75 · Deterministic

Constant Exposure TLT

TLT

Single asset

Season return -4.17%

Max drawdown -4.37%

Current positions

TLT +100.0%

Data through 2026-09-29 Decision 2026-09-01T00:00:00Z

#76 · Deterministic

Constant Exposure GLD

GLD

Single asset

Season return -5.52%

Max drawdown -7.88%

Current positions

GLD +100.0%

Data through 2026-09-29 Decision 2026-09-01T00:00:00Z

#77 · Deterministic

Donchian Turtle BTC-USD

BTC-USD

Single asset

Season return -6.02%

Max drawdown -10.43%

Current positions

BTC-USD +100.0%

Data through 2026-09-29 Decision 2026-09-21T00:00:00Z

#78 · Deterministic

Bollinger Reversion USO

USO

Single asset

Season return -6.13%

Max drawdown -14.38%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-22T00:00:00Z

#79 · Deterministic

Volatility Target BTC-USD

BTC-USD

Single asset

Season return -8.52%

Max drawdown -12.54%

Current positions

BTC-USD +56.3%

Data through 2026-09-29 Decision 2026-09-29T00:00:00Z Pending settlement

#80 · Deterministic

Regime Switch USO

USO

Single asset

Season return -12.33%

Max drawdown -12.85%

Current positions

Cash / unchanged

Data through 2026-09-29 Decision 2026-09-16T00:00:00Z

2026 Preseason · Backtested2026-01-01 through 2026-08-31. Deterministic strategies only; LLM accounts are not eligible because no live decisions existed. Universe: 8 assets / 11 strategies · 64 eligible competitors.

#1 · Backtested

Constant Exposure USO

USO

Single asset

Season return 91.61%

Max drawdown -32.49%

Final positions

USO +100.0%

Data through 2026-08-31 Completed season

#2 · Backtested

Volatility Target BTC-USD

BTC-USD

Single asset

Season return 32.06%

Max drawdown -19.12%

Final positions

BTC-USD +49.5%

Data through 2026-08-31 Completed season

#3 · Backtested

Regime Switch USO

USO

Single asset

Season return 31.66%

Max drawdown -10.96%

Final positions

USO +0.0%

Data through 2026-08-31 Completed season

#4 · Backtested

EMA Cross ADX USO

USO

Single asset

Season return 30.04%

Max drawdown -34.97%

Final positions

USO +0.0%

Data through 2026-08-31 Completed season

#5 · Backtested

Donchian Turtle USO

USO

Single asset

Season return 28.91%

Max drawdown -34.43%

Final positions

USO +0.0%

Data through 2026-08-31 Completed season

#6 · Backtested

EMA Cross Slope USO

USO

Single asset

Season return 18.45%

Max drawdown -36.24%

Final positions

USO +100.0%

Data through 2026-08-31 Completed season

#7 · Backtested

Constant Exposure EEM

EEM

Single asset

Season return 18.35%

Max drawdown -14.24%

Final positions

EEM +100.0%

Data through 2026-08-31 Completed season

#8 · Backtested

Volatility Target USO

USO

Single asset

Season return 17.62%

Max drawdown -11.39%

Final positions

USO +47.3%

Data through 2026-08-31 Completed season

#9 · Backtested

EMA Cross Slope BTC-USD

BTC-USD

Single asset

Season return 14.60%

Max drawdown -22.57%

Final positions

BTC-USD +100.0%

Data through 2026-08-31 Completed season

#10 · Backtested

Volatility Target GLD

GLD

Single asset

Season return 14.17%

Max drawdown -14.04%

Final positions

GLD +73.7%

Data through 2026-08-31 Completed season

#11 · Backtested

EMA Cross ADX BTC-USD

BTC-USD

Single asset

Season return 11.65%

Max drawdown -19.40%

Final positions

BTC-USD +100.0%

Data through 2026-08-31 Completed season

#12 · Backtested

Constant Exposure SPY

SPY

Single asset

Season return 11.65%

Max drawdown -9.13%

Final positions

SPY +100.0%

Data through 2026-08-31 Completed season

#13 · Backtested

EMA Cross Slope GLD

GLD

Single asset

Season return 10.61%

Max drawdown -16.73%

Final positions

GLD +100.0%

Data through 2026-08-31 Completed season

#14 · Backtested

EMA Cross ADX GLD

GLD

Single asset

Season return 6.20%

Max drawdown -15.90%

Final positions

GLD +100.0%

Data through 2026-08-31 Completed season

#15 · Backtested

EMA Cross ADX SPY

SPY

Single asset

Season return 5.02%

Max drawdown -11.11%

Final positions

SPY +0.0%

Data through 2026-08-31 Completed season

#16 · Backtested

Bollinger Reversion TLT

TLT

Single asset

Season return 4.56%

Max drawdown -4.36%

Final positions

TLT -100.0%

Data through 2026-08-31 Completed season

#17 · Backtested

RSI Reversion TLT

TLT

Single asset

Season return 4.36%

Max drawdown 0.00%

Final positions

TLT +0.0%

Data through 2026-08-31 Completed season

#18 · Backtested

Volatility Target EEM

EEM

Single asset

Season return 3.00%

Max drawdown -10.59%

Final positions

EEM +100.0%

Data through 2026-08-31 Completed season

#19 · Backtested

Donchian Turtle GLD

GLD

Single asset

Season return 2.83%

Max drawdown -15.67%

Final positions

GLD +100.0%

Data through 2026-08-31 Completed season

#20 · Backtested

RSI Reversion EURUSD=X

EURUSD=X

Single asset

Season return 2.81%

Max drawdown -1.63%

Final positions

EURUSD=X -100.0%

Data through 2026-08-31 Completed season

#21 · Backtested

Volatility Target SPY

SPY

Single asset

Season return 1.41%

Max drawdown -10.64%

Final positions

SPY +100.0%

Data through 2026-08-31 Completed season

#22 · Backtested

Donchian Turtle BTC-USD

BTC-USD

Single asset

Season return 0.56%

Max drawdown -20.08%

Final positions

BTC-USD +100.0%

Data through 2026-08-31 Completed season

#23 · Backtested

EMA Cross ADX TLT

TLT

Single asset

Season return 0.53%

Max drawdown -3.56%

Final positions

TLT +0.0%

Data through 2026-08-31 Completed season

#24 · Backtested

Regime Switch BTC-USD

BTC-USD

Single asset

Season return 0.49%

Max drawdown -17.43%

Final positions

BTC-USD +0.0%

Data through 2026-08-31 Completed season

#25 · Backtested

Constant Exposure GLD

GLD

Single asset

Season return 0.43%

Max drawdown -26.40%

Final positions

GLD +100.0%

Data through 2026-08-31 Completed season

#26 · Backtested

EMA Cross Slope SPY

SPY

Single asset

Season return 0.32%

Max drawdown -7.77%

Final positions

SPY +100.0%

Data through 2026-08-31 Completed season

#27 · Backtested

Bollinger Reversion EEM

EEM

Single asset

Season return 0.25%

Max drawdown -17.40%

Final positions

EEM +0.0%

Data through 2026-08-31 Completed season

#28 · Backtested

Regime Switch TLT

TLT

Single asset

Season return -0.28%

Max drawdown -6.43%

Final positions

TLT -100.0%

Data through 2026-08-31 Completed season

#29 · Backtested

Bollinger Reversion SPY

SPY

Single asset

Season return -0.48%

Max drawdown -11.71%

Final positions

SPY +0.0%

Data through 2026-08-31 Completed season

#30 · Backtested

Bollinger Reversion HYG

HYG

Single asset

Season return -0.55%

Max drawdown -2.28%

Final positions

HYG -100.0%

Data through 2026-08-31 Completed season

#31 · Backtested

EMA Cross Slope EEM

EEM

Single asset

Season return -0.73%

Max drawdown -14.06%

Final positions

EEM +100.0%

Data through 2026-08-31 Completed season

#32 · Backtested

Constant Exposure EURUSD=X

EURUSD=X

Single asset

Season return -0.83%

Max drawdown -5.50%

Final positions

EURUSD=X +100.0%

Data through 2026-08-31 Completed season

#33 · Backtested

RSI Reversion HYG

HYG

Single asset

Season return -0.84%

Max drawdown -2.09%

Final positions

HYG +0.0%

Data through 2026-08-31 Completed season

#34 · Backtested

Constant Exposure HYG

HYG

Single asset

Season return -1.22%

Max drawdown -3.03%

Final positions

HYG +100.0%

Data through 2026-08-31 Completed season

#35 · Backtested

Bollinger Reversion EURUSD=X

EURUSD=X

Single asset

Season return -1.30%

Max drawdown -2.85%

Final positions

EURUSD=X +0.0%

Data through 2026-08-31 Completed season

#36 · Backtested

Donchian Turtle EURUSD=X

EURUSD=X

Single asset

Season return -1.39%

Max drawdown -4.10%

Final positions

EURUSD=X +0.0%

Data through 2026-08-31 Completed season

#37 · Backtested

Regime Switch SPY

SPY

Single asset

Season return -1.42%

Max drawdown -11.65%

Final positions

SPY +0.0%

Data through 2026-08-31 Completed season

#38 · Backtested

EMA Cross ADX EEM

EEM

Single asset

Season return -1.45%

Max drawdown -10.84%

Final positions

EEM +0.0%

Data through 2026-08-31 Completed season

#39 · Backtested

Regime Switch HYG

HYG

Single asset

Season return -1.90%

Max drawdown -3.91%

Final positions

HYG -100.0%

Data through 2026-08-31 Completed season

#40 · Backtested

EMA Cross ADX HYG

HYG

Single asset

Season return -2.09%

Max drawdown -3.34%

Final positions

HYG +0.0%

Data through 2026-08-31 Completed season

#41 · Backtested

RSI Reversion GLD

GLD

Single asset

Season return -2.09%

Max drawdown -19.16%

Final positions

GLD -100.0%

Data through 2026-08-31 Completed season

#42 · Backtested

Regime Switch EURUSD=X

EURUSD=X

Single asset

Season return -2.31%

Max drawdown -3.76%

Final positions

EURUSD=X +100.0%

Data through 2026-08-31 Completed season

#43 · Backtested

RSI Reversion EEM

EEM

Single asset

Season return -2.34%

Max drawdown -10.66%

Final positions

EEM +0.0%

Data through 2026-08-31 Completed season

#44 · Backtested

Donchian Turtle SPY

SPY

Single asset

Season return -2.54%

Max drawdown -8.32%

Final positions

SPY +100.0%

Data through 2026-08-31 Completed season

#45 · Backtested

Donchian Turtle HYG

HYG

Single asset

Season return -2.66%

Max drawdown -2.66%

Final positions

HYG +0.0%

Data through 2026-08-31 Completed season

#46 · Backtested

RSI Reversion SPY

SPY

Single asset

Season return -2.74%

Max drawdown -7.52%

Final positions

SPY +0.0%

Data through 2026-08-31 Completed season

#47 · Backtested

Regime Switch GLD

GLD

Single asset

Season return -3.77%

Max drawdown -23.08%

Final positions

GLD +100.0%

Data through 2026-08-31 Completed season

#48 · Backtested

EMA Cross Slope HYG

HYG

Single asset

Season return -3.96%

Max drawdown -4.60%

Final positions

HYG +100.0%

Data through 2026-08-31 Completed season

#49 · Backtested

EMA Cross ADX EURUSD=X

EURUSD=X

Single asset

Season return -5.17%

Max drawdown -6.33%

Final positions

EURUSD=X +100.0%

Data through 2026-08-31 Completed season

#50 · Backtested

Constant Exposure TLT

TLT

Single asset

Season return -5.41%

Max drawdown -10.43%

Final positions

TLT +100.0%

Data through 2026-08-31 Completed season

#51 · Backtested

Volatility Target HYG

HYG

Single asset

Season return -5.49%

Max drawdown -6.58%

Final positions

HYG +100.0%

Data through 2026-08-31 Completed season

#52 · Backtested

Volatility Target TLT

TLT

Single asset

Season return -5.58%

Max drawdown -7.07%

Final positions

TLT -100.0%

Data through 2026-08-31 Completed season

#53 · Backtested

EMA Cross Slope TLT

TLT

Single asset

Season return -6.32%

Max drawdown -7.24%

Final positions

TLT -100.0%

Data through 2026-08-31 Completed season

#54 · Backtested

EMA Cross Slope EURUSD=X

EURUSD=X

Single asset

Season return -6.47%

Max drawdown -8.46%

Final positions

EURUSD=X +100.0%

Data through 2026-08-31 Completed season

#55 · Backtested

Regime Switch EEM

EEM

Single asset

Season return -8.10%

Max drawdown -19.96%

Final positions

EEM +0.0%

Data through 2026-08-31 Completed season

#56 · Backtested

Volatility Target EURUSD=X

EURUSD=X

Single asset

Season return -8.84%

Max drawdown -10.00%

Final positions

EURUSD=X +100.0%

Data through 2026-08-31 Completed season

#57 · Backtested

Bollinger Reversion GLD

GLD

Single asset

Season return -10.31%

Max drawdown -15.91%

Final positions

GLD -100.0%

Data through 2026-08-31 Completed season

#58 · Backtested

Donchian Turtle TLT

TLT

Single asset

Season return -10.74%

Max drawdown -12.36%

Final positions

TLT -100.0%

Data through 2026-08-31 Completed season

#59 · Backtested

Constant Exposure BTC-USD

BTC-USD

Single asset

Season return -11.54%

Max drawdown -39.58%

Final positions

BTC-USD +100.0%

Data through 2026-08-31 Completed season

#60 · Backtested

Donchian Turtle EEM

EEM

Single asset

Season return -16.49%

Max drawdown -24.53%

Final positions

EEM +0.0%

Data through 2026-08-31 Completed season

#61 · Backtested

RSI Reversion BTC-USD

BTC-USD

Single asset

Season return -22.40%

Max drawdown -24.94%

Final positions

BTC-USD -100.0%

Data through 2026-08-31 Completed season

#62 · Backtested

Bollinger Reversion BTC-USD

BTC-USD

Single asset

Season return -24.26%

Max drawdown -27.02%

Final positions

BTC-USD -100.0%

Data through 2026-08-31 Completed season

#63 · Backtested

Bollinger Reversion USO

USO

Single asset

Season return -28.49%

Max drawdown -44.17%

Final positions

USO +0.0%

Data through 2026-08-31 Completed season

#64 · Backtested

RSI Reversion USO

USO

Single asset

Season return -29.75%

Max drawdown -51.58%

Final positions

USO +0.0%

Data through 2026-08-31 Completed season

2025 · Backtested2025-01-01 through 2025-12-31. Deterministic strategies only; LLM accounts are not eligible because no live decisions existed. Universe: 8 assets / 11 strategies · 64 eligible competitors.

#1 · Backtested

Constant Exposure GLD

GLD

Single asset

Season return 61.76%

Max drawdown -10.11%

Final positions

GLD +100.0%

Data through 2025-12-31 Completed season

#2 · Backtested

Donchian Turtle GLD

GLD

Single asset

Season return 42.69%

Max drawdown -10.13%

Final positions

GLD +100.0%

Data through 2025-12-31 Completed season

#3 · Backtested

Bollinger Reversion USO

USO

Single asset

Season return 32.89%

Max drawdown -15.16%

Final positions

USO +0.0%

Data through 2025-12-31 Completed season

#4 · Backtested

Constant Exposure EEM

EEM

Single asset

Season return 29.89%

Max drawdown -15.04%

Final positions

EEM +100.0%

Data through 2025-12-31 Completed season

#5 · Backtested

Bollinger Reversion BTC-USD

BTC-USD

Single asset

Season return 27.57%

Max drawdown -20.14%

Final positions

BTC-USD +0.0%

Data through 2025-12-31 Completed season

#6 · Backtested

EMA Cross Slope GLD

GLD

Single asset

Season return 25.87%

Max drawdown -12.52%

Final positions

GLD +0.0%

Data through 2025-12-31 Completed season

#7 · Backtested

EMA Cross ADX GLD

GLD

Single asset

Season return 19.83%

Max drawdown -10.13%

Final positions

GLD +100.0%

Data through 2025-12-31 Completed season

#8 · Backtested

Regime Switch GLD

GLD

Single asset

Season return 17.81%

Max drawdown -10.13%

Final positions

GLD +100.0%

Data through 2025-12-31 Completed season

#9 · Backtested

Bollinger Reversion TLT

TLT

Single asset

Season return 16.14%

Max drawdown -3.19%

Final positions

TLT +0.0%

Data through 2025-12-31 Completed season

#10 · Backtested

Constant Exposure SPY

SPY

Single asset

Season return 15.98%

Max drawdown -19.00%

Final positions

SPY +100.0%

Data through 2025-12-31 Completed season

#11 · Backtested

Constant Exposure EURUSD=X

EURUSD=X

Single asset

Season return 14.22%

Max drawdown -3.60%

Final positions

EURUSD=X +100.0%

Data through 2025-12-31 Completed season

#12 · Backtested

RSI Reversion EEM

EEM

Single asset

Season return 13.06%

Max drawdown -8.53%

Final positions

EEM +0.0%

Data through 2025-12-31 Completed season

#13 · Backtested

RSI Reversion USO

USO

Single asset

Season return 9.97%

Max drawdown -10.23%

Final positions

USO +0.0%

Data through 2025-12-31 Completed season

#14 · Backtested

EMA Cross ADX SPY

SPY

Single asset

Season return 8.57%

Max drawdown -15.98%

Final positions

SPY +0.0%

Data through 2025-12-31 Completed season

#15 · Backtested

Regime Switch SPY

SPY

Single asset

Season return 8.40%

Max drawdown -10.18%

Final positions

SPY +0.0%

Data through 2025-12-31 Completed season

#16 · Backtested

Regime Switch BTC-USD

BTC-USD

Single asset

Season return 8.20%

Max drawdown -22.54%

Final positions

BTC-USD +0.0%

Data through 2025-12-31 Completed season

#17 · Backtested

Bollinger Reversion EEM

EEM

Single asset

Season return 8.11%

Max drawdown -9.31%

Final positions

EEM +0.0%

Data through 2025-12-31 Completed season

#18 · Backtested

Volatility Target GLD

GLD

Single asset

Season return 6.94%

Max drawdown -19.01%

Final positions

GLD -100.0%

Data through 2025-12-31 Completed season

#19 · Backtested

EMA Cross Slope SPY

SPY

Single asset

Season return 6.04%

Max drawdown -11.02%

Final positions

SPY +0.0%

Data through 2025-12-31 Completed season

#20 · Backtested

RSI Reversion BTC-USD

BTC-USD

Single asset

Season return 5.59%

Max drawdown -16.18%

Final positions

BTC-USD +100.0%

Data through 2025-12-31 Completed season

#21 · Backtested

Bollinger Reversion SPY

SPY

Single asset

Season return 5.53%

Max drawdown -9.23%

Final positions

SPY +0.0%

Data through 2025-12-31 Completed season

#22 · Backtested

Volatility Target EEM

EEM

Single asset

Season return 3.83%

Max drawdown -13.36%

Final positions

EEM +100.0%

Data through 2025-12-31 Completed season

#23 · Backtested

RSI Reversion HYG

HYG

Single asset

Season return 3.81%

Max drawdown -1.62%

Final positions

HYG +0.0%

Data through 2025-12-31 Completed season

#24 · Backtested

EMA Cross ADX EURUSD=X

EURUSD=X

Single asset

Season return 3.48%

Max drawdown -3.62%

Final positions

EURUSD=X +100.0%

Data through 2025-12-31 Completed season

#25 · Backtested

Volatility Target SPY

SPY

Single asset

Season return 3.44%

Max drawdown -12.03%

Final positions

SPY -100.0%

Data through 2025-12-31 Completed season

#26 · Backtested

Regime Switch TLT

TLT

Single asset

Season return 2.46%

Max drawdown -6.13%

Final positions

TLT +0.0%

Data through 2025-12-31 Completed season

#27 · Backtested

RSI Reversion TLT

TLT

Single asset

Season return 2.43%

Max drawdown -2.84%

Final positions

TLT +0.0%

Data through 2025-12-31 Completed season

#28 · Backtested

Bollinger Reversion HYG

HYG

Single asset

Season return 2.38%

Max drawdown -1.61%

Final positions

HYG +0.0%

Data through 2025-12-31 Completed season

#29 · Backtested

Constant Exposure HYG

HYG

Single asset

Season return 2.00%

Max drawdown -5.47%

Final positions

HYG +100.0%

Data through 2025-12-31 Completed season

#30 · Backtested

Bollinger Reversion EURUSD=X

EURUSD=X

Single asset

Season return 1.17%

Max drawdown -5.35%

Final positions

EURUSD=X -100.0%

Data through 2025-12-31 Completed season

#31 · Backtested

EMA Cross ADX HYG

HYG

Single asset

Season return -0.38%

Max drawdown -4.18%

Final positions

HYG +0.0%

Data through 2025-12-31 Completed season

#32 · Backtested

Donchian Turtle EURUSD=X

EURUSD=X

Single asset

Season return -0.59%

Max drawdown -6.15%

Final positions

EURUSD=X +100.0%

Data through 2025-12-31 Completed season

#33 · Backtested

Constant Exposure TLT

TLT

Single asset

Season return -0.71%

Max drawdown -9.56%

Final positions

TLT +100.0%

Data through 2025-12-31 Completed season

#34 · Backtested

EMA Cross ADX TLT

TLT

Single asset

Season return -0.93%

Max drawdown -6.40%

Final positions

TLT -100.0%

Data through 2025-12-31 Completed season

#35 · Backtested

Regime Switch EURUSD=X

EURUSD=X

Single asset

Season return -1.43%

Max drawdown -4.84%

Final positions

EURUSD=X +100.0%

Data through 2025-12-31 Completed season

#36 · Backtested

RSI Reversion EURUSD=X

EURUSD=X

Single asset

Season return -1.69%

Max drawdown -6.99%

Final positions

EURUSD=X +0.0%

Data through 2025-12-31 Completed season

#37 · Backtested

EMA Cross Slope EURUSD=X

EURUSD=X

Single asset

Season return -2.87%

Max drawdown -5.96%

Final positions

EURUSD=X +100.0%

Data through 2025-12-31 Completed season

#38 · Backtested

EMA Cross ADX BTC-USD

BTC-USD

Single asset

Season return -3.43%

Max drawdown -32.47%

Final positions

BTC-USD +0.0%

Data through 2025-12-31 Completed season

#39 · Backtested

Donchian Turtle SPY

SPY

Single asset

Season return -3.88%

Max drawdown -13.23%

Final positions

SPY +100.0%

Data through 2025-12-31 Completed season

#40 · Backtested

Donchian Turtle HYG

HYG

Single asset

Season return -3.93%

Max drawdown -5.76%

Final positions

HYG +0.0%

Data through 2025-12-31 Completed season

#41 · Backtested

EMA Cross Slope EEM

EEM

Single asset

Season return -4.35%

Max drawdown -20.05%

Final positions

EEM +100.0%

Data through 2025-12-31 Completed season

#42 · Backtested

RSI Reversion SPY

SPY

Single asset

Season return -4.59%

Max drawdown -13.72%

Final positions

SPY +0.0%

Data through 2025-12-31 Completed season

#43 · Backtested

Donchian Turtle EEM

EEM

Single asset

Season return -4.99%

Max drawdown -18.37%

Final positions

EEM +0.0%

Data through 2025-12-31 Completed season

#44 · Backtested

Regime Switch HYG

HYG

Single asset

Season return -5.38%

Max drawdown -5.64%

Final positions

HYG +0.0%

Data through 2025-12-31 Completed season

#45 · Backtested

EMA Cross Slope HYG

HYG

Single asset

Season return -6.61%

Max drawdown -7.08%

Final positions

HYG +100.0%

Data through 2025-12-31 Completed season

#46 · Backtested

Volatility Target BTC-USD

BTC-USD

Single asset

Season return -6.77%

Max drawdown -19.36%

Final positions

BTC-USD -93.0%

Data through 2025-12-31 Completed season

#47 · Backtested

EMA Cross ADX EEM

EEM

Single asset

Season return -6.87%

Max drawdown -17.02%

Final positions

EEM +0.0%

Data through 2025-12-31 Completed season

#48 · Backtested

Volatility Target EURUSD=X

EURUSD=X

Single asset

Season return -6.89%

Max drawdown -9.31%

Final positions

EURUSD=X +100.0%

Data through 2025-12-31 Completed season

#49 · Backtested

Constant Exposure BTC-USD

BTC-USD

Single asset

Season return -7.38%

Max drawdown -32.14%

Final positions

BTC-USD +100.0%

Data through 2025-12-31 Completed season

#50 · Backtested

Bollinger Reversion GLD

GLD

Single asset

Season return -7.69%

Max drawdown -22.84%

Final positions

GLD +0.0%

Data through 2025-12-31 Completed season

#51 · Backtested

Donchian Turtle TLT

TLT

Single asset

Season return -10.05%

Max drawdown -14.17%

Final positions

TLT -100.0%

Data through 2025-12-31 Completed season

#52 · Backtested

Regime Switch EEM

EEM

Single asset

Season return -10.05%

Max drawdown -19.07%

Final positions

EEM +0.0%

Data through 2025-12-31 Completed season

#53 · Backtested

Donchian Turtle BTC-USD

BTC-USD

Single asset

Season return -10.08%

Max drawdown -32.52%

Final positions

BTC-USD -100.0%

Data through 2025-12-31 Completed season

#54 · Backtested

Volatility Target HYG

HYG

Single asset

Season return -10.41%

Max drawdown -10.44%

Final positions

HYG +100.0%

Data through 2025-12-31 Completed season

#55 · Backtested

Constant Exposure USO

USO

Single asset

Season return -10.72%

Max drawdown -26.05%

Final positions

USO +100.0%

Data through 2025-12-31 Completed season

#56 · Backtested

EMA Cross Slope BTC-USD

BTC-USD

Single asset

Season return -10.76%

Max drawdown -30.53%

Final positions

BTC-USD -100.0%

Data through 2025-12-31 Completed season

#57 · Backtested

RSI Reversion GLD

GLD

Single asset

Season return -14.18%

Max drawdown -22.22%

Final positions

GLD -100.0%

Data through 2025-12-31 Completed season

#58 · Backtested

EMA Cross Slope TLT

TLT

Single asset

Season return -21.67%

Max drawdown -24.86%

Final positions

TLT -100.0%

Data through 2025-12-31 Completed season

#59 · Backtested

Donchian Turtle USO

USO

Single asset

Season return -22.50%

Max drawdown -32.42%

Final positions

USO -100.0%

Data through 2025-12-31 Completed season

#60 · Backtested

EMA Cross ADX USO

USO

Single asset

Season return -23.02%

Max drawdown -25.55%

Final positions

USO +0.0%

Data through 2025-12-31 Completed season

#61 · Backtested

Regime Switch USO

USO

Single asset

Season return -24.93%

Max drawdown -32.14%

Final positions

USO +0.0%

Data through 2025-12-31 Completed season

#62 · Backtested

Volatility Target TLT

TLT

Single asset

Season return -25.98%

Max drawdown -29.46%

Final positions

TLT -100.0%

Data through 2025-12-31 Completed season

#63 · Backtested

EMA Cross Slope USO

USO

Single asset

Season return -35.02%

Max drawdown -41.70%

Final positions

USO -100.0%

Data through 2025-12-31 Completed season

#64 · Backtested

Volatility Target USO

USO

Single asset

Season return -36.75%

Max drawdown -41.91%

Final positions

USO -82.7%

Data through 2025-12-31 Completed season

2024 · Backtested2024-01-01 through 2024-12-31. Deterministic strategies only; LLM accounts are not eligible because no live decisions existed. Universe: 8 assets / 11 strategies · 64 eligible competitors.

#1 · Backtested

Constant Exposure BTC-USD

BTC-USD

Single asset

Season return 111.29%

Max drawdown -26.18%

Final positions

BTC-USD +100.0%

Data through 2024-12-31 Completed season

#2 · Backtested

Constant Exposure GLD

GLD

Single asset

Season return 27.91%

Max drawdown -8.06%

Final positions

GLD +100.0%

Data through 2024-12-31 Completed season

#3 · Backtested

Volatility Target BTC-USD

BTC-USD

Single asset

Season return 26.60%

Max drawdown -24.06%

Final positions

BTC-USD -57.2%

Data through 2024-12-31 Completed season

#4 · Backtested

Constant Exposure SPY

SPY

Single asset

Season return 24.40%

Max drawdown -8.38%

Final positions

SPY +100.0%

Data through 2024-12-31 Completed season

#5 · Backtested

Donchian Turtle BTC-USD

BTC-USD

Single asset

Season return 20.03%

Max drawdown -34.65%

Final positions

BTC-USD +100.0%

Data through 2024-12-31 Completed season

#6 · Backtested

Bollinger Reversion EEM

EEM

Single asset

Season return 18.71%

Max drawdown -6.55%

Final positions

EEM +100.0%

Data through 2024-12-31 Completed season

#7 · Backtested

Bollinger Reversion USO

USO

Single asset

Season return 17.76%

Max drawdown -8.14%

Final positions

USO -100.0%

Data through 2024-12-31 Completed season

#8 · Backtested

Constant Exposure USO

USO

Single asset

Season return 12.82%

Max drawdown -18.74%

Final positions

USO +100.0%

Data through 2024-12-31 Completed season

#9 · Backtested

Regime Switch BTC-USD

BTC-USD

Single asset

Season return 12.29%

Max drawdown -14.46%

Final positions

BTC-USD +100.0%

Data through 2024-12-31 Completed season

#10 · Backtested

Donchian Turtle GLD

GLD

Single asset

Season return 11.94%

Max drawdown -9.56%

Final positions

GLD +0.0%

Data through 2024-12-31 Completed season

#11 · Backtested

EMA Cross ADX GLD

GLD

Single asset

Season return 10.86%

Max drawdown -8.12%

Final positions

GLD +0.0%

Data through 2024-12-31 Completed season

#12 · Backtested

EMA Cross Slope GLD

GLD

Single asset

Season return 9.36%

Max drawdown -9.42%

Final positions

GLD -100.0%

Data through 2024-12-31 Completed season

#13 · Backtested

Bollinger Reversion TLT

TLT

Single asset

Season return 8.95%

Max drawdown -7.55%

Final positions

TLT +100.0%

Data through 2024-12-31 Completed season

#14 · Backtested

Regime Switch GLD

GLD

Single asset

Season return 6.27%

Max drawdown -8.64%

Final positions

GLD +100.0%

Data through 2024-12-31 Completed season

#15 · Backtested

Constant Exposure EEM

EEM

Single asset

Season return 6.20%

Max drawdown -11.60%

Final positions

EEM +100.0%

Data through 2024-12-31 Completed season

#16 · Backtested

EMA Cross ADX SPY

SPY

Single asset

Season return 5.78%

Max drawdown -10.42%

Final positions

SPY +100.0%

Data through 2024-12-31 Completed season

#17 · Backtested

RSI Reversion EEM

EEM

Single asset

Season return 5.39%

Max drawdown -4.97%

Final positions

EEM +0.0%

Data through 2024-12-31 Completed season

#18 · Backtested

Volatility Target EEM

EEM

Single asset

Season return 5.03%

Max drawdown -12.19%

Final positions

EEM -100.0%

Data through 2024-12-31 Completed season

#19 · Backtested

EMA Cross Slope BTC-USD

BTC-USD

Single asset

Season return 4.38%

Max drawdown -56.39%

Final positions

BTC-USD +0.0%

Data through 2024-12-31 Completed season

#20 · Backtested

Bollinger Reversion HYG

HYG

Single asset

Season return 4.36%

Max drawdown -1.15%

Final positions

HYG +100.0%

Data through 2024-12-31 Completed season

#21 · Backtested

Donchian Turtle SPY

SPY

Single asset

Season return 4.31%

Max drawdown -11.46%

Final positions

SPY +100.0%

Data through 2024-12-31 Completed season

#22 · Backtested

EMA Cross Slope SPY

SPY

Single asset

Season return 3.37%

Max drawdown -10.38%

Final positions

SPY +0.0%

Data through 2024-12-31 Completed season

#23 · Backtested

Constant Exposure HYG

HYG

Single asset

Season return 2.43%

Max drawdown -2.84%

Final positions

HYG +100.0%

Data through 2024-12-31 Completed season

#24 · Backtested

Regime Switch EURUSD=X

EURUSD=X

Single asset

Season return 2.40%

Max drawdown -2.43%

Final positions

EURUSD=X -100.0%

Data through 2024-12-31 Completed season

#25 · Backtested

Regime Switch USO

USO

Single asset

Season return 2.27%

Max drawdown -12.79%

Final positions

USO -100.0%

Data through 2024-12-31 Completed season

#26 · Backtested

RSI Reversion TLT

TLT

Single asset

Season return 1.61%

Max drawdown -6.65%

Final positions

TLT +100.0%

Data through 2024-12-31 Completed season

#27 · Backtested

Regime Switch SPY

SPY

Single asset

Season return 1.28%

Max drawdown -11.16%

Final positions

SPY +100.0%

Data through 2024-12-31 Completed season

#28 · Backtested

EMA Cross ADX HYG

HYG

Single asset

Season return 1.15%

Max drawdown -2.11%

Final positions

HYG -100.0%

Data through 2024-12-31 Completed season

#29 · Backtested

RSI Reversion HYG

HYG

Single asset

Season return 0.38%

Max drawdown -2.10%

Final positions

HYG +100.0%

Data through 2024-12-31 Completed season

#30 · Backtested

Regime Switch TLT

TLT

Single asset

Season return 0.15%

Max drawdown -7.73%

Final positions

TLT -100.0%

Data through 2024-12-31 Completed season

#31 · Backtested

Bollinger Reversion SPY

SPY

Single asset

Season return -0.03%

Max drawdown -11.14%

Final positions

SPY +0.0%

Data through 2024-12-31 Completed season

#32 · Backtested

RSI Reversion EURUSD=X

EURUSD=X

Single asset

Season return -0.05%

Max drawdown -3.64%

Final positions

EURUSD=X +100.0%

Data through 2024-12-31 Completed season

#33 · Backtested

Bollinger Reversion EURUSD=X

EURUSD=X

Single asset

Season return -0.75%

Max drawdown -4.78%

Final positions

EURUSD=X +100.0%

Data through 2024-12-31 Completed season

#34 · Backtested

Regime Switch HYG

HYG

Single asset

Season return -1.43%

Max drawdown -4.09%

Final positions

HYG -100.0%

Data through 2024-12-31 Completed season

#35 · Backtested

Donchian Turtle EURUSD=X

EURUSD=X

Single asset

Season return -2.02%

Max drawdown -6.69%

Final positions

EURUSD=X -100.0%

Data through 2024-12-31 Completed season

#36 · Backtested

Volatility Target EURUSD=X

EURUSD=X

Single asset

Season return -2.53%

Max drawdown -8.14%

Final positions

EURUSD=X -100.0%

Data through 2024-12-31 Completed season

#37 · Backtested

Donchian Turtle HYG

HYG

Single asset

Season return -2.60%

Max drawdown -4.29%

Final positions

HYG -100.0%

Data through 2024-12-31 Completed season

#38 · Backtested

RSI Reversion USO

USO

Single asset

Season return -2.80%

Max drawdown -7.15%

Final positions

USO +0.0%

Data through 2024-12-31 Completed season

#39 · Backtested

EMA Cross ADX EURUSD=X

EURUSD=X

Single asset

Season return -3.05%

Max drawdown -7.62%

Final positions

EURUSD=X -100.0%

Data through 2024-12-31 Completed season

#40 · Backtested

EMA Cross Slope EURUSD=X

EURUSD=X

Single asset

Season return -3.58%

Max drawdown -8.30%

Final positions

EURUSD=X -100.0%

Data through 2024-12-31 Completed season

#41 · Backtested

EMA Cross ADX TLT

TLT

Single asset

Season return -3.81%

Max drawdown -9.33%

Final positions

TLT -100.0%

Data through 2024-12-31 Completed season

#42 · Backtested

EMA Cross Slope TLT

TLT

Single asset

Season return -5.00%

Max drawdown -15.70%

Final positions

TLT -100.0%

Data through 2024-12-31 Completed season

#43 · Backtested

Bollinger Reversion GLD

GLD

Single asset

Season return -5.57%

Max drawdown -13.60%

Final positions

GLD +100.0%

Data through 2024-12-31 Completed season

#44 · Backtested

Constant Exposure EURUSD=X

EURUSD=X

Single asset

Season return -5.79%

Max drawdown -7.51%

Final positions

EURUSD=X +100.0%

Data through 2024-12-31 Completed season

#45 · Backtested

EMA Cross Slope EEM

EEM

Single asset

Season return -6.04%

Max drawdown -16.44%

Final positions

EEM -100.0%

Data through 2024-12-31 Completed season

#46 · Backtested

Volatility Target GLD

GLD

Single asset

Season return -6.45%

Max drawdown -17.41%

Final positions

GLD -100.0%

Data through 2024-12-31 Completed season

#47 · Backtested

RSI Reversion GLD

GLD

Single asset

Season return -6.62%

Max drawdown -11.24%

Final positions

GLD +0.0%

Data through 2024-12-31 Completed season

#48 · Backtested

Donchian Turtle TLT

TLT

Single asset

Season return -7.19%

Max drawdown -9.69%

Final positions

TLT -100.0%

Data through 2024-12-31 Completed season

#49 · Backtested

Volatility Target SPY

SPY

Single asset

Season return -7.31%

Max drawdown -15.28%

Final positions

SPY -100.0%

Data through 2024-12-31 Completed season

#50 · Backtested

Volatility Target TLT

TLT

Single asset

Season return -8.90%

Max drawdown -22.90%

Final positions

TLT -100.0%

Data through 2024-12-31 Completed season

#51 · Backtested

EMA Cross Slope HYG

HYG

Single asset

Season return -9.67%

Max drawdown -10.34%

Final positions

HYG -100.0%

Data through 2024-12-31 Completed season

#52 · Backtested

Constant Exposure TLT

TLT

Single asset

Season return -10.29%

Max drawdown -13.92%

Final positions

TLT +100.0%

Data through 2024-12-31 Completed season

#53 · Backtested

RSI Reversion SPY

SPY

Single asset

Season return -10.67%

Max drawdown -15.15%

Final positions

SPY +0.0%

Data through 2024-12-31 Completed season

#54 · Backtested

EMA Cross ADX BTC-USD

BTC-USD

Single asset

Season return -10.88%

Max drawdown -55.89%

Final positions

BTC-USD +100.0%

Data through 2024-12-31 Completed season

#55 · Backtested

Regime Switch EEM

EEM

Single asset

Season return -10.98%

Max drawdown -15.77%

Final positions

EEM -100.0%

Data through 2024-12-31 Completed season

#56 · Backtested

Donchian Turtle EEM

EEM

Single asset

Season return -15.68%

Max drawdown -17.69%

Final positions

EEM -100.0%

Data through 2024-12-31 Completed season

#57 · Backtested

EMA Cross ADX USO

USO

Single asset

Season return -15.81%

Max drawdown -22.10%

Final positions

USO +0.0%

Data through 2024-12-31 Completed season

#58 · Backtested

Volatility Target HYG

HYG

Single asset

Season return -16.39%

Max drawdown -17.84%

Final positions

HYG -100.0%

Data through 2024-12-31 Completed season

#59 · Backtested

Bollinger Reversion BTC-USD

BTC-USD

Single asset

Season return -18.07%

Max drawdown -40.56%

Final positions

BTC-USD +0.0%

Data through 2024-12-31 Completed season

#60 · Backtested

Volatility Target USO

USO

Single asset

Season return -21.25%

Max drawdown -28.04%

Final positions

USO +100.0%

Data through 2024-12-31 Completed season

#61 · Backtested

Donchian Turtle USO

USO

Single asset

Season return -22.50%

Max drawdown -23.39%

Final positions

USO +0.0%

Data through 2024-12-31 Completed season

#62 · Backtested

EMA Cross ADX EEM

EEM

Single asset

Season return -22.86%

Max drawdown -25.14%

Final positions

EEM -100.0%

Data through 2024-12-31 Completed season

#63 · Backtested

EMA Cross Slope USO

USO

Single asset

Season return -30.80%

Max drawdown -34.84%

Final positions

USO +100.0%

Data through 2024-12-31 Completed season

#64 · Backtested

RSI Reversion BTC-USD

BTC-USD

Single asset

Season return -44.02%

Max drawdown -49.93%

Final positions

BTC-USD +0.0%

Data through 2024-12-31 Completed season

2023 · Backtested2023-01-01 through 2023-12-31. Deterministic strategies only; LLM accounts are not eligible because no live decisions existed. Universe: 8 assets / 11 strategies · 64 eligible competitors.

#1 · Backtested

Constant Exposure BTC-USD

BTC-USD

Single asset

Season return 154.04%

Max drawdown -20.06%

Final positions

BTC-USD +100.0%

Data through 2023-12-31 Completed season

#2 · Backtested

EMA Cross ADX BTC-USD

BTC-USD

Single asset

Season return 61.67%

Max drawdown -27.57%

Final positions

BTC-USD +100.0%

Data through 2023-12-31 Completed season

#3 · Backtested

Regime Switch BTC-USD

BTC-USD

Single asset

Season return 42.91%

Max drawdown -17.28%

Final positions

BTC-USD +0.0%

Data through 2023-12-31 Completed season

#4 · Backtested

Constant Exposure SPY

SPY

Single asset

Season return 23.96%

Max drawdown -10.29%

Final positions

SPY +100.0%

Data through 2023-12-31 Completed season

#5 · Backtested

Bollinger Reversion USO

USO

Single asset

Season return 23.23%

Max drawdown -15.56%

Final positions

USO +0.0%

Data through 2023-12-31 Completed season

#6 · Backtested

EMA Cross Slope BTC-USD

BTC-USD

Single asset

Season return 18.08%

Max drawdown -33.22%

Final positions

BTC-USD +0.0%

Data through 2023-12-31 Completed season

#7 · Backtested

RSI Reversion USO

USO

Single asset

Season return 17.83%

Max drawdown -6.31%

Final positions

USO +0.0%

Data through 2023-12-31 Completed season

#8 · Backtested

Donchian Turtle BTC-USD

BTC-USD

Single asset

Season return 15.58%

Max drawdown -38.48%

Final positions

BTC-USD +100.0%

Data through 2023-12-31 Completed season

#9 · Backtested

Bollinger Reversion EEM

EEM

Single asset

Season return 14.35%

Max drawdown -5.74%

Final positions

EEM +0.0%

Data through 2023-12-31 Completed season

#10 · Backtested

Donchian Turtle TLT

TLT

Single asset

Season return 14.27%

Max drawdown -8.01%

Final positions

TLT +100.0%

Data through 2023-12-31 Completed season

#11 · Backtested

Constant Exposure GLD

GLD

Single asset

Season return 10.52%

Max drawdown -11.35%

Final positions

GLD +100.0%

Data through 2023-12-31 Completed season

#12 · Backtested

Volatility Target BTC-USD

BTC-USD

Single asset

Season return 8.42%

Max drawdown -33.65%

Final positions

BTC-USD -69.9%

Data through 2023-12-31 Completed season

#13 · Backtested

EMA Cross ADX TLT

TLT

Single asset

Season return 5.94%

Max drawdown -10.78%

Final positions

TLT +100.0%

Data through 2023-12-31 Completed season

#14 · Backtested

RSI Reversion EURUSD=X

EURUSD=X

Single asset

Season return 5.08%

Max drawdown -2.21%

Final positions

EURUSD=X +0.0%

Data through 2023-12-31 Completed season

#15 · Backtested

RSI Reversion GLD

GLD

Single asset

Season return 4.46%

Max drawdown -6.24%

Final positions

GLD +0.0%

Data through 2023-12-31 Completed season

#16 · Backtested

EMA Cross Slope TLT

TLT

Single asset

Season return 4.25%

Max drawdown -16.94%

Final positions

TLT +100.0%

Data through 2023-12-31 Completed season

#17 · Backtested

Constant Exposure HYG

HYG

Single asset

Season return 4.14%

Max drawdown -7.02%

Final positions

HYG +100.0%

Data through 2023-12-31 Completed season

#18 · Backtested

Constant Exposure EURUSD=X

EURUSD=X

Single asset

Season return 3.58%

Max drawdown -6.80%

Final positions

EURUSD=X +100.0%

Data through 2023-12-31 Completed season

#19 · Backtested

Constant Exposure EEM

EEM

Single asset

Season return 3.30%

Max drawdown -14.05%

Final positions

EEM +100.0%

Data through 2023-12-31 Completed season

#20 · Backtested

Donchian Turtle SPY

SPY

Single asset

Season return 2.90%

Max drawdown -8.65%

Final positions

SPY +100.0%

Data through 2023-12-31 Completed season

#21 · Backtested

Bollinger Reversion SPY

SPY

Single asset

Season return 2.08%

Max drawdown -7.57%

Final positions

SPY -100.0%

Data through 2023-12-31 Completed season

#22 · Backtested

EMA Cross ADX HYG

HYG

Single asset

Season return 1.85%

Max drawdown -4.01%

Final positions

HYG +100.0%

Data through 2023-12-31 Completed season

#23 · Backtested

Constant Exposure USO

USO

Single asset

Season return 1.51%

Max drawdown -21.96%

Final positions

USO +100.0%

Data through 2023-12-31 Completed season

#24 · Backtested

RSI Reversion EEM

EEM

Single asset

Season return 1.20%

Max drawdown -4.08%

Final positions

EEM +0.0%

Data through 2023-12-31 Completed season

#25 · Backtested

Bollinger Reversion GLD

GLD

Single asset

Season return 0.36%

Max drawdown -9.06%

Final positions

GLD +0.0%

Data through 2023-12-31 Completed season

#26 · Backtested

Regime Switch SPY

SPY

Single asset

Season return 0.26%

Max drawdown -12.80%

Final positions

SPY +100.0%

Data through 2023-12-31 Completed season

#27 · Backtested

Regime Switch TLT

TLT

Single asset

Season return -0.85%

Max drawdown -8.00%

Final positions

TLT +100.0%

Data through 2023-12-31 Completed season

#28 · Backtested

RSI Reversion SPY

SPY

Single asset

Season return -0.87%

Max drawdown -5.89%

Final positions

SPY -100.0%

Data through 2023-12-31 Completed season

#29 · Backtested

RSI Reversion HYG

HYG

Single asset

Season return -1.43%

Max drawdown -2.96%

Final positions

HYG -100.0%

Data through 2023-12-31 Completed season

#30 · Backtested

Volatility Target EURUSD=X

EURUSD=X

Single asset

Season return -1.48%

Max drawdown -5.91%

Final positions

EURUSD=X +100.0%

Data through 2023-12-31 Completed season

#31 · Backtested

Volatility Target SPY

SPY

Single asset

Season return -1.67%

Max drawdown -13.45%

Final positions

SPY +100.0%

Data through 2023-12-31 Completed season

#32 · Backtested

Regime Switch HYG

HYG

Single asset

Season return -1.74%

Max drawdown -5.54%

Final positions

HYG +100.0%

Data through 2023-12-31 Completed season

#33 · Backtested

Donchian Turtle GLD

GLD

Single asset

Season return -2.32%

Max drawdown -12.66%

Final positions

GLD +100.0%

Data through 2023-12-31 Completed season

#34 · Backtested

Donchian Turtle HYG

HYG

Single asset

Season return -2.32%

Max drawdown -5.34%

Final positions

HYG +100.0%

Data through 2023-12-31 Completed season

#35 · Backtested

Donchian Turtle EURUSD=X

EURUSD=X

Single asset

Season return -2.57%

Max drawdown -8.04%

Final positions

EURUSD=X +100.0%

Data through 2023-12-31 Completed season

#36 · Backtested

Bollinger Reversion EURUSD=X

EURUSD=X

Single asset

Season return -2.98%

Max drawdown -5.88%

Final positions

EURUSD=X +0.0%

Data through 2023-12-31 Completed season

#37 · Backtested

EMA Cross Slope EURUSD=X

EURUSD=X

Single asset

Season return -3.06%

Max drawdown -7.22%

Final positions

EURUSD=X +100.0%

Data through 2023-12-31 Completed season

#38 · Backtested

EMA Cross ADX SPY

SPY

Single asset

Season return -3.14%

Max drawdown -11.01%

Final positions

SPY +100.0%

Data through 2023-12-31 Completed season

#39 · Backtested

Regime Switch EEM

EEM

Single asset

Season return -3.24%

Max drawdown -14.43%

Final positions

EEM +0.0%

Data through 2023-12-31 Completed season

#40 · Backtested

EMA Cross Slope SPY

SPY

Single asset

Season return -3.40%

Max drawdown -12.05%

Final positions

SPY +100.0%

Data through 2023-12-31 Completed season

#41 · Backtested

Bollinger Reversion HYG

HYG

Single asset

Season return -3.57%

Max drawdown -7.39%

Final positions

HYG -100.0%

Data through 2023-12-31 Completed season

#42 · Backtested

RSI Reversion TLT

TLT

Single asset

Season return -4.20%

Max drawdown -8.90%

Final positions

TLT -100.0%

Data through 2023-12-31 Completed season

#43 · Backtested

Constant Exposure TLT

TLT

Single asset

Season return -4.27%

Max drawdown -23.81%

Final positions

TLT +100.0%

Data through 2023-12-31 Completed season

#44 · Backtested

EMA Cross Slope GLD

GLD

Single asset

Season return -4.29%

Max drawdown -11.30%

Final positions

GLD +100.0%

Data through 2023-12-31 Completed season

#45 · Backtested

Volatility Target TLT

TLT

Single asset

Season return -4.76%

Max drawdown -26.74%

Final positions

TLT +100.0%

Data through 2023-12-31 Completed season

#46 · Backtested

Volatility Target GLD

GLD

Single asset

Season return -5.19%

Max drawdown -11.97%

Final positions

GLD +100.0%

Data through 2023-12-31 Completed season

#47 · Backtested

EMA Cross ADX GLD

GLD

Single asset

Season return -5.48%

Max drawdown -16.16%

Final positions

GLD +100.0%

Data through 2023-12-31 Completed season

#48 · Backtested

EMA Cross ADX EURUSD=X

EURUSD=X

Single asset

Season return -6.11%

Max drawdown -10.39%

Final positions

EURUSD=X +100.0%

Data through 2023-12-31 Completed season

#49 · Backtested

EMA Cross ADX EEM

EEM

Single asset

Season return -7.49%

Max drawdown -14.68%

Final positions

EEM +0.0%

Data through 2023-12-31 Completed season

#50 · Backtested

Regime Switch EURUSD=X

EURUSD=X

Single asset

Season return -7.60%

Max drawdown -10.93%

Final positions

EURUSD=X +100.0%

Data through 2023-12-31 Completed season

#51 · Backtested

Bollinger Reversion TLT

TLT

Single asset

Season return -7.96%

Max drawdown -16.05%

Final positions

TLT -100.0%

Data through 2023-12-31 Completed season

#52 · Backtested

Volatility Target HYG

HYG

Single asset

Season return -8.51%

Max drawdown -18.06%

Final positions

HYG +100.0%

Data through 2023-12-31 Completed season

#53 · Backtested

EMA Cross Slope EEM

EEM

Single asset

Season return -10.82%

Max drawdown -20.73%

Final positions

EEM +100.0%

Data through 2023-12-31 Completed season

#54 · Backtested

EMA Cross Slope HYG

HYG

Single asset

Season return -11.08%

Max drawdown -18.24%

Final positions

HYG +100.0%

Data through 2023-12-31 Completed season

#55 · Backtested

Volatility Target EEM

EEM

Single asset

Season return -11.39%

Max drawdown -23.90%

Final positions

EEM +100.0%

Data through 2023-12-31 Completed season

#56 · Backtested

Donchian Turtle EEM

EEM

Single asset

Season return -13.82%

Max drawdown -23.75%

Final positions

EEM +100.0%

Data through 2023-12-31 Completed season

#57 · Backtested

Volatility Target USO

USO

Single asset

Season return -15.75%

Max drawdown -20.14%

Final positions

USO -65.5%

Data through 2023-12-31 Completed season

#58 · Backtested

Regime Switch GLD

GLD

Single asset

Season return -15.92%

Max drawdown -19.94%

Final positions

GLD +100.0%

Data through 2023-12-31 Completed season

#59 · Backtested

Bollinger Reversion BTC-USD

BTC-USD

Single asset

Season return -16.23%

Max drawdown -31.82%

Final positions

BTC-USD +0.0%

Data through 2023-12-31 Completed season

#60 · Backtested

Regime Switch USO

USO

Single asset

Season return -22.31%

Max drawdown -24.91%

Final positions

USO +0.0%

Data through 2023-12-31 Completed season

#61 · Backtested

EMA Cross ADX USO

USO

Single asset

Season return -24.50%

Max drawdown -28.92%

Final positions

USO +0.0%

Data through 2023-12-31 Completed season

#62 · Backtested

EMA Cross Slope USO

USO

Single asset

Season return -30.42%

Max drawdown -35.41%

Final positions

USO -100.0%

Data through 2023-12-31 Completed season

#63 · Backtested

Donchian Turtle USO

USO

Single asset

Season return -31.01%

Max drawdown -38.28%

Final positions

USO -100.0%

Data through 2023-12-31 Completed season

#64 · Backtested

RSI Reversion BTC-USD

BTC-USD

Single asset

Season return -36.30%

Max drawdown -38.75%

Final positions

BTC-USD -100.0%

Data through 2023-12-31 Completed season

2022 · Backtested2022-01-01 through 2022-12-31. Deterministic strategies only; LLM accounts are not eligible because no live decisions existed. Universe: 8 assets / 11 strategies · 64 eligible competitors.

#1 · Backtested

Regime Switch USO

USO

Single asset

Season return 35.03%

Max drawdown -12.46%

Final positions

USO +0.0%

Data through 2022-12-31 Completed season

#2 · Backtested

RSI Reversion BTC-USD

BTC-USD

Single asset

Season return 34.06%

Max drawdown -20.29%

Final positions

BTC-USD +0.0%

Data through 2022-12-31 Completed season

#3 · Backtested

Volatility Target TLT

TLT

Single asset

Season return 33.49%

Max drawdown -12.86%

Final positions

TLT -97.4%

Data through 2022-12-31 Completed season

#4 · Backtested

Constant Exposure USO

USO

Single asset

Season return 26.67%

Max drawdown -31.83%

Final positions

USO +100.0%

Data through 2022-12-31 Completed season

#5 · Backtested

EMA Cross Slope TLT

TLT

Single asset

Season return 25.93%

Max drawdown -11.09%

Final positions

TLT +0.0%

Data through 2022-12-31 Completed season

#6 · Backtested

Volatility Target USO

USO

Single asset

Season return 12.71%

Max drawdown -23.46%

Final positions

USO +63.3%

Data through 2022-12-31 Completed season

#7 · Backtested

RSI Reversion SPY

SPY

Single asset

Season return 12.36%

Max drawdown -5.65%

Final positions

SPY +0.0%

Data through 2022-12-31 Completed season

#8 · Backtested

RSI Reversion EEM

EEM

Single asset

Season return 10.33%

Max drawdown -8.56%

Final positions

EEM +0.0%

Data through 2022-12-31 Completed season

#9 · Backtested

Donchian Turtle TLT

TLT

Single asset

Season return 10.33%

Max drawdown -15.34%

Final positions

TLT +0.0%

Data through 2022-12-31 Completed season

#10 · Backtested

Donchian Turtle USO

USO

Single asset

Season return 10.26%

Max drawdown -29.21%

Final positions

USO -100.0%

Data through 2022-12-31 Completed season

#11 · Backtested

Regime Switch BTC-USD

BTC-USD

Single asset

Season return 10.16%

Max drawdown -15.60%

Final positions

BTC-USD +0.0%

Data through 2022-12-31 Completed season

#12 · Backtested

Donchian Turtle GLD

GLD

Single asset

Season return 7.21%

Max drawdown -9.70%

Final positions

GLD +100.0%

Data through 2022-12-31 Completed season

#13 · Backtested

RSI Reversion GLD

GLD

Single asset

Season return 6.82%

Max drawdown -8.02%

Final positions

GLD -100.0%

Data through 2022-12-31 Completed season

#14 · Backtested

EMA Cross ADX HYG

HYG

Single asset

Season return 6.82%

Max drawdown -9.29%

Final positions

HYG +0.0%

Data through 2022-12-31 Completed season

#15 · Backtested

Donchian Turtle EURUSD=X

EURUSD=X

Single asset

Season return 6.51%

Max drawdown -5.19%

Final positions

EURUSD=X +100.0%

Data through 2022-12-31 Completed season

#16 · Backtested

RSI Reversion EURUSD=X

EURUSD=X

Single asset

Season return 6.43%

Max drawdown -2.27%

Final positions

EURUSD=X -100.0%

Data through 2022-12-31 Completed season

#17 · Backtested

EMA Cross ADX EURUSD=X

EURUSD=X

Single asset

Season return 3.97%

Max drawdown -6.73%

Final positions

EURUSD=X +100.0%

Data through 2022-12-31 Completed season

#18 · Backtested

Bollinger Reversion EURUSD=X

EURUSD=X

Single asset

Season return 3.87%

Max drawdown -5.25%

Final positions

EURUSD=X -100.0%

Data through 2022-12-31 Completed season

#19 · Backtested

EMA Cross Slope USO

USO

Single asset

Season return 3.76%

Max drawdown -34.87%

Final positions

USO +0.0%

Data through 2022-12-31 Completed season

#20 · Backtested

EMA Cross Slope EEM

EEM

Single asset

Season return 3.42%

Max drawdown -9.99%

Final positions

EEM +0.0%

Data through 2022-12-31 Completed season

#21 · Backtested

RSI Reversion HYG

HYG

Single asset

Season return 3.30%

Max drawdown -6.50%

Final positions

HYG +0.0%

Data through 2022-12-31 Completed season

#22 · Backtested

EMA Cross ADX TLT

TLT

Single asset

Season return 2.94%

Max drawdown -19.49%

Final positions

TLT +100.0%

Data through 2022-12-31 Completed season

#23 · Backtested

Regime Switch HYG

HYG

Single asset

Season return 2.78%

Max drawdown -9.64%

Final positions

HYG +100.0%

Data through 2022-12-31 Completed season

#24 · Backtested

Regime Switch EURUSD=X

EURUSD=X

Single asset

Season return 2.76%

Max drawdown -3.85%

Final positions

EURUSD=X +100.0%

Data through 2022-12-31 Completed season

#25 · Backtested

EMA Cross Slope GLD

GLD

Single asset

Season return 2.20%

Max drawdown -12.70%

Final positions

GLD +100.0%

Data through 2022-12-31 Completed season

#26 · Backtested

Bollinger Reversion USO

USO

Single asset

Season return 1.83%

Max drawdown -27.46%

Final positions

USO +0.0%

Data through 2022-12-31 Completed season

#27 · Backtested

EMA Cross Slope HYG

HYG

Single asset

Season return 0.75%

Max drawdown -9.02%

Final positions

HYG +0.0%

Data through 2022-12-31 Completed season

#28 · Backtested

Constant Exposure GLD

GLD

Single asset

Season return 0.37%

Max drawdown -21.03%

Final positions

GLD +100.0%

Data through 2022-12-31 Completed season

#29 · Backtested

Volatility Target HYG

HYG

Single asset

Season return -0.13%

Max drawdown -7.98%

Final positions

HYG -100.0%

Data through 2022-12-31 Completed season

#30 · Backtested

Bollinger Reversion SPY

SPY

Single asset

Season return -0.20%

Max drawdown -10.92%

Final positions

SPY +100.0%

Data through 2022-12-31 Completed season

#31 · Backtested

EMA Cross Slope EURUSD=X

EURUSD=X

Single asset

Season return -1.40%

Max drawdown -9.88%

Final positions

EURUSD=X +100.0%

Data through 2022-12-31 Completed season

#32 · Backtested

Donchian Turtle HYG

HYG

Single asset

Season return -2.22%

Max drawdown -11.55%

Final positions

HYG +0.0%

Data through 2022-12-31 Completed season

#33 · Backtested

EMA Cross ADX GLD

GLD

Single asset

Season return -2.38%

Max drawdown -13.85%

Final positions

GLD +100.0%

Data through 2022-12-31 Completed season

#34 · Backtested

RSI Reversion TLT

TLT

Single asset

Season return -3.72%

Max drawdown -11.43%

Final positions

TLT +0.0%

Data through 2022-12-31 Completed season

#35 · Backtested

EMA Cross ADX BTC-USD

BTC-USD

Single asset

Season return -4.52%

Max drawdown -41.07%

Final positions

BTC-USD -100.0%

Data through 2022-12-31 Completed season

#36 · Backtested

Bollinger Reversion GLD

GLD

Single asset

Season return -4.60%

Max drawdown -10.08%

Final positions

GLD -100.0%

Data through 2022-12-31 Completed season

#37 · Backtested

Bollinger Reversion HYG

HYG

Single asset

Season return -4.65%

Max drawdown -10.41%

Final positions

HYG +100.0%

Data through 2022-12-31 Completed season

#38 · Backtested

Bollinger Reversion EEM

EEM

Single asset

Season return -4.66%

Max drawdown -17.38%

Final positions

EEM +0.0%

Data through 2022-12-31 Completed season

#39 · Backtested

Volatility Target GLD

GLD

Single asset

Season return -4.80%

Max drawdown -16.78%

Final positions

GLD +100.0%

Data through 2022-12-31 Completed season

#40 · Backtested

RSI Reversion USO

USO

Single asset

Season return -4.98%

Max drawdown -31.70%

Final positions

USO +0.0%

Data through 2022-12-31 Completed season

#41 · Backtested

Constant Exposure EURUSD=X

EURUSD=X

Single asset

Season return -5.71%

Max drawdown -16.15%

Final positions

EURUSD=X +100.0%

Data through 2022-12-31 Completed season

#42 · Backtested

Regime Switch TLT

TLT

Single asset

Season return -7.25%

Max drawdown -19.49%

Final positions

TLT +100.0%

Data through 2022-12-31 Completed season

#43 · Backtested

EMA Cross ADX USO

USO

Single asset

Season return -7.67%

Max drawdown -33.76%

Final positions

USO +0.0%

Data through 2022-12-31 Completed season

#44 · Backtested

Donchian Turtle EEM

EEM

Single asset

Season return -7.71%

Max drawdown -16.81%

Final positions

EEM +100.0%

Data through 2022-12-31 Completed season

#45 · Backtested

Regime Switch GLD

GLD

Single asset

Season return -9.07%

Max drawdown -18.85%

Final positions

GLD +100.0%

Data through 2022-12-31 Completed season

#46 · Backtested

Bollinger Reversion BTC-USD

BTC-USD

Single asset

Season return -9.59%

Max drawdown -37.65%

Final positions

BTC-USD +0.0%

Data through 2022-12-31 Completed season

#47 · Backtested

EMA Cross ADX EEM

EEM

Single asset

Season return -9.86%

Max drawdown -16.02%

Final positions

EEM +0.0%

Data through 2022-12-31 Completed season

#48 · Backtested

Donchian Turtle BTC-USD

BTC-USD

Single asset

Season return -10.47%

Max drawdown -41.05%

Final positions

BTC-USD +0.0%

Data through 2022-12-31 Completed season

#49 · Backtested

Regime Switch EEM

EEM

Single asset

Season return -10.55%

Max drawdown -19.98%

Final positions

EEM +0.0%

Data through 2022-12-31 Completed season

#50 · Backtested

Volatility Target EURUSD=X

EURUSD=X

Single asset

Season return -12.83%

Max drawdown -18.70%

Final positions

EURUSD=X +100.0%

Data through 2022-12-31 Completed season

#51 · Backtested

Volatility Target EEM

EEM

Single asset

Season return -15.26%

Max drawdown -20.99%

Final positions

EEM -100.0%

Data through 2022-12-31 Completed season

#52 · Backtested

Constant Exposure HYG

HYG

Single asset

Season return -15.43%

Max drawdown -18.30%

Final positions

HYG +100.0%

Data through 2022-12-31 Completed season

#53 · Backtested

EMA Cross ADX SPY

SPY

Single asset

Season return -17.03%

Max drawdown -20.76%

Final positions

SPY +0.0%

Data through 2022-12-31 Completed season

#54 · Backtested

Constant Exposure SPY

SPY

Single asset

Season return -20.25%

Max drawdown -25.65%

Final positions

SPY +100.0%

Data through 2022-12-31 Completed season

#55 · Backtested

Volatility Target BTC-USD

BTC-USD

Single asset

Season return -21.30%

Max drawdown -33.55%

Final positions

BTC-USD -79.0%

Data through 2022-12-31 Completed season

#56 · Backtested

Donchian Turtle SPY

SPY

Single asset

Season return -21.58%

Max drawdown -21.58%

Final positions

SPY +0.0%

Data through 2022-12-31 Completed season

#57 · Backtested

Constant Exposure EEM

EEM

Single asset

Season return -23.12%

Max drawdown -33.27%

Final positions

EEM +100.0%

Data through 2022-12-31 Completed season

#58 · Backtested

Bollinger Reversion TLT

TLT

Single asset

Season return -25.19%

Max drawdown -28.71%

Final positions

TLT +100.0%

Data through 2022-12-31 Completed season

#59 · Backtested

Volatility Target SPY

SPY

Single asset

Season return -25.23%

Max drawdown -26.43%

Final positions

SPY -100.0%

Data through 2022-12-31 Completed season

#60 · Backtested

EMA Cross Slope SPY

SPY

Single asset

Season return -25.39%

Max drawdown -25.59%

Final positions

SPY -100.0%

Data through 2022-12-31 Completed season

#61 · Backtested

Regime Switch SPY

SPY

Single asset

Season return -25.99%

Max drawdown -29.16%

Final positions

SPY +100.0%

Data through 2022-12-31 Completed season

#62 · Backtested

Constant Exposure TLT

TLT

Single asset

Season return -30.60%

Max drawdown -35.81%

Final positions

TLT +100.0%

Data through 2022-12-31 Completed season

#63 · Backtested

EMA Cross Slope BTC-USD

BTC-USD

Single asset

Season return -31.36%

Max drawdown -51.44%

Final positions

BTC-USD -100.0%

Data through 2022-12-31 Completed season

#64 · Backtested

Constant Exposure BTC-USD

BTC-USD

Single asset

Season return -65.32%

Max drawdown -66.91%

Final positions

BTC-USD +100.0%

Data through 2022-12-31 Completed season

2021 · Backtested2021-01-01 through 2021-12-31. Deterministic strategies only; LLM accounts are not eligible because no live decisions existed. Universe: 8 assets / 11 strategies · 64 eligible competitors.

#1 · Backtested

Donchian Turtle BTC-USD

BTC-USD

Single asset

Season return 110.23%

Max drawdown -25.41%

Final positions

BTC-USD -100.0%

Data through 2021-12-31 Completed season

#2 · Backtested

EMA Cross ADX BTC-USD

BTC-USD

Single asset

Season return 78.63%

Max drawdown -38.68%

Final positions

BTC-USD -100.0%

Data through 2021-12-31 Completed season

#3 · Backtested

EMA Cross Slope BTC-USD

BTC-USD

Single asset

Season return 66.69%

Max drawdown -32.64%

Final positions

BTC-USD -100.0%

Data through 2021-12-31 Completed season

#4 · Backtested

Constant Exposure USO

USO

Single asset

Season return 62.74%

Max drawdown -19.52%

Final positions

USO +100.0%

Data through 2021-12-31 Completed season

#5 · Backtested

Constant Exposure BTC-USD

BTC-USD

Single asset

Season return 57.52%

Max drawdown -53.06%

Final positions

BTC-USD +100.0%

Data through 2021-12-31 Completed season

#6 · Backtested

Volatility Target USO

USO

Single asset

Season return 32.70%

Max drawdown -9.89%

Final positions

USO +65.5%

Data through 2021-12-31 Completed season

#7 · Backtested

Constant Exposure SPY

SPY

Single asset

Season return 28.91%

Max drawdown -5.41%

Final positions

SPY +100.0%

Data through 2021-12-31 Completed season

#8 · Backtested

EMA Cross Slope USO

USO

Single asset

Season return 21.72%

Max drawdown -16.82%

Final positions

USO +0.0%

Data through 2021-12-31 Completed season

#9 · Backtested

Volatility Target BTC-USD

BTC-USD

Single asset

Season return 15.96%

Max drawdown -20.56%

Final positions

BTC-USD -42.1%

Data through 2021-12-31 Completed season

#10 · Backtested

EMA Cross ADX USO

USO

Single asset

Season return 13.04%

Max drawdown -17.41%

Final positions

USO +0.0%

Data through 2021-12-31 Completed season

#11 · Backtested

RSI Reversion GLD

GLD

Single asset

Season return 10.92%

Max drawdown -3.63%

Final positions

GLD +0.0%

Data through 2021-12-31 Completed season

#12 · Backtested

Bollinger Reversion SPY

SPY

Single asset

Season return 8.87%

Max drawdown -5.93%

Final positions

SPY +0.0%

Data through 2021-12-31 Completed season

#13 · Backtested

Donchian Turtle SPY

SPY

Single asset

Season return 8.77%

Max drawdown -5.81%

Final positions

SPY +100.0%

Data through 2021-12-31 Completed season

#14 · Backtested

EMA Cross ADX TLT

TLT

Single asset

Season return 7.90%

Max drawdown -6.10%

Final positions

TLT +0.0%

Data through 2021-12-31 Completed season

#15 · Backtested

Donchian Turtle TLT

TLT

Single asset

Season return 7.81%

Max drawdown -10.92%

Final positions

TLT +0.0%

Data through 2021-12-31 Completed season

#16 · Backtested

Bollinger Reversion GLD

GLD

Single asset

Season return 7.55%

Max drawdown -10.31%

Final positions

GLD -100.0%

Data through 2021-12-31 Completed season

#17 · Backtested

EMA Cross ADX SPY

SPY

Single asset

Season return 3.36%

Max drawdown -6.85%

Final positions

SPY +0.0%

Data through 2021-12-31 Completed season

#18 · Backtested

Regime Switch TLT

TLT

Single asset

Season return 2.97%

Max drawdown -9.84%

Final positions

TLT +0.0%

Data through 2021-12-31 Completed season

#19 · Backtested

Regime Switch USO

USO

Single asset

Season return 2.95%

Max drawdown -26.32%

Final positions

USO +0.0%

Data through 2021-12-31 Completed season

#20 · Backtested

Regime Switch SPY

SPY

Single asset

Season return 2.81%

Max drawdown -7.40%

Final positions

SPY +0.0%

Data through 2021-12-31 Completed season

#21 · Backtested

RSI Reversion HYG

HYG

Single asset

Season return 1.58%

Max drawdown -0.73%

Final positions

HYG +0.0%

Data through 2021-12-31 Completed season

#22 · Backtested

RSI Reversion SPY

SPY

Single asset

Season return 1.56%

Max drawdown -2.81%

Final positions

SPY +0.0%

Data through 2021-12-31 Completed season

#23 · Backtested

Bollinger Reversion HYG

HYG

Single asset

Season return 1.45%

Max drawdown -1.75%

Final positions

HYG +0.0%

Data through 2021-12-31 Completed season

#24 · Backtested

Donchian Turtle USO

USO

Single asset

Season return 1.35%

Max drawdown -26.33%

Final positions

USO +0.0%

Data through 2021-12-31 Completed season

#25 · Backtested

Bollinger Reversion EEM

EEM

Single asset

Season return 0.48%

Max drawdown -9.04%

Final positions

EEM +0.0%

Data through 2021-12-31 Completed season

#26 · Backtested

RSI Reversion EURUSD=X

EURUSD=X

Single asset

Season return 0.01%

Max drawdown -2.19%

Final positions

EURUSD=X +0.0%

Data through 2021-12-31 Completed season

#27 · Backtested

Constant Exposure HYG

HYG

Single asset

Season return -0.08%

Max drawdown -3.14%

Final positions

HYG +100.0%

Data through 2021-12-31 Completed season

#28 · Backtested

Volatility Target EURUSD=X

EURUSD=X

Single asset

Season return -0.16%

Max drawdown -5.45%

Final positions

EURUSD=X +100.0%

Data through 2021-12-31 Completed season

#29 · Backtested

EMA Cross Slope EURUSD=X

EURUSD=X

Single asset

Season return -0.32%

Max drawdown -5.10%

Final positions

EURUSD=X +0.0%

Data through 2021-12-31 Completed season

#30 · Backtested

RSI Reversion EEM

EEM

Single asset

Season return -0.33%

Max drawdown -7.02%

Final positions

EEM +100.0%

Data through 2021-12-31 Completed season

#31 · Backtested

Regime Switch EEM

EEM

Single asset

Season return -0.35%

Max drawdown -10.12%

Final positions

EEM +0.0%

Data through 2021-12-31 Completed season

#32 · Backtested

EMA Cross ADX EURUSD=X

EURUSD=X

Single asset

Season return -0.40%

Max drawdown -5.22%

Final positions

EURUSD=X +0.0%

Data through 2021-12-31 Completed season

#33 · Backtested

EMA Cross ADX EEM

EEM

Single asset

Season return -1.21%

Max drawdown -12.87%

Final positions

EEM -100.0%

Data through 2021-12-31 Completed season

#34 · Backtested

EMA Cross Slope SPY

SPY

Single asset

Season return -2.03%

Max drawdown -10.00%

Final positions

SPY +100.0%

Data through 2021-12-31 Completed season

#35 · Backtested

Donchian Turtle EURUSD=X

EURUSD=X

Single asset

Season return -2.82%

Max drawdown -6.36%

Final positions

EURUSD=X -100.0%

Data through 2021-12-31 Completed season

#36 · Backtested

Regime Switch HYG

HYG

Single asset

Season return -2.94%

Max drawdown -3.74%

Final positions

HYG +0.0%

Data through 2021-12-31 Completed season

#37 · Backtested

Donchian Turtle HYG

HYG

Single asset

Season return -3.61%

Max drawdown -4.67%

Final positions

HYG +0.0%

Data through 2021-12-31 Completed season

#38 · Backtested

EMA Cross ADX HYG

HYG

Single asset

Season return -3.65%

Max drawdown -3.99%

Final positions

HYG +0.0%

Data through 2021-12-31 Completed season

#39 · Backtested

EMA Cross Slope TLT

TLT

Single asset

Season return -4.38%

Max drawdown -16.28%

Final positions

TLT +0.0%

Data through 2021-12-31 Completed season

#40 · Backtested

Bollinger Reversion EURUSD=X

EURUSD=X

Single asset

Season return -4.48%

Max drawdown -6.51%

Final positions

EURUSD=X +0.0%

Data through 2021-12-31 Completed season

#41 · Backtested

Regime Switch EURUSD=X

EURUSD=X

Single asset

Season return -4.53%

Max drawdown -5.55%

Final positions

EURUSD=X +0.0%

Data through 2021-12-31 Completed season

#42 · Backtested

Regime Switch GLD

GLD

Single asset

Season return -5.29%

Max drawdown -13.69%

Final positions

GLD -100.0%

Data through 2021-12-31 Completed season

#43 · Backtested

Constant Exposure TLT

TLT

Single asset

Season return -5.63%

Max drawdown -14.69%

Final positions

TLT +100.0%

Data through 2021-12-31 Completed season

#44 · Backtested

EMA Cross Slope GLD

GLD

Single asset

Season return -5.92%

Max drawdown -13.16%

Final positions

GLD +100.0%

Data through 2021-12-31 Completed season

#45 · Backtested

Constant Exposure GLD

GLD

Single asset

Season return -6.58%

Max drawdown -13.94%

Final positions

GLD +100.0%

Data through 2021-12-31 Completed season

#46 · Backtested

Constant Exposure EEM

EEM

Single asset

Season return -7.00%

Max drawdown -18.15%

Final positions

EEM +100.0%

Data through 2021-12-31 Completed season

#47 · Backtested

Constant Exposure EURUSD=X

EURUSD=X

Single asset

Season return -7.61%

Max drawdown -9.22%

Final positions

EURUSD=X +100.0%

Data through 2021-12-31 Completed season

#48 · Backtested

EMA Cross Slope HYG

HYG

Single asset

Season return -7.86%

Max drawdown -8.17%

Final positions

HYG +100.0%

Data through 2021-12-31 Completed season

#49 · Backtested

Bollinger Reversion TLT

TLT

Single asset

Season return -8.49%

Max drawdown -13.39%

Final positions

TLT +0.0%

Data through 2021-12-31 Completed season

#50 · Backtested

Regime Switch BTC-USD

BTC-USD

Single asset

Season return -8.52%

Max drawdown -13.21%

Final positions

BTC-USD +0.0%

Data through 2021-12-31 Completed season

#51 · Backtested

Volatility Target GLD

GLD

Single asset

Season return -8.55%

Max drawdown -19.58%

Final positions

GLD +100.0%

Data through 2021-12-31 Completed season

#52 · Backtested

EMA Cross ADX GLD

GLD

Single asset

Season return -9.35%

Max drawdown -14.82%

Final positions

GLD +0.0%

Data through 2021-12-31 Completed season

#53 · Backtested

Donchian Turtle GLD

GLD

Single asset

Season return -9.39%

Max drawdown -15.90%

Final positions

GLD +100.0%

Data through 2021-12-31 Completed season

#54 · Backtested

Volatility Target HYG

HYG

Single asset

Season return -10.78%

Max drawdown -11.35%

Final positions

HYG +100.0%

Data through 2021-12-31 Completed season

#55 · Backtested

Donchian Turtle EEM

EEM

Single asset

Season return -10.93%

Max drawdown -21.50%

Final positions

EEM -100.0%

Data through 2021-12-31 Completed season

#56 · Backtested

RSI Reversion TLT

TLT

Single asset

Season return -11.43%

Max drawdown -14.56%

Final positions

TLT +0.0%

Data through 2021-12-31 Completed season

#57 · Backtested

Volatility Target EEM

EEM

Single asset

Season return -11.54%

Max drawdown -19.77%

Final positions

EEM -100.0%

Data through 2021-12-31 Completed season

#58 · Backtested

Volatility Target TLT

TLT

Single asset

Season return -13.40%

Max drawdown -22.56%

Final positions

TLT -100.0%

Data through 2021-12-31 Completed season

#59 · Backtested

EMA Cross Slope EEM

EEM

Single asset

Season return -13.62%

Max drawdown -23.54%

Final positions

EEM -100.0%

Data through 2021-12-31 Completed season

#60 · Backtested

RSI Reversion USO

USO

Single asset

Season return -16.12%

Max drawdown -26.54%

Final positions

USO +0.0%

Data through 2021-12-31 Completed season

#61 · Backtested

Volatility Target SPY

SPY

Single asset

Season return -19.23%

Max drawdown -23.30%

Final positions

SPY +100.0%

Data through 2021-12-31 Completed season

#62 · Backtested

RSI Reversion BTC-USD

BTC-USD

Single asset

Season return -20.85%

Max drawdown -41.74%

Final positions

BTC-USD +0.0%

Data through 2021-12-31 Completed season

#63 · Backtested

Bollinger Reversion USO

USO

Single asset

Season return -22.86%

Max drawdown -29.20%

Final positions

USO +0.0%

Data through 2021-12-31 Completed season

#64 · Backtested

Bollinger Reversion BTC-USD

BTC-USD

Single asset

Season return -36.11%

Max drawdown -49.24%

Final positions

BTC-USD +0.0%

Data through 2021-12-31 Completed season

2020 · Backtested2020-01-01 through 2020-12-31. Deterministic strategies only; LLM accounts are not eligible because no live decisions existed. Universe: 8 assets / 11 strategies · 64 eligible competitors.

#1 · Backtested

Constant Exposure BTC-USD

BTC-USD

Single asset

Season return 302.38%

Max drawdown -51.86%

Final positions

BTC-USD +100.0%

Data through 2020-12-31 Completed season

#2 · Backtested

EMA Cross ADX BTC-USD

BTC-USD

Single asset

Season return 148.81%

Max drawdown -38.21%

Final positions

BTC-USD +100.0%

Data through 2020-12-31 Completed season

#3 · Backtested

EMA Cross Slope BTC-USD

BTC-USD

Single asset

Season return 129.73%

Max drawdown -39.13%

Final positions

BTC-USD +100.0%

Data through 2020-12-31 Completed season

#4 · Backtested

Volatility Target BTC-USD

BTC-USD

Single asset

Season return 84.75%

Max drawdown -19.60%

Final positions

BTC-USD +40.6%

Data through 2020-12-31 Completed season

#5 · Backtested

Donchian Turtle BTC-USD

BTC-USD

Single asset

Season return 82.34%

Max drawdown -46.14%

Final positions

BTC-USD +100.0%

Data through 2020-12-31 Completed season

#6 · Backtested

EMA Cross ADX USO

USO

Single asset

Season return 63.69%

Max drawdown -45.63%

Final positions

USO +100.0%

Data through 2020-12-31 Completed season

#7 · Backtested

EMA Cross Slope USO

USO

Single asset

Season return 53.73%

Max drawdown -51.92%

Final positions

USO +100.0%

Data through 2020-12-31 Completed season

#8 · Backtested

Regime Switch USO

USO

Single asset

Season return 48.07%

Max drawdown -9.08%

Final positions

USO +100.0%

Data through 2020-12-31 Completed season

#9 · Backtested

Donchian Turtle USO

USO

Single asset

Season return 47.18%

Max drawdown -54.89%

Final positions

USO +100.0%

Data through 2020-12-31 Completed season

#10 · Backtested

Volatility Target EEM

EEM

Single asset

Season return 35.06%

Max drawdown -10.74%

Final positions

EEM +100.0%

Data through 2020-12-31 Completed season

#11 · Backtested

Donchian Turtle EEM

EEM

Single asset

Season return 32.49%

Max drawdown -16.79%

Final positions

EEM +100.0%

Data through 2020-12-31 Completed season

#12 · Backtested

Volatility Target USO

USO

Single asset

Season return 28.23%

Max drawdown -17.95%

Final positions

USO +100.0%

Data through 2020-12-31 Completed season

#13 · Backtested

EMA Cross Slope EEM

EEM

Single asset

Season return 25.58%

Max drawdown -20.13%

Final positions

EEM +100.0%

Data through 2020-12-31 Completed season

#14 · Backtested

Constant Exposure GLD

GLD

Single asset

Season return 22.29%

Max drawdown -14.04%

Final positions

GLD +100.0%

Data through 2020-12-31 Completed season

#15 · Backtested

Regime Switch BTC-USD

BTC-USD

Single asset

Season return 19.18%

Max drawdown -22.82%

Final positions

BTC-USD +0.0%

Data through 2020-12-31 Completed season

#16 · Backtested

Constant Exposure SPY

SPY

Single asset

Season return 16.16%

Max drawdown -33.76%

Final positions

SPY +100.0%

Data through 2020-12-31 Completed season

#17 · Backtested

Constant Exposure EEM

EEM

Single asset

Season return 14.44%

Max drawdown -33.37%

Final positions

EEM +100.0%

Data through 2020-12-31 Completed season

#18 · Backtested

Constant Exposure TLT

TLT

Single asset

Season return 13.99%

Max drawdown -15.73%

Final positions

TLT +100.0%

Data through 2020-12-31 Completed season

#19 · Backtested

Regime Switch EEM

EEM

Single asset

Season return 13.85%

Max drawdown -9.33%

Final positions

EEM +0.0%

Data through 2020-12-31 Completed season

#20 · Backtested

EMA Cross Slope SPY

SPY

Single asset

Season return 11.64%

Max drawdown -24.55%

Final positions

SPY +100.0%

Data through 2020-12-31 Completed season

#21 · Backtested

Bollinger Reversion GLD

GLD

Single asset

Season return 11.21%

Max drawdown -15.14%

Final positions

GLD +0.0%

Data through 2020-12-31 Completed season

#22 · Backtested

EMA Cross ADX EEM

EEM

Single asset

Season return 10.46%

Max drawdown -18.74%

Final positions

EEM +0.0%

Data through 2020-12-31 Completed season

#23 · Backtested

Constant Exposure EURUSD=X

EURUSD=X

Single asset

Season return 9.56%

Max drawdown -6.50%

Final positions

EURUSD=X +100.0%

Data through 2020-12-31 Completed season

#24 · Backtested

Regime Switch HYG

HYG

Single asset

Season return 8.25%

Max drawdown -13.07%

Final positions

HYG +0.0%

Data through 2020-12-31 Completed season

#25 · Backtested

Volatility Target SPY

SPY

Single asset

Season return 7.51%

Max drawdown -15.49%

Final positions

SPY +100.0%

Data through 2020-12-31 Completed season

#26 · Backtested

EMA Cross ADX TLT

TLT

Single asset

Season return 6.97%

Max drawdown -15.73%

Final positions

TLT +0.0%

Data through 2020-12-31 Completed season

#27 · Backtested

Donchian Turtle SPY

SPY

Single asset

Season return 6.90%

Max drawdown -21.95%

Final positions

SPY +100.0%

Data through 2020-12-31 Completed season

#28 · Backtested

Regime Switch TLT

TLT

Single asset

Season return 3.64%

Max drawdown -10.07%

Final positions

TLT +0.0%

Data through 2020-12-31 Completed season

#29 · Backtested

Bollinger Reversion EURUSD=X

EURUSD=X

Single asset

Season return 0.15%

Max drawdown -8.56%

Final positions

EURUSD=X -100.0%

Data through 2020-12-31 Completed season

#30 · Backtested

RSI Reversion EURUSD=X

EURUSD=X

Single asset

Season return 0.11%

Max drawdown -7.04%

Final positions

EURUSD=X -100.0%

Data through 2020-12-31 Completed season

#31 · Backtested

Regime Switch SPY

SPY

Single asset

Season return -0.02%

Max drawdown -12.69%

Final positions

SPY +100.0%

Data through 2020-12-31 Completed season

#32 · Backtested

RSI Reversion HYG

HYG

Single asset

Season return -0.67%

Max drawdown -21.00%

Final positions

HYG +0.0%

Data through 2020-12-31 Completed season

#33 · Backtested

Constant Exposure HYG

HYG

Single asset

Season return -1.00%

Max drawdown -22.36%

Final positions

HYG +100.0%

Data through 2020-12-31 Completed season

#34 · Backtested

Donchian Turtle TLT

TLT

Single asset

Season return -1.68%

Max drawdown -17.78%

Final positions

TLT -100.0%

Data through 2020-12-31 Completed season

#35 · Backtested

EMA Cross ADX HYG

HYG

Single asset

Season return -2.70%

Max drawdown -18.77%

Final positions

HYG +0.0%

Data through 2020-12-31 Completed season

#36 · Backtested

Volatility Target HYG

HYG

Single asset

Season return -3.15%

Max drawdown -20.94%

Final positions

HYG +100.0%

Data through 2020-12-31 Completed season

#37 · Backtested

EMA Cross ADX SPY

SPY

Single asset

Season return -3.29%

Max drawdown -28.85%

Final positions

SPY +100.0%

Data through 2020-12-31 Completed season

#38 · Backtested

Donchian Turtle HYG

HYG

Single asset

Season return -3.61%

Max drawdown -22.14%

Final positions

HYG +100.0%

Data through 2020-12-31 Completed season

#39 · Backtested

EMA Cross ADX EURUSD=X

EURUSD=X

Single asset

Season return -5.29%

Max drawdown -14.10%

Final positions

EURUSD=X +100.0%

Data through 2020-12-31 Completed season

#40 · Backtested

RSI Reversion GLD

GLD

Single asset

Season return -5.40%

Max drawdown -15.60%

Final positions

GLD +0.0%

Data through 2020-12-31 Completed season

#41 · Backtested

RSI Reversion TLT

TLT

Single asset

Season return -6.07%

Max drawdown -18.78%

Final positions

TLT +0.0%

Data through 2020-12-31 Completed season

#42 · Backtested

EMA Cross Slope EURUSD=X

EURUSD=X

Single asset

Season return -6.38%

Max drawdown -12.43%

Final positions

EURUSD=X +100.0%

Data through 2020-12-31 Completed season

#43 · Backtested

Bollinger Reversion HYG

HYG

Single asset

Season return -7.32%

Max drawdown -21.22%

Final positions

HYG +0.0%

Data through 2020-12-31 Completed season

#44 · Backtested

Volatility Target EURUSD=X

EURUSD=X

Single asset

Season return -8.30%

Max drawdown -13.36%

Final positions

EURUSD=X +100.0%

Data through 2020-12-31 Completed season

#45 · Backtested

Bollinger Reversion TLT

TLT

Single asset

Season return -8.37%

Max drawdown -21.14%

Final positions

TLT +0.0%

Data through 2020-12-31 Completed season

#46 · Backtested

Donchian Turtle GLD

GLD

Single asset

Season return -8.47%

Max drawdown -15.48%

Final positions

GLD +0.0%

Data through 2020-12-31 Completed season

#47 · Backtested

Regime Switch EURUSD=X

EURUSD=X

Single asset

Season return -8.56%

Max drawdown -16.45%

Final positions

EURUSD=X +100.0%

Data through 2020-12-31 Completed season

#48 · Backtested

Bollinger Reversion SPY

SPY

Single asset

Season return -8.71%

Max drawdown -30.11%

Final positions

SPY -100.0%

Data through 2020-12-31 Completed season

#49 · Backtested

EMA Cross Slope HYG

HYG

Single asset

Season return -9.00%

Max drawdown -26.69%

Final positions

HYG +100.0%

Data through 2020-12-31 Completed season

#50 · Backtested

EMA Cross ADX GLD

GLD

Single asset

Season return -9.93%

Max drawdown -19.39%

Final positions

GLD +0.0%

Data through 2020-12-31 Completed season

#51 · Backtested

EMA Cross Slope GLD

GLD

Single asset

Season return -10.21%

Max drawdown -16.81%

Final positions

GLD +0.0%

Data through 2020-12-31 Completed season

#52 · Backtested

RSI Reversion SPY

SPY

Single asset

Season return -10.54%

Max drawdown -30.11%

Final positions

SPY +0.0%

Data through 2020-12-31 Completed season

#53 · Backtested

Regime Switch GLD

GLD

Single asset

Season return -10.91%

Max drawdown -20.85%

Final positions

GLD +0.0%

Data through 2020-12-31 Completed season

#54 · Backtested

EMA Cross Slope TLT

TLT

Single asset

Season return -12.35%

Max drawdown -26.11%

Final positions

TLT +0.0%

Data through 2020-12-31 Completed season

#55 · Backtested

Donchian Turtle EURUSD=X

EURUSD=X

Single asset

Season return -13.48%

Max drawdown -17.94%

Final positions

EURUSD=X +100.0%

Data through 2020-12-31 Completed season

#56 · Backtested

Volatility Target GLD

GLD

Single asset

Season return -19.96%

Max drawdown -25.15%

Final positions

GLD +100.0%

Data through 2020-12-31 Completed season

#57 · Backtested

Bollinger Reversion EEM

EEM

Single asset

Season return -20.01%

Max drawdown -28.48%

Final positions

EEM -100.0%

Data through 2020-12-31 Completed season

#58 · Backtested

Volatility Target TLT

TLT

Single asset

Season return -21.16%

Max drawdown -34.01%

Final positions

TLT +100.0%

Data through 2020-12-31 Completed season

#59 · Backtested

RSI Reversion EEM

EEM

Single asset

Season return -22.94%

Max drawdown -23.51%

Final positions

EEM -100.0%

Data through 2020-12-31 Completed season

#60 · Backtested

Bollinger Reversion USO

USO

Single asset

Season return -50.36%

Max drawdown -62.58%

Final positions

USO -100.0%

Data through 2020-12-31 Completed season

#61 · Backtested

RSI Reversion BTC-USD

BTC-USD

Single asset

Season return -59.14%

Max drawdown -67.92%

Final positions

BTC-USD -100.0%

Data through 2020-12-31 Completed season

#62 · Backtested

RSI Reversion USO

USO

Single asset

Season return -60.32%

Max drawdown -78.23%

Final positions

USO -100.0%

Data through 2020-12-31 Completed season

#63 · Backtested

Constant Exposure USO

USO

Single asset

Season return -68.93%

Max drawdown -83.96%

Final positions

USO +100.0%

Data through 2020-12-31 Completed season

#64 · Backtested

Bollinger Reversion BTC-USD

BTC-USD

Single asset

Season return -79.87%

Max drawdown -79.87%

Final positions

BTC-USD -100.0%

Data through 2020-12-31 Completed season

2019 · Backtested2019-01-01 through 2019-12-31. Deterministic strategies only; LLM accounts are not eligible because no live decisions existed. Universe: 8 assets / 11 strategies · 64 eligible competitors.

#1 · Backtested

EMA Cross Slope BTC-USD

BTC-USD

Single asset

Season return 119.51%

Max drawdown -30.50%

Final positions

BTC-USD -100.0%

Data through 2019-12-31 Completed season

#2 · Backtested

Donchian Turtle BTC-USD

BTC-USD

Single asset

Season return 90.91%

Max drawdown -39.69%

Final positions

BTC-USD -100.0%

Data through 2019-12-31 Completed season

#3 · Backtested

Constant Exposure BTC-USD

BTC-USD

Single asset

Season return 86.75%

Max drawdown -48.98%

Final positions

BTC-USD +100.0%

Data through 2019-12-31 Completed season

#4 · Backtested

Volatility Target BTC-USD

BTC-USD

Single asset

Season return 86.37%

Max drawdown -14.06%

Final positions

BTC-USD -46.1%

Data through 2019-12-31 Completed season

#5 · Backtested

EMA Cross ADX BTC-USD

BTC-USD

Single asset

Season return 49.53%

Max drawdown -44.84%

Final positions

BTC-USD +0.0%

Data through 2019-12-31 Completed season

#6 · Backtested

Constant Exposure SPY

SPY

Single asset

Season return 29.36%

Max drawdown -6.58%

Final positions

SPY +100.0%

Data through 2019-12-31 Completed season

#7 · Backtested

Constant Exposure USO

USO

Single asset

Season return 28.14%

Max drawdown -22.84%

Final positions

USO +100.0%

Data through 2019-12-31 Completed season

#8 · Backtested

Bollinger Reversion USO

USO

Single asset

Season return 20.39%

Max drawdown -22.51%

Final positions

USO +0.0%

Data through 2019-12-31 Completed season

#9 · Backtested

Constant Exposure GLD

GLD

Single asset

Season return 17.26%

Max drawdown -6.58%

Final positions

GLD +100.0%

Data through 2019-12-31 Completed season

#10 · Backtested

Constant Exposure EEM

EEM

Single asset

Season return 15.61%

Max drawdown -13.00%

Final positions

EEM +100.0%

Data through 2019-12-31 Completed season

#11 · Backtested

Regime Switch GLD

GLD

Single asset

Season return 12.52%

Max drawdown -4.90%

Final positions

GLD +100.0%

Data through 2019-12-31 Completed season

#12 · Backtested

RSI Reversion USO

USO

Single asset

Season return 12.15%

Max drawdown -7.36%

Final positions

USO +0.0%

Data through 2019-12-31 Completed season

#13 · Backtested

Volatility Target SPY

SPY

Single asset

Season return 11.60%

Max drawdown -8.34%

Final positions

SPY +100.0%

Data through 2019-12-31 Completed season

#14 · Backtested

EMA Cross ADX GLD

GLD

Single asset

Season return 11.31%

Max drawdown -5.02%

Final positions

GLD +100.0%

Data through 2019-12-31 Completed season

#15 · Backtested

Constant Exposure TLT

TLT

Single asset

Season return 10.71%

Max drawdown -8.72%

Final positions

TLT +100.0%

Data through 2019-12-31 Completed season

#16 · Backtested

Bollinger Reversion EURUSD=X

EURUSD=X

Single asset

Season return 9.89%

Max drawdown -0.73%

Final positions

EURUSD=X -100.0%

Data through 2019-12-31 Completed season

#17 · Backtested

EMA Cross Slope TLT

TLT

Single asset

Season return 9.10%

Max drawdown -9.68%

Final positions

TLT -100.0%

Data through 2019-12-31 Completed season

#18 · Backtested

Constant Exposure HYG

HYG

Single asset

Season return 8.61%

Max drawdown -2.67%

Final positions

HYG +100.0%

Data through 2019-12-31 Completed season

#19 · Backtested

Donchian Turtle GLD

GLD

Single asset

Season return 7.37%

Max drawdown -6.59%

Final positions

GLD +0.0%

Data through 2019-12-31 Completed season

#20 · Backtested

RSI Reversion EEM

EEM

Single asset

Season return 6.36%

Max drawdown -5.08%

Final positions

EEM -100.0%

Data through 2019-12-31 Completed season

#21 · Backtested

Bollinger Reversion SPY

SPY

Single asset

Season return 5.24%

Max drawdown -5.20%

Final positions

SPY -100.0%

Data through 2019-12-31 Completed season

#22 · Backtested

RSI Reversion HYG

HYG

Single asset

Season return 4.29%

Max drawdown -1.04%

Final positions

HYG -100.0%

Data through 2019-12-31 Completed season

#23 · Backtested

Volatility Target TLT

TLT

Single asset

Season return 4.16%

Max drawdown -12.18%

Final positions

TLT -100.0%

Data through 2019-12-31 Completed season

#24 · Backtested

Donchian Turtle TLT

TLT

Single asset

Season return 4.12%

Max drawdown -9.34%

Final positions

TLT -100.0%

Data through 2019-12-31 Completed season

#25 · Backtested

Regime Switch EURUSD=X

EURUSD=X

Single asset

Season return 2.30%

Max drawdown -2.67%

Final positions

EURUSD=X +0.0%

Data through 2019-12-31 Completed season

#26 · Backtested

Bollinger Reversion HYG

HYG

Single asset

Season return 1.12%

Max drawdown -2.92%

Final positions

HYG -100.0%

Data through 2019-12-31 Completed season

#27 · Backtested

RSI Reversion EURUSD=X

EURUSD=X

Single asset

Season return 0.14%

Max drawdown -0.79%

Final positions

EURUSD=X +0.0%

Data through 2019-12-31 Completed season

#28 · Backtested

RSI Reversion TLT

TLT

Single asset

Season return -0.18%

Max drawdown -7.55%

Final positions

TLT +0.0%

Data through 2019-12-31 Completed season

#29 · Backtested

Regime Switch TLT

TLT

Single asset

Season return -0.32%

Max drawdown -7.94%

Final positions

TLT +100.0%

Data through 2019-12-31 Completed season

#30 · Backtested

Regime Switch BTC-USD

BTC-USD

Single asset

Season return -0.68%

Max drawdown -27.09%

Final positions

BTC-USD +0.0%

Data through 2019-12-31 Completed season

#31 · Backtested

Volatility Target HYG

HYG

Single asset

Season return -2.02%

Max drawdown -5.44%

Final positions

HYG +100.0%

Data through 2019-12-31 Completed season

#32 · Backtested

EMA Cross Slope GLD

GLD

Single asset

Season return -2.25%

Max drawdown -11.50%

Final positions

GLD +100.0%

Data through 2019-12-31 Completed season

#33 · Backtested

Constant Exposure EURUSD=X

EURUSD=X

Single asset

Season return -2.32%

Max drawdown -5.66%

Final positions

EURUSD=X +100.0%

Data through 2019-12-31 Completed season

#34 · Backtested

RSI Reversion SPY

SPY

Single asset

Season return -2.55%

Max drawdown -7.31%

Final positions

SPY -100.0%

Data through 2019-12-31 Completed season

#35 · Backtested

EMA Cross Slope SPY

SPY

Single asset

Season return -2.80%

Max drawdown -11.05%

Final positions

SPY +100.0%

Data through 2019-12-31 Completed season

#36 · Backtested

Volatility Target EEM

EEM

Single asset

Season return -3.56%

Max drawdown -16.03%

Final positions

EEM +100.0%

Data through 2019-12-31 Completed season

#37 · Backtested

EMA Cross ADX EURUSD=X

EURUSD=X

Single asset

Season return -3.73%

Max drawdown -3.73%

Final positions

EURUSD=X +100.0%

Data through 2019-12-31 Completed season

#38 · Backtested

Bollinger Reversion TLT

TLT

Single asset

Season return -4.13%

Max drawdown -13.75%

Final positions

TLT +100.0%

Data through 2019-12-31 Completed season

#39 · Backtested

EMA Cross ADX TLT

TLT

Single asset

Season return -4.77%

Max drawdown -8.47%

Final positions

TLT +0.0%

Data through 2019-12-31 Completed season

#40 · Backtested

Volatility Target GLD

GLD

Single asset

Season return -4.99%

Max drawdown -15.16%

Final positions

GLD +100.0%

Data through 2019-12-31 Completed season

#41 · Backtested

EMA Cross Slope HYG

HYG

Single asset

Season return -5.15%

Max drawdown -6.25%

Final positions

HYG +100.0%

Data through 2019-12-31 Completed season

#42 · Backtested

Donchian Turtle SPY

SPY

Single asset

Season return -5.99%

Max drawdown -13.71%

Final positions

SPY +100.0%

Data through 2019-12-31 Completed season

#43 · Backtested

Donchian Turtle HYG

HYG

Single asset

Season return -7.95%

Max drawdown -8.29%

Final positions

HYG +100.0%

Data through 2019-12-31 Completed season

#44 · Backtested

EMA Cross Slope EURUSD=X

EURUSD=X

Single asset

Season return -8.31%

Max drawdown -8.48%

Final positions

EURUSD=X +100.0%

Data through 2019-12-31 Completed season

#45 · Backtested

EMA Cross ADX EEM

EEM

Single asset

Season return -8.37%

Max drawdown -13.23%

Final positions

EEM +100.0%

Data through 2019-12-31 Completed season

#46 · Backtested

Regime Switch HYG

HYG

Single asset

Season return -8.39%

Max drawdown -8.48%

Final positions

HYG +100.0%

Data through 2019-12-31 Completed season

#47 · Backtested

Donchian Turtle EEM

EEM

Single asset

Season return -8.72%

Max drawdown -14.66%

Final positions

EEM +100.0%

Data through 2019-12-31 Completed season

#48 · Backtested

Regime Switch USO

USO

Single asset

Season return -8.81%

Max drawdown -21.28%

Final positions

USO +0.0%

Data through 2019-12-31 Completed season

#49 · Backtested

Volatility Target EURUSD=X

EURUSD=X

Single asset

Season return -9.05%

Max drawdown -9.21%

Final positions

EURUSD=X +100.0%

Data through 2019-12-31 Completed season

#50 · Backtested

EMA Cross ADX HYG

HYG

Single asset

Season return -9.11%

Max drawdown -9.34%

Final positions

HYG +100.0%

Data through 2019-12-31 Completed season

#51 · Backtested

Donchian Turtle EURUSD=X

EURUSD=X

Single asset

Season return -9.52%

Max drawdown -10.51%

Final positions

EURUSD=X +100.0%

Data through 2019-12-31 Completed season

#52 · Backtested

Bollinger Reversion EEM

EEM

Single asset

Season return -10.75%

Max drawdown -16.15%

Final positions

EEM -100.0%

Data through 2019-12-31 Completed season

#53 · Backtested

Bollinger Reversion GLD

GLD

Single asset

Season return -10.86%

Max drawdown -14.10%

Final positions

GLD -100.0%

Data through 2019-12-31 Completed season

#54 · Backtested

Regime Switch SPY

SPY

Single asset

Season return -11.91%

Max drawdown -14.93%

Final positions

SPY +100.0%

Data through 2019-12-31 Completed season

#55 · Backtested

RSI Reversion GLD

GLD

Single asset

Season return -14.27%

Max drawdown -17.38%

Final positions

GLD -100.0%

Data through 2019-12-31 Completed season

#56 · Backtested

EMA Cross ADX SPY

SPY

Single asset

Season return -14.31%

Max drawdown -19.61%

Final positions

SPY +100.0%

Data through 2019-12-31 Completed season

#57 · Backtested

EMA Cross Slope EEM

EEM

Single asset

Season return -14.44%

Max drawdown -19.76%

Final positions

EEM +100.0%

Data through 2019-12-31 Completed season

#58 · Backtested

Regime Switch EEM

EEM

Single asset

Season return -20.09%

Max drawdown -22.30%

Final positions

EEM +0.0%

Data through 2019-12-31 Completed season

#59 · Backtested

Donchian Turtle USO

USO

Single asset

Season return -25.21%

Max drawdown -30.28%

Final positions

USO +100.0%

Data through 2019-12-31 Completed season

#60 · Backtested

EMA Cross ADX USO

USO

Single asset

Season return -27.41%

Max drawdown -29.65%

Final positions

USO +100.0%

Data through 2019-12-31 Completed season

#61 · Backtested

Volatility Target USO

USO

Single asset

Season return -35.06%

Max drawdown -47.60%

Final positions

USO +100.0%

Data through 2019-12-31 Completed season

#62 · Backtested

Bollinger Reversion BTC-USD

BTC-USD

Single asset

Season return -35.88%

Max drawdown -57.12%

Final positions

BTC-USD +0.0%

Data through 2019-12-31 Completed season

#63 · Backtested

EMA Cross Slope USO

USO

Single asset

Season return -46.91%

Max drawdown -53.53%

Final positions

USO +100.0%

Data through 2019-12-31 Completed season

#64 · Backtested

RSI Reversion BTC-USD

BTC-USD

Single asset

Season return -47.50%

Max drawdown -57.42%

Final positions

BTC-USD +0.0%

Data through 2019-12-31 Completed season

2018 · Backtested2018-01-01 through 2018-12-31. Deterministic strategies only; LLM accounts are not eligible because no live decisions existed. Universe: 8 assets / 11 strategies · 64 eligible competitors.

#1 · Backtested

Volatility Target BTC-USD

BTC-USD

Single asset

Season return 39.43%

Max drawdown -16.25%

Final positions

BTC-USD -27.7%

Data through 2018-12-31 Completed season

#2 · Backtested

Regime Switch BTC-USD

BTC-USD

Single asset

Season return 30.02%

Max drawdown -1.75%

Final positions

BTC-USD +0.0%

Data through 2018-12-31 Completed season

#3 · Backtested

RSI Reversion BTC-USD

BTC-USD

Single asset

Season return 26.20%

Max drawdown -50.48%

Final positions

BTC-USD +0.0%

Data through 2018-12-31 Completed season

#4 · Backtested

EMA Cross Slope BTC-USD

BTC-USD

Single asset

Season return 24.21%

Max drawdown -43.14%

Final positions

BTC-USD -100.0%

Data through 2018-12-31 Completed season

#5 · Backtested

EMA Cross Slope USO

USO

Single asset

Season return 20.22%

Max drawdown -27.47%

Final positions

USO -100.0%

Data through 2018-12-31 Completed season

#6 · Backtested

Donchian Turtle USO

USO

Single asset

Season return 16.89%

Max drawdown -21.91%

Final positions

USO -100.0%

Data through 2018-12-31 Completed season

#7 · Backtested

Bollinger Reversion EEM

EEM

Single asset

Season return 16.35%

Max drawdown -7.55%

Final positions

EEM +100.0%

Data through 2018-12-31 Completed season

#8 · Backtested

Volatility Target USO

USO

Single asset

Season return 11.90%

Max drawdown -27.18%

Final positions

USO -39.9%

Data through 2018-12-31 Completed season

#9 · Backtested

Donchian Turtle GLD

GLD

Single asset

Season return 8.39%

Max drawdown -4.63%

Final positions

GLD +100.0%

Data through 2018-12-31 Completed season

#10 · Backtested

EMA Cross ADX SPY

SPY

Single asset

Season return 8.28%

Max drawdown -10.10%

Final positions

SPY -100.0%

Data through 2018-12-31 Completed season

#11 · Backtested

Regime Switch SPY

SPY

Single asset

Season return 7.34%

Max drawdown -10.10%

Final positions

SPY -100.0%

Data through 2018-12-31 Completed season

#12 · Backtested

Volatility Target SPY

SPY

Single asset

Season return 6.33%

Max drawdown -12.47%

Final positions

SPY -68.9%

Data through 2018-12-31 Completed season

#13 · Backtested

RSI Reversion SPY

SPY

Single asset

Season return 6.32%

Max drawdown -6.61%

Final positions

SPY +100.0%

Data through 2018-12-31 Completed season

#14 · Backtested

Bollinger Reversion SPY

SPY

Single asset

Season return 6.24%

Max drawdown -9.95%

Final positions

SPY +100.0%

Data through 2018-12-31 Completed season

#15 · Backtested

Regime Switch USO

USO

Single asset

Season return 6.09%

Max drawdown -24.38%

Final positions

USO +0.0%

Data through 2018-12-31 Completed season

#16 · Backtested

RSI Reversion EEM

EEM

Single asset

Season return 4.40%

Max drawdown -6.97%

Final positions

EEM +0.0%

Data through 2018-12-31 Completed season

#17 · Backtested

Regime Switch GLD

GLD

Single asset

Season return 3.91%

Max drawdown -4.43%

Final positions

GLD +100.0%

Data through 2018-12-31 Completed season

#18 · Backtested

EMA Cross Slope SPY

SPY

Single asset

Season return 3.80%

Max drawdown -12.64%

Final positions

SPY -100.0%

Data through 2018-12-31 Completed season

#19 · Backtested

EMA Cross ADX HYG

HYG

Single asset

Season return 3.73%

Max drawdown -2.07%

Final positions

HYG -100.0%

Data through 2018-12-31 Completed season

#20 · Backtested

Volatility Target TLT

TLT

Single asset

Season return 3.70%

Max drawdown -13.19%

Final positions

TLT +100.0%

Data through 2018-12-31 Completed season

#21 · Backtested

EMA Cross ADX GLD

GLD

Single asset

Season return 3.41%

Max drawdown -6.05%

Final positions

GLD +100.0%

Data through 2018-12-31 Completed season

#22 · Backtested

EMA Cross ADX EURUSD=X

EURUSD=X

Single asset

Season return 2.48%

Max drawdown -4.30%

Final positions

EURUSD=X +0.0%

Data through 2018-12-31 Completed season

#23 · Backtested

Donchian Turtle EURUSD=X

EURUSD=X

Single asset

Season return 1.71%

Max drawdown -3.64%

Final positions

EURUSD=X -100.0%

Data through 2018-12-31 Completed season

#24 · Backtested

EMA Cross ADX USO

USO

Single asset

Season return 1.65%

Max drawdown -34.19%

Final positions

USO -100.0%

Data through 2018-12-31 Completed season

#25 · Backtested

Regime Switch EURUSD=X

EURUSD=X

Single asset

Season return 0.68%

Max drawdown -4.40%

Final positions

EURUSD=X +0.0%

Data through 2018-12-31 Completed season

#26 · Backtested

Regime Switch HYG

HYG

Single asset

Season return 0.51%

Max drawdown -1.81%

Final positions

HYG -100.0%

Data through 2018-12-31 Completed season

#27 · Backtested

Donchian Turtle HYG

HYG

Single asset

Season return 0.05%

Max drawdown -4.79%

Final positions

HYG -100.0%

Data through 2018-12-31 Completed season

#28 · Backtested

Donchian Turtle SPY

SPY

Single asset

Season return -0.18%

Max drawdown -16.76%

Final positions

SPY -100.0%

Data through 2018-12-31 Completed season

#29 · Backtested

Donchian Turtle EEM

EEM

Single asset

Season return -0.53%

Max drawdown -12.93%

Final positions

EEM +0.0%

Data through 2018-12-31 Completed season

#30 · Backtested

Bollinger Reversion HYG

HYG

Single asset

Season return -1.24%

Max drawdown -4.61%

Final positions

HYG +100.0%

Data through 2018-12-31 Completed season

#31 · Backtested

Bollinger Reversion TLT

TLT

Single asset

Season return -1.68%

Max drawdown -5.85%

Final positions

TLT -100.0%

Data through 2018-12-31 Completed season

#32 · Backtested

EMA Cross Slope HYG

HYG

Single asset

Season return -1.84%

Max drawdown -6.31%

Final positions

HYG -100.0%

Data through 2018-12-31 Completed season

#33 · Backtested

EMA Cross ADX TLT

TLT

Single asset

Season return -1.98%

Max drawdown -6.86%

Final positions

TLT +100.0%

Data through 2018-12-31 Completed season

#34 · Backtested

RSI Reversion HYG

HYG

Single asset

Season return -2.07%

Max drawdown -4.97%

Final positions

HYG +100.0%

Data through 2018-12-31 Completed season

#35 · Backtested

RSI Reversion EURUSD=X

EURUSD=X

Single asset

Season return -2.64%

Max drawdown -6.76%

Final positions

EURUSD=X +0.0%

Data through 2018-12-31 Completed season

#36 · Backtested

EMA Cross Slope TLT

TLT

Single asset

Season return -3.07%

Max drawdown -12.91%

Final positions

TLT +100.0%

Data through 2018-12-31 Completed season

#37 · Backtested

Constant Exposure GLD

GLD

Single asset

Season return -3.11%

Max drawdown -13.76%

Final positions

GLD +100.0%

Data through 2018-12-31 Completed season

#38 · Backtested

EMA Cross Slope GLD

GLD

Single asset

Season return -3.14%

Max drawdown -12.43%

Final positions

GLD +100.0%

Data through 2018-12-31 Completed season

#39 · Backtested

Donchian Turtle TLT

TLT

Single asset

Season return -3.25%

Max drawdown -9.26%

Final positions

TLT +100.0%

Data through 2018-12-31 Completed season

#40 · Backtested

Constant Exposure TLT

TLT

Single asset

Season return -3.63%

Max drawdown -11.17%

Final positions

TLT +100.0%

Data through 2018-12-31 Completed season

#41 · Backtested

EMA Cross Slope EEM

EEM

Single asset

Season return -3.70%

Max drawdown -13.14%

Final positions

EEM -100.0%

Data through 2018-12-31 Completed season

#42 · Backtested

Volatility Target HYG

HYG

Single asset

Season return -4.44%

Max drawdown -8.20%

Final positions

HYG -100.0%

Data through 2018-12-31 Completed season

#43 · Backtested

Regime Switch TLT

TLT

Single asset

Season return -4.74%

Max drawdown -7.80%

Final positions

TLT +100.0%

Data through 2018-12-31 Completed season

#44 · Backtested

Constant Exposure EURUSD=X

EURUSD=X

Single asset

Season return -4.82%

Max drawdown -10.20%

Final positions

EURUSD=X +100.0%

Data through 2018-12-31 Completed season

#45 · Backtested

RSI Reversion TLT

TLT

Single asset

Season return -5.06%

Max drawdown -6.20%

Final positions

TLT -100.0%

Data through 2018-12-31 Completed season

#46 · Backtested

Bollinger Reversion EURUSD=X

EURUSD=X

Single asset

Season return -5.15%

Max drawdown -7.81%

Final positions

EURUSD=X +0.0%

Data through 2018-12-31 Completed season

#47 · Backtested

RSI Reversion GLD

GLD

Single asset

Season return -5.31%

Max drawdown -8.16%

Final positions

GLD -100.0%

Data through 2018-12-31 Completed season

#48 · Backtested

EMA Cross Slope EURUSD=X

EURUSD=X

Single asset

Season return -5.45%

Max drawdown -8.37%

Final positions

EURUSD=X +0.0%

Data through 2018-12-31 Completed season

#49 · Backtested

Constant Exposure SPY

SPY

Single asset

Season return -7.14%

Max drawdown -20.18%

Final positions

SPY +100.0%

Data through 2018-12-31 Completed season

#50 · Backtested

Constant Exposure HYG

HYG

Single asset

Season return -7.21%

Max drawdown -9.48%

Final positions

HYG +100.0%

Data through 2018-12-31 Completed season

#51 · Backtested

Bollinger Reversion GLD

GLD

Single asset

Season return -7.80%

Max drawdown -10.09%

Final positions

GLD -100.0%

Data through 2018-12-31 Completed season

#52 · Backtested

Regime Switch EEM

EEM

Single asset

Season return -10.72%

Max drawdown -15.23%

Final positions

EEM +100.0%

Data through 2018-12-31 Completed season

#53 · Backtested

EMA Cross ADX EEM

EEM

Single asset

Season return -10.85%

Max drawdown -17.95%

Final positions

EEM +0.0%

Data through 2018-12-31 Completed season

#54 · Backtested

Volatility Target EURUSD=X

EURUSD=X

Single asset

Season return -12.53%

Max drawdown -14.72%

Final positions

EURUSD=X +100.0%

Data through 2018-12-31 Completed season

#55 · Backtested

Volatility Target GLD

GLD

Single asset

Season return -12.92%

Max drawdown -19.40%

Final positions

GLD +100.0%

Data through 2018-12-31 Completed season

#56 · Backtested

RSI Reversion USO

USO

Single asset

Season return -15.23%

Max drawdown -31.63%

Final positions

USO +100.0%

Data through 2018-12-31 Completed season

#57 · Backtested

Volatility Target EEM

EEM

Single asset

Season return -17.41%

Max drawdown -24.68%

Final positions

EEM -100.0%

Data through 2018-12-31 Completed season

#58 · Backtested

Constant Exposure EEM

EEM

Single asset

Season return -19.17%

Max drawdown -27.04%

Final positions

EEM +100.0%

Data through 2018-12-31 Completed season

#59 · Backtested

Bollinger Reversion USO

USO

Single asset

Season return -19.52%

Max drawdown -31.65%

Final positions

USO +100.0%

Data through 2018-12-31 Completed season

#60 · Backtested

Constant Exposure USO

USO

Single asset

Season return -20.68%

Max drawdown -42.23%

Final positions

USO +100.0%

Data through 2018-12-31 Completed season

#61 · Backtested

Donchian Turtle BTC-USD

BTC-USD

Single asset

Season return -36.24%

Max drawdown -63.27%

Final positions

BTC-USD -100.0%

Data through 2018-12-31 Completed season

#62 · Backtested

EMA Cross ADX BTC-USD

BTC-USD

Single asset

Season return -55.48%

Max drawdown -74.82%

Final positions

BTC-USD -100.0%

Data through 2018-12-31 Completed season

#63 · Backtested

Bollinger Reversion BTC-USD

BTC-USD

Single asset

Season return -60.57%

Max drawdown -69.43%

Final positions

BTC-USD +0.0%

Data through 2018-12-31 Completed season

#64 · Backtested

Constant Exposure BTC-USD

BTC-USD

Single asset

Season return -72.43%

Max drawdown -81.43%

Final positions

BTC-USD +100.0%

Data through 2018-12-31 Completed season

2017 · Backtested2017-01-01 through 2017-12-31. Deterministic strategies only; LLM accounts are not eligible because no live decisions existed. Universe: 8 assets / 11 strategies · 64 eligible competitors.

#1 · Backtested

Constant Exposure BTC-USD

BTC-USD

Single asset

Season return 1316.61%

Max drawdown -35.51%

Final positions

BTC-USD +100.0%

Data through 2017-12-31 Completed season

#2 · Backtested

EMA Cross ADX BTC-USD

BTC-USD

Single asset

Season return 501.62%

Max drawdown -35.95%

Final positions

BTC-USD +100.0%

Data through 2017-12-31 Completed season

#3 · Backtested

EMA Cross Slope BTC-USD

BTC-USD

Single asset

Season return 490.61%

Max drawdown -46.15%

Final positions

BTC-USD +0.0%

Data through 2017-12-31 Completed season

#4 · Backtested

Donchian Turtle BTC-USD

BTC-USD

Single asset

Season return 229.87%

Max drawdown -46.69%

Final positions

BTC-USD +100.0%

Data through 2017-12-31 Completed season

#5 · Backtested

Volatility Target BTC-USD

BTC-USD

Single asset

Season return 150.26%

Max drawdown -14.59%

Final positions

BTC-USD -17.6%

Data through 2017-12-31 Completed season

#6 · Backtested

Regime Switch BTC-USD

BTC-USD

Single asset

Season return 47.64%

Max drawdown -9.99%

Final positions

BTC-USD +0.0%

Data through 2017-12-31 Completed season

#7 · Backtested

Constant Exposure EEM

EEM

Single asset

Season return 32.16%

Max drawdown -5.29%

Final positions

EEM +100.0%

Data through 2017-12-31 Completed season

#8 · Backtested

Constant Exposure SPY

SPY

Single asset

Season return 18.20%

Max drawdown -3.03%

Final positions

SPY +100.0%

Data through 2017-12-31 Completed season

#9 · Backtested

Constant Exposure EURUSD=X

EURUSD=X

Single asset

Season return 14.01%

Max drawdown -3.57%

Final positions

EURUSD=X +100.0%

Data through 2017-12-31 Completed season

#10 · Backtested

Donchian Turtle EEM

EEM

Single asset

Season return 12.84%

Max drawdown -5.28%

Final positions

EEM +0.0%

Data through 2017-12-31 Completed season

#11 · Backtested

Constant Exposure GLD

GLD

Single asset

Season return 11.26%

Max drawdown -7.90%

Final positions

GLD +100.0%

Data through 2017-12-31 Completed season

#12 · Backtested

Donchian Turtle SPY

SPY

Single asset

Season return 11.00%

Max drawdown -3.04%

Final positions

SPY +100.0%

Data through 2017-12-31 Completed season

#13 · Backtested

Bollinger Reversion TLT

TLT

Single asset

Season return 10.48%

Max drawdown -4.54%

Final positions

TLT +0.0%

Data through 2017-12-31 Completed season

#14 · Backtested

EMA Cross Slope SPY

SPY

Single asset

Season return 9.10%

Max drawdown -4.89%

Final positions

SPY +100.0%

Data through 2017-12-31 Completed season

#15 · Backtested

EMA Cross Slope EEM

EEM

Single asset

Season return 8.96%

Max drawdown -5.00%

Final positions

EEM +100.0%

Data through 2017-12-31 Completed season

#16 · Backtested

Bollinger Reversion EEM

EEM

Single asset

Season return 8.48%

Max drawdown -4.67%

Final positions

EEM -100.0%

Data through 2017-12-31 Completed season

#17 · Backtested

RSI Reversion USO

USO

Single asset

Season return 7.42%

Max drawdown -6.34%

Final positions

USO +0.0%

Data through 2017-12-31 Completed season

#18 · Backtested

RSI Reversion GLD

GLD

Single asset

Season return 6.31%

Max drawdown -5.69%

Final positions

GLD +0.0%

Data through 2017-12-31 Completed season

#19 · Backtested

Constant Exposure TLT

TLT

Single asset

Season return 5.85%

Max drawdown -5.30%

Final positions

TLT +100.0%

Data through 2017-12-31 Completed season

#20 · Backtested

Bollinger Reversion GLD

GLD

Single asset

Season return 5.48%

Max drawdown -5.69%

Final positions

GLD -100.0%

Data through 2017-12-31 Completed season

#21 · Backtested

Constant Exposure USO

USO

Single asset

Season return 5.09%

Max drawdown -25.53%

Final positions

USO +100.0%

Data through 2017-12-31 Completed season

#22 · Backtested

EMA Cross ADX SPY

SPY

Single asset

Season return 3.84%

Max drawdown -3.36%

Final positions

SPY +100.0%

Data through 2017-12-31 Completed season

#23 · Backtested

Volatility Target USO

USO

Single asset

Season return 3.73%

Max drawdown -18.64%

Final positions

USO +100.0%

Data through 2017-12-31 Completed season

#24 · Backtested

Regime Switch EEM

EEM

Single asset

Season return 3.57%

Max drawdown -6.50%

Final positions

EEM -100.0%

Data through 2017-12-31 Completed season

#25 · Backtested

RSI Reversion HYG

HYG

Single asset

Season return 2.91%

Max drawdown -0.69%

Final positions

HYG +0.0%

Data through 2017-12-31 Completed season

#26 · Backtested

EMA Cross ADX EURUSD=X

EURUSD=X

Single asset

Season return 2.90%

Max drawdown -3.75%

Final positions

EURUSD=X +100.0%

Data through 2017-12-31 Completed season

#27 · Backtested

EMA Cross ADX EEM

EEM

Single asset

Season return 2.52%

Max drawdown -5.04%

Final positions

EEM +0.0%

Data through 2017-12-31 Completed season

#28 · Backtested

Regime Switch EURUSD=X

EURUSD=X

Single asset

Season return 2.37%

Max drawdown -3.90%

Final positions

EURUSD=X +0.0%

Data through 2017-12-31 Completed season

#29 · Backtested

Bollinger Reversion HYG

HYG

Single asset

Season return 1.98%

Max drawdown -1.79%

Final positions

HYG +0.0%

Data through 2017-12-31 Completed season

#30 · Backtested

RSI Reversion TLT

TLT

Single asset

Season return 1.81%

Max drawdown -0.97%

Final positions

TLT +0.0%

Data through 2017-12-31 Completed season

#31 · Backtested

Volatility Target GLD

GLD

Single asset

Season return 1.53%

Max drawdown -10.79%

Final positions

GLD +100.0%

Data through 2017-12-31 Completed season

#32 · Backtested

Regime Switch TLT

TLT

Single asset

Season return 1.34%

Max drawdown -7.55%

Final positions

TLT +0.0%

Data through 2017-12-31 Completed season

#33 · Backtested

Volatility Target EURUSD=X

EURUSD=X

Single asset

Season return 1.25%

Max drawdown -7.28%

Final positions

EURUSD=X +100.0%

Data through 2017-12-31 Completed season

#34 · Backtested

Bollinger Reversion USO

USO

Single asset

Season return 0.89%

Max drawdown -11.37%

Final positions

USO -100.0%

Data through 2017-12-31 Completed season

#35 · Backtested

RSI Reversion EEM

EEM

Single asset

Season return 0.78%

Max drawdown -4.38%

Final positions

EEM +0.0%

Data through 2017-12-31 Completed season

#36 · Backtested

Volatility Target SPY

SPY

Single asset

Season return 0.63%

Max drawdown -11.90%

Final positions

SPY +100.0%

Data through 2017-12-31 Completed season

#37 · Backtested

Constant Exposure HYG

HYG

Single asset

Season return 0.23%

Max drawdown -2.57%

Final positions

HYG +100.0%

Data through 2017-12-31 Completed season

#38 · Backtested

Regime Switch SPY

SPY

Single asset

Season return 0.07%

Max drawdown -4.26%

Final positions

SPY +100.0%

Data through 2017-12-31 Completed season

#39 · Backtested

EMA Cross Slope EURUSD=X

EURUSD=X

Single asset

Season return -0.18%

Max drawdown -6.56%

Final positions

EURUSD=X +100.0%

Data through 2017-12-31 Completed season

#40 · Backtested

EMA Cross Slope USO

USO

Single asset

Season return -0.57%

Max drawdown -25.68%

Final positions

USO +100.0%

Data through 2017-12-31 Completed season

#41 · Backtested

Regime Switch HYG

HYG

Single asset

Season return -0.64%

Max drawdown -2.09%

Final positions

HYG -100.0%

Data through 2017-12-31 Completed season

#42 · Backtested

EMA Cross ADX HYG

HYG

Single asset

Season return -1.67%

Max drawdown -2.92%

Final positions

HYG -100.0%

Data through 2017-12-31 Completed season

#43 · Backtested

EMA Cross ADX TLT

TLT

Single asset

Season return -2.07%

Max drawdown -4.30%

Final positions

TLT +0.0%

Data through 2017-12-31 Completed season

#44 · Backtested

Donchian Turtle EURUSD=X

EURUSD=X

Single asset

Season return -2.75%

Max drawdown -6.43%

Final positions

EURUSD=X -100.0%

Data through 2017-12-31 Completed season

#45 · Backtested

EMA Cross Slope HYG

HYG

Single asset

Season return -3.42%

Max drawdown -5.03%

Final positions

HYG +0.0%

Data through 2017-12-31 Completed season

#46 · Backtested

Volatility Target HYG

HYG

Single asset

Season return -4.56%

Max drawdown -6.71%

Final positions

HYG +100.0%

Data through 2017-12-31 Completed season

#47 · Backtested

Bollinger Reversion EURUSD=X

EURUSD=X

Single asset

Season return -4.58%

Max drawdown -8.46%

Final positions

EURUSD=X -100.0%

Data through 2017-12-31 Completed season

#48 · Backtested

EMA Cross ADX USO

USO

Single asset

Season return -4.90%

Max drawdown -17.55%

Final positions

USO +100.0%

Data through 2017-12-31 Completed season

#49 · Backtested

RSI Reversion EURUSD=X

EURUSD=X

Single asset

Season return -4.95%

Max drawdown -5.78%

Final positions

EURUSD=X +0.0%

Data through 2017-12-31 Completed season

#50 · Backtested

Bollinger Reversion SPY

SPY

Single asset

Season return -5.16%

Max drawdown -6.39%

Final positions

SPY -100.0%

Data through 2017-12-31 Completed season

#51 · Backtested

Donchian Turtle HYG

HYG

Single asset

Season return -5.42%

Max drawdown -6.93%

Final positions

HYG -100.0%

Data through 2017-12-31 Completed season

#52 · Backtested

Volatility Target EEM

EEM

Single asset

Season return -5.43%

Max drawdown -15.53%

Final positions

EEM +100.0%

Data through 2017-12-31 Completed season

#53 · Backtested

Regime Switch GLD

GLD

Single asset

Season return -5.95%

Max drawdown -8.03%

Final positions

GLD -100.0%

Data through 2017-12-31 Completed season

#54 · Backtested

EMA Cross Slope GLD

GLD

Single asset

Season return -6.01%

Max drawdown -10.55%

Final positions

GLD +0.0%

Data through 2017-12-31 Completed season

#55 · Backtested

EMA Cross Slope TLT

TLT

Single asset

Season return -6.97%

Max drawdown -7.51%

Final positions

TLT +100.0%

Data through 2017-12-31 Completed season

#56 · Backtested

RSI Reversion SPY

SPY

Single asset

Season return -8.91%

Max drawdown -9.37%

Final positions

SPY -100.0%

Data through 2017-12-31 Completed season

#57 · Backtested

Donchian Turtle USO

USO

Single asset

Season return -9.76%

Max drawdown -28.79%

Final positions

USO +100.0%

Data through 2017-12-31 Completed season

#58 · Backtested

EMA Cross ADX GLD

GLD

Single asset

Season return -12.09%

Max drawdown -13.89%

Final positions

GLD +0.0%

Data through 2017-12-31 Completed season

#59 · Backtested

Volatility Target TLT

TLT

Single asset

Season return -15.08%

Max drawdown -17.24%

Final positions

TLT +100.0%

Data through 2017-12-31 Completed season

#60 · Backtested

Donchian Turtle TLT

TLT

Single asset

Season return -16.59%

Max drawdown -16.59%

Final positions

TLT +0.0%

Data through 2017-12-31 Completed season

#61 · Backtested

Donchian Turtle GLD

GLD

Single asset

Season return -20.54%

Max drawdown -21.43%

Final positions

GLD +0.0%

Data through 2017-12-31 Completed season

#62 · Backtested

Regime Switch USO

USO

Single asset

Season return -24.05%

Max drawdown -29.78%

Final positions

USO +0.0%

Data through 2017-12-31 Completed season

#63 · Backtested

RSI Reversion BTC-USD

BTC-USD

Single asset

Season return -72.95%

Max drawdown -82.12%

Final positions

BTC-USD +0.0%

Data through 2017-12-31 Completed season

#64 · Backtested

Bollinger Reversion BTC-USD

BTC-USD

Single asset

Season return -82.95%

Max drawdown -89.00%

Final positions

BTC-USD +0.0%

Data through 2017-12-31 Completed season

2016 · Backtested2016-01-01 through 2016-12-31. Deterministic strategies only; LLM accounts are not eligible because no live decisions existed. Universe: 8 assets / 11 strategies · 64 eligible competitors.

#1 · Backtested

Constant Exposure BTC-USD

BTC-USD

Single asset

Season return 121.59%

Max drawdown -28.56%

Final positions

BTC-USD +100.0%

Data through 2016-12-31 Completed season

#2 · Backtested

EMA Cross ADX BTC-USD

BTC-USD

Single asset

Season return 82.69%

Max drawdown -22.15%

Final positions

BTC-USD +100.0%

Data through 2016-12-31 Completed season

#3 · Backtested

Volatility Target BTC-USD

BTC-USD

Single asset

Season return 63.90%

Max drawdown -18.67%

Final positions

BTC-USD +60.2%

Data through 2016-12-31 Completed season

#4 · Backtested

Donchian Turtle BTC-USD

BTC-USD

Single asset

Season return 46.74%

Max drawdown -27.27%

Final positions

BTC-USD +100.0%

Data through 2016-12-31 Completed season

#5 · Backtested

EMA Cross Slope BTC-USD

BTC-USD

Single asset

Season return 43.75%

Max drawdown -40.13%

Final positions

BTC-USD +100.0%

Data through 2016-12-31 Completed season

#6 · Backtested

EMA Cross ADX GLD

GLD

Single asset

Season return 24.93%

Max drawdown -5.41%

Final positions

GLD -100.0%

Data through 2016-12-31 Completed season

#7 · Backtested

Bollinger Reversion EEM

EEM

Single asset

Season return 17.72%

Max drawdown -12.75%

Final positions

EEM +0.0%

Data through 2016-12-31 Completed season

#8 · Backtested

Donchian Turtle TLT

TLT

Single asset

Season return 17.24%

Max drawdown -8.68%

Final positions

TLT -100.0%

Data through 2016-12-31 Completed season

#9 · Backtested

EMA Cross ADX USO

USO

Single asset

Season return 15.78%

Max drawdown -21.41%

Final positions

USO +100.0%

Data through 2016-12-31 Completed season

#10 · Backtested

Regime Switch GLD

GLD

Single asset

Season return 14.54%

Max drawdown -6.71%

Final positions

GLD -100.0%

Data through 2016-12-31 Completed season

#11 · Backtested

Regime Switch BTC-USD

BTC-USD

Single asset

Season return 14.32%

Max drawdown -26.48%

Final positions

BTC-USD +100.0%

Data through 2016-12-31 Completed season

#12 · Backtested

EMA Cross ADX TLT

TLT

Single asset

Season return 12.24%

Max drawdown -6.97%

Final positions

TLT -100.0%

Data through 2016-12-31 Completed season

#13 · Backtested

Constant Exposure EEM

EEM

Single asset

Season return 11.24%

Max drawdown -10.81%

Final positions

EEM +100.0%

Data through 2016-12-31 Completed season

#14 · Backtested

Constant Exposure SPY

SPY

Single asset

Season return 10.91%

Max drawdown -9.27%

Final positions

SPY +100.0%

Data through 2016-12-31 Completed season

#15 · Backtested

Donchian Turtle GLD

GLD

Single asset

Season return 10.08%

Max drawdown -8.13%

Final positions

GLD -100.0%

Data through 2016-12-31 Completed season

#16 · Backtested

Bollinger Reversion SPY

SPY

Single asset

Season return 9.26%

Max drawdown -4.94%

Final positions

SPY +0.0%

Data through 2016-12-31 Completed season

#17 · Backtested

EMA Cross Slope GLD

GLD

Single asset

Season return 8.78%

Max drawdown -13.44%

Final positions

GLD -100.0%

Data through 2016-12-31 Completed season

#18 · Backtested

Constant Exposure USO

USO

Single asset

Season return 8.31%

Max drawdown -25.93%

Final positions

USO +100.0%

Data through 2016-12-31 Completed season

#19 · Backtested

EMA Cross Slope TLT

TLT

Single asset

Season return 7.96%

Max drawdown -13.03%

Final positions

TLT +0.0%

Data through 2016-12-31 Completed season

#20 · Backtested

Constant Exposure HYG

HYG

Single asset

Season return 7.65%

Max drawdown -5.98%

Final positions

HYG +100.0%

Data through 2016-12-31 Completed season

#21 · Backtested

Regime Switch TLT

TLT

Single asset

Season return 7.22%

Max drawdown -6.09%

Final positions

TLT -100.0%

Data through 2016-12-31 Completed season

#22 · Backtested

Bollinger Reversion EURUSD=X

EURUSD=X

Single asset

Season return 6.30%

Max drawdown -3.93%

Final positions

EURUSD=X +0.0%

Data through 2016-12-31 Completed season

#23 · Backtested

Constant Exposure GLD

GLD

Single asset

Season return 6.21%

Max drawdown -17.76%

Final positions

GLD +100.0%

Data through 2016-12-31 Completed season

#24 · Backtested

RSI Reversion EURUSD=X

EURUSD=X

Single asset

Season return 3.88%

Max drawdown -1.75%

Final positions

EURUSD=X +0.0%

Data through 2016-12-31 Completed season

#25 · Backtested

Donchian Turtle EURUSD=X

EURUSD=X

Single asset

Season return 3.75%

Max drawdown -3.97%

Final positions

EURUSD=X -100.0%

Data through 2016-12-31 Completed season

#26 · Backtested

Volatility Target GLD

GLD

Single asset

Season return 1.76%

Max drawdown -24.44%

Final positions

GLD -100.0%

Data through 2016-12-31 Completed season

#27 · Backtested

Bollinger Reversion GLD

GLD

Single asset

Season return 1.67%

Max drawdown -11.22%

Final positions

GLD +0.0%

Data through 2016-12-31 Completed season

#28 · Backtested

Regime Switch SPY

SPY

Single asset

Season return 1.63%

Max drawdown -9.20%

Final positions

SPY +100.0%

Data through 2016-12-31 Completed season

#29 · Backtested

Bollinger Reversion HYG

HYG

Single asset

Season return 1.41%

Max drawdown -4.08%

Final positions

HYG +0.0%

Data through 2016-12-31 Completed season

#30 · Backtested

EMA Cross Slope SPY

SPY

Single asset

Season return 1.07%

Max drawdown -10.25%

Final positions

SPY +0.0%

Data through 2016-12-31 Completed season

#31 · Backtested

RSI Reversion TLT

TLT

Single asset

Season return 0.93%

Max drawdown -6.26%

Final positions

TLT +100.0%

Data through 2016-12-31 Completed season

#32 · Backtested

Bollinger Reversion USO

USO

Single asset

Season return 0.82%

Max drawdown -23.38%

Final positions

USO -100.0%

Data through 2016-12-31 Completed season

#33 · Backtested

RSI Reversion SPY

SPY

Single asset

Season return 0.36%

Max drawdown -5.61%

Final positions

SPY -100.0%

Data through 2016-12-31 Completed season

#34 · Backtested

Donchian Turtle HYG

HYG

Single asset

Season return -0.24%

Max drawdown -6.71%

Final positions

HYG +0.0%

Data through 2016-12-31 Completed season

#35 · Backtested

Constant Exposure TLT

TLT

Single asset

Season return -1.51%

Max drawdown -18.59%

Final positions

TLT +100.0%

Data through 2016-12-31 Completed season

#36 · Backtested

EMA Cross ADX HYG

HYG

Single asset

Season return -1.81%

Max drawdown -8.04%

Final positions

HYG +0.0%

Data through 2016-12-31 Completed season

#37 · Backtested

Donchian Turtle EEM

EEM

Single asset

Season return -1.97%

Max drawdown -14.57%

Final positions

EEM -100.0%

Data through 2016-12-31 Completed season

#38 · Backtested

RSI Reversion HYG

HYG

Single asset

Season return -2.00%

Max drawdown -5.98%

Final positions

HYG +0.0%

Data through 2016-12-31 Completed season

#39 · Backtested

EMA Cross Slope HYG

HYG

Single asset

Season return -2.19%

Max drawdown -6.86%

Final positions

HYG +100.0%

Data through 2016-12-31 Completed season

#40 · Backtested

EMA Cross ADX SPY

SPY

Single asset

Season return -2.25%

Max drawdown -10.39%

Final positions

SPY +100.0%

Data through 2016-12-31 Completed season

#41 · Backtested

EMA Cross ADX EURUSD=X

EURUSD=X

Single asset

Season return -2.49%

Max drawdown -7.86%

Final positions

EURUSD=X -100.0%

Data through 2016-12-31 Completed season

#42 · Backtested

Volatility Target TLT

TLT

Single asset

Season return -2.58%

Max drawdown -19.99%

Final positions

TLT +100.0%

Data through 2016-12-31 Completed season

#43 · Backtested

Constant Exposure EURUSD=X

EURUSD=X

Single asset

Season return -2.65%

Max drawdown -9.84%

Final positions

EURUSD=X +100.0%

Data through 2016-12-31 Completed season

#44 · Backtested

RSI Reversion USO

USO

Single asset

Season return -2.70%

Max drawdown -25.93%

Final positions

USO +0.0%

Data through 2016-12-31 Completed season

#45 · Backtested

RSI Reversion EEM

EEM

Single asset

Season return -2.77%

Max drawdown -10.24%

Final positions

EEM +0.0%

Data through 2016-12-31 Completed season

#46 · Backtested

Regime Switch EURUSD=X

EURUSD=X

Single asset

Season return -3.07%

Max drawdown -7.16%

Final positions

EURUSD=X -100.0%

Data through 2016-12-31 Completed season

#47 · Backtested

Volatility Target SPY

SPY

Single asset

Season return -4.41%

Max drawdown -19.70%

Final positions

SPY -100.0%

Data through 2016-12-31 Completed season

#48 · Backtested

Regime Switch HYG

HYG

Single asset

Season return -4.97%

Max drawdown -11.01%

Final positions

HYG +0.0%

Data through 2016-12-31 Completed season

#49 · Backtested

Bollinger Reversion TLT

TLT

Single asset

Season return -5.31%

Max drawdown -7.63%

Final positions

TLT +0.0%

Data through 2016-12-31 Completed season

#50 · Backtested

Volatility Target HYG

HYG

Single asset

Season return -5.82%

Max drawdown -11.40%

Final positions

HYG +100.0%

Data through 2016-12-31 Completed season

#51 · Backtested

RSI Reversion GLD

GLD

Single asset

Season return -7.01%

Max drawdown -10.14%

Final positions

GLD +100.0%

Data through 2016-12-31 Completed season

#52 · Backtested

Regime Switch USO

USO

Single asset

Season return -7.12%

Max drawdown -24.24%

Final positions

USO +0.0%

Data through 2016-12-31 Completed season

#53 · Backtested

Donchian Turtle SPY

SPY

Single asset

Season return -10.11%

Max drawdown -17.04%

Final positions

SPY +100.0%

Data through 2016-12-31 Completed season

#54 · Backtested

Volatility Target USO

USO

Single asset

Season return -10.15%

Max drawdown -22.91%

Final positions

USO +93.0%

Data through 2016-12-31 Completed season

#55 · Backtested

Regime Switch EEM

EEM

Single asset

Season return -10.73%

Max drawdown -16.31%

Final positions

EEM +0.0%

Data through 2016-12-31 Completed season

#56 · Backtested

EMA Cross Slope EURUSD=X

EURUSD=X

Single asset

Season return -12.48%

Max drawdown -14.37%

Final positions

EURUSD=X +0.0%

Data through 2016-12-31 Completed season

#57 · Backtested

Volatility Target EURUSD=X

EURUSD=X

Single asset

Season return -14.83%

Max drawdown -16.11%

Final positions

EURUSD=X +100.0%

Data through 2016-12-31 Completed season

#58 · Backtested

EMA Cross ADX EEM

EEM

Single asset

Season return -16.49%

Max drawdown -21.76%

Final positions

EEM +0.0%

Data through 2016-12-31 Completed season

#59 · Backtested

EMA Cross Slope EEM

EEM

Single asset

Season return -21.28%

Max drawdown -28.97%

Final positions

EEM -100.0%

Data through 2016-12-31 Completed season

#60 · Backtested

Donchian Turtle USO

USO

Single asset

Season return -25.82%

Max drawdown -42.35%

Final positions

USO +0.0%

Data through 2016-12-31 Completed season

#61 · Backtested

Volatility Target EEM

EEM

Single asset

Season return -30.18%

Max drawdown -36.70%

Final positions

EEM -100.0%

Data through 2016-12-31 Completed season

#62 · Backtested

RSI Reversion BTC-USD

BTC-USD

Single asset

Season return -33.00%

Max drawdown -42.50%

Final positions

BTC-USD -100.0%

Data through 2016-12-31 Completed season

#63 · Backtested

EMA Cross Slope USO

USO

Single asset

Season return -37.00%

Max drawdown -53.64%

Final positions

USO +100.0%

Data through 2016-12-31 Completed season

#64 · Backtested

Bollinger Reversion BTC-USD

BTC-USD

Single asset

Season return -52.23%

Max drawdown -58.99%

Final positions

BTC-USD -100.0%

Data through 2016-12-31 Completed season

2015 · Backtested2015-01-01 through 2015-12-31. Deterministic strategies only; LLM accounts are not eligible because no live decisions existed. Universe: 8 assets / 11 strategies · 64 eligible competitors.

#1 · Backtested

Volatility Target BTC-USD

BTC-USD

Single asset

Season return 67.43%

Max drawdown -20.84%

Final positions

BTC-USD +43.6%

Data through 2015-12-31 Completed season

#2 · Backtested

Constant Exposure BTC-USD

BTC-USD

Single asset

Season return 36.99%

Max drawdown -43.47%

Final positions

BTC-USD +100.0%

Data through 2015-12-31 Completed season

#3 · Backtested

EMA Cross Slope BTC-USD

BTC-USD

Single asset

Season return 36.89%

Max drawdown -48.27%

Final positions

BTC-USD +100.0%

Data through 2015-12-31 Completed season

#4 · Backtested

Donchian Turtle BTC-USD

BTC-USD

Single asset

Season return 31.41%

Max drawdown -50.15%

Final positions

BTC-USD +100.0%

Data through 2015-12-31 Completed season

#5 · Backtested

Regime Switch BTC-USD

BTC-USD

Single asset

Season return 28.34%

Max drawdown -31.17%

Final positions

BTC-USD +0.0%

Data through 2015-12-31 Completed season

#6 · Backtested

EMA Cross ADX BTC-USD

BTC-USD

Single asset

Season return 16.74%

Max drawdown -58.75%

Final positions

BTC-USD +100.0%

Data through 2015-12-31 Completed season

#7 · Backtested

Bollinger Reversion SPY

SPY

Single asset

Season return 13.70%

Max drawdown -7.25%

Final positions

SPY +0.0%

Data through 2015-12-31 Completed season

#8 · Backtested

EMA Cross ADX EEM

EEM

Single asset

Season return 9.07%

Max drawdown -10.06%

Final positions

EEM +0.0%

Data through 2015-12-31 Completed season

#9 · Backtested

RSI Reversion SPY

SPY

Single asset

Season return 6.31%

Max drawdown -3.77%

Final positions

SPY +0.0%

Data through 2015-12-31 Completed season

#10 · Backtested

EMA Cross ADX USO

USO

Single asset

Season return 5.73%

Max drawdown -28.52%

Final positions

USO -100.0%

Data through 2015-12-31 Completed season

#11 · Backtested

RSI Reversion GLD

GLD

Single asset

Season return 5.66%

Max drawdown -4.31%

Final positions

GLD +0.0%

Data through 2015-12-31 Completed season

#12 · Backtested

Donchian Turtle EURUSD=X

EURUSD=X

Single asset

Season return 5.30%

Max drawdown -9.00%

Final positions

EURUSD=X +0.0%

Data through 2015-12-31 Completed season

#13 · Backtested

Regime Switch HYG

HYG

Single asset

Season return 3.88%

Max drawdown -4.42%

Final positions

HYG -100.0%

Data through 2015-12-31 Completed season

#14 · Backtested

EMA Cross Slope HYG

HYG

Single asset

Season return 3.42%

Max drawdown -6.58%

Final positions

HYG -100.0%

Data through 2015-12-31 Completed season

#15 · Backtested

EMA Cross ADX HYG

HYG

Single asset

Season return 3.37%

Max drawdown -5.03%

Final positions

HYG -100.0%

Data through 2015-12-31 Completed season

#16 · Backtested

Bollinger Reversion GLD

GLD

Single asset

Season return 2.91%

Max drawdown -6.78%

Final positions

GLD +0.0%

Data through 2015-12-31 Completed season

#17 · Backtested

Regime Switch USO

USO

Single asset

Season return 2.68%

Max drawdown -20.47%

Final positions

USO -100.0%

Data through 2015-12-31 Completed season

#18 · Backtested

Volatility Target HYG

HYG

Single asset

Season return 2.20%

Max drawdown -6.10%

Final positions

HYG -100.0%

Data through 2015-12-31 Completed season

#19 · Backtested

Donchian Turtle EEM

EEM

Single asset

Season return 1.95%

Max drawdown -15.79%

Final positions

EEM -100.0%

Data through 2015-12-31 Completed season

#20 · Backtested

EMA Cross ADX EURUSD=X

EURUSD=X

Single asset

Season return 1.77%

Max drawdown -11.37%

Final positions

EURUSD=X -100.0%

Data through 2015-12-31 Completed season

#21 · Backtested

Donchian Turtle HYG

HYG

Single asset

Season return 0.77%

Max drawdown -4.91%

Final positions

HYG -100.0%

Data through 2015-12-31 Completed season

#22 · Backtested

Constant Exposure SPY

SPY

Single asset

Season return -0.22%

Max drawdown -12.22%

Final positions

SPY +100.0%

Data through 2015-12-31 Completed season

#23 · Backtested

RSI Reversion EEM

EEM

Single asset

Season return -0.40%

Max drawdown -19.30%

Final positions

EEM +100.0%

Data through 2015-12-31 Completed season

#24 · Backtested

Bollinger Reversion TLT

TLT

Single asset

Season return -1.32%

Max drawdown -9.76%

Final positions

TLT +0.0%

Data through 2015-12-31 Completed season

#25 · Backtested

EMA Cross Slope USO

USO

Single asset

Season return -1.87%

Max drawdown -34.78%

Final positions

USO -100.0%

Data through 2015-12-31 Completed season

#26 · Backtested

Regime Switch EEM

EEM

Single asset

Season return -1.95%

Max drawdown -12.81%

Final positions

EEM +100.0%

Data through 2015-12-31 Completed season

#27 · Backtested

EMA Cross Slope EURUSD=X

EURUSD=X

Single asset

Season return -3.07%

Max drawdown -15.79%

Final positions

EURUSD=X +0.0%

Data through 2015-12-31 Completed season

#28 · Backtested

Volatility Target EURUSD=X

EURUSD=X

Single asset

Season return -3.07%

Max drawdown -16.03%

Final positions

EURUSD=X +100.0%

Data through 2015-12-31 Completed season

#29 · Backtested

Regime Switch EURUSD=X

EURUSD=X

Single asset

Season return -3.40%

Max drawdown -13.71%

Final positions

EURUSD=X +0.0%

Data through 2015-12-31 Completed season

#30 · Backtested

RSI Reversion EURUSD=X

EURUSD=X

Single asset

Season return -3.57%

Max drawdown -12.26%

Final positions

EURUSD=X +0.0%

Data through 2015-12-31 Completed season

#31 · Backtested

Donchian Turtle USO

USO

Single asset

Season return -3.60%

Max drawdown -33.49%

Final positions

USO -100.0%

Data through 2015-12-31 Completed season

#32 · Backtested

Volatility Target USO

USO

Single asset

Season return -4.17%

Max drawdown -30.79%

Final positions

USO -50.1%

Data through 2015-12-31 Completed season

#33 · Backtested

Donchian Turtle TLT

TLT

Single asset

Season return -4.27%

Max drawdown -11.38%

Final positions

TLT +0.0%

Data through 2015-12-31 Completed season

#34 · Backtested

Regime Switch TLT

TLT

Single asset

Season return -5.14%

Max drawdown -16.42%

Final positions

TLT +0.0%

Data through 2015-12-31 Completed season

#35 · Backtested

Bollinger Reversion EURUSD=X

EURUSD=X

Single asset

Season return -5.39%

Max drawdown -11.71%

Final positions

EURUSD=X -100.0%

Data through 2015-12-31 Completed season

#36 · Backtested

Constant Exposure TLT

TLT

Single asset

Season return -5.87%

Max drawdown -16.67%

Final positions

TLT +100.0%

Data through 2015-12-31 Completed season

#37 · Backtested

RSI Reversion TLT

TLT

Single asset

Season return -6.02%

Max drawdown -9.44%

Final positions

TLT +0.0%

Data through 2015-12-31 Completed season

#38 · Backtested

Volatility Target EEM

EEM

Single asset

Season return -6.09%

Max drawdown -18.69%

Final positions

EEM -100.0%

Data through 2015-12-31 Completed season

#39 · Backtested

EMA Cross ADX GLD

GLD

Single asset

Season return -6.15%

Max drawdown -11.07%

Final positions

GLD +0.0%

Data through 2015-12-31 Completed season

#40 · Backtested

Donchian Turtle SPY

SPY

Single asset

Season return -6.29%

Max drawdown -12.33%

Final positions

SPY +0.0%

Data through 2015-12-31 Completed season

#41 · Backtested

Volatility Target GLD

GLD

Single asset

Season return -6.37%

Max drawdown -19.04%

Final positions

GLD -100.0%

Data through 2015-12-31 Completed season

#42 · Backtested

RSI Reversion HYG

HYG

Single asset

Season return -6.70%

Max drawdown -8.97%

Final positions

HYG +100.0%

Data through 2015-12-31 Completed season

#43 · Backtested

Bollinger Reversion HYG

HYG

Single asset

Season return -7.21%

Max drawdown -9.91%

Final positions

HYG +100.0%

Data through 2015-12-31 Completed season

#44 · Backtested

EMA Cross ADX SPY

SPY

Single asset

Season return -7.63%

Max drawdown -9.81%

Final positions

SPY +0.0%

Data through 2015-12-31 Completed season

#45 · Backtested

Regime Switch GLD

GLD

Single asset

Season return -8.26%

Max drawdown -11.71%

Final positions

GLD +0.0%

Data through 2015-12-31 Completed season

#46 · Backtested

EMA Cross Slope GLD

GLD

Single asset

Season return -8.60%

Max drawdown -15.11%

Final positions

GLD -100.0%

Data through 2015-12-31 Completed season

#47 · Backtested

Donchian Turtle GLD

GLD

Single asset

Season return -9.01%

Max drawdown -13.84%

Final positions

GLD -100.0%

Data through 2015-12-31 Completed season

#48 · Backtested

EMA Cross ADX TLT

TLT

Single asset

Season return -9.26%

Max drawdown -16.49%

Final positions

TLT +0.0%

Data through 2015-12-31 Completed season

#49 · Backtested

Constant Exposure HYG

HYG

Single asset

Season return -9.58%

Max drawdown -14.13%

Final positions

HYG +100.0%

Data through 2015-12-31 Completed season

#50 · Backtested

Constant Exposure EURUSD=X

EURUSD=X

Single asset

Season return -9.61%

Max drawdown -13.35%

Final positions

EURUSD=X +100.0%

Data through 2015-12-31 Completed season

#51 · Backtested

EMA Cross Slope EEM

EEM

Single asset

Season return -10.25%

Max drawdown -19.97%

Final positions

EEM -100.0%

Data through 2015-12-31 Completed season

#52 · Backtested

Regime Switch SPY

SPY

Single asset

Season return -10.37%

Max drawdown -11.86%

Final positions

SPY +0.0%

Data through 2015-12-31 Completed season

#53 · Backtested

Bollinger Reversion EEM

EEM

Single asset

Season return -11.16%

Max drawdown -26.19%

Final positions

EEM +100.0%

Data through 2015-12-31 Completed season

#54 · Backtested

Constant Exposure GLD

GLD

Single asset

Season return -11.67%

Max drawdown -19.75%

Final positions

GLD +100.0%

Data through 2015-12-31 Completed season

#55 · Backtested

Constant Exposure EEM

EEM

Single asset

Season return -16.40%

Max drawdown -28.82%

Final positions

EEM +100.0%

Data through 2015-12-31 Completed season

#56 · Backtested

Volatility Target TLT

TLT

Single asset

Season return -20.51%

Max drawdown -27.40%

Final positions

TLT -100.0%

Data through 2015-12-31 Completed season

#57 · Backtested

RSI Reversion USO

USO

Single asset

Season return -21.46%

Max drawdown -30.79%

Final positions

USO +100.0%

Data through 2015-12-31 Completed season

#58 · Backtested

EMA Cross Slope TLT

TLT

Single asset

Season return -23.68%

Max drawdown -29.30%

Final positions

TLT -100.0%

Data through 2015-12-31 Completed season

#59 · Backtested

EMA Cross Slope SPY

SPY

Single asset

Season return -24.01%

Max drawdown -24.01%

Final positions

SPY +0.0%

Data through 2015-12-31 Completed season

#60 · Backtested

Bollinger Reversion USO

USO

Single asset

Season return -25.64%

Max drawdown -39.69%

Final positions

USO +100.0%

Data through 2015-12-31 Completed season

#61 · Backtested

RSI Reversion BTC-USD

BTC-USD

Single asset

Season return -26.82%

Max drawdown -47.07%

Final positions

BTC-USD +0.0%

Data through 2015-12-31 Completed season

#62 · Backtested

Volatility Target SPY

SPY

Single asset

Season return -31.15%

Max drawdown -32.53%

Final positions

SPY -100.0%

Data through 2015-12-31 Completed season

#63 · Backtested

Constant Exposure USO

USO

Single asset

Season return -41.95%

Max drawdown -47.55%

Final positions

USO +100.0%

Data through 2015-12-31 Completed season

#64 · Backtested

Bollinger Reversion BTC-USD

BTC-USD

Single asset

Season return -54.18%

Max drawdown -58.63%

Final positions

BTC-USD +0.0%

Data through 2015-12-31 Completed season