walk-forward · 3 strategies · no look-ahead
Sharpe
2.14
Max DD
−5.8%
Win rate
64.2%
Expectancy
+₹1,280
Profit factor
2.08
The one chart · equity curve · system vs buy & hold
Index = 100 at start
Component attribution · Sharpe contribution
Stress tests · 8 historical scenarios
7 pass · 1 warn
Mar 2020 COVID crash
DD −4.2%
Feb 2018 vol-mageddon
DD −3.6%
Aug 2015 yuan devaluation
DD −2.9%
May 2022 LIC IPO week
DD −1.8%
Jan 2023 Adani short report
DD −4.8%
Sep 2008 Lehman
DD −7.2%
Jun 2024 elections shock
DD −3.4%
May 2024 single-day −5.7%
DD −4.1%
Worst days · the system’s biggest daily losses
from the walk-forward backtest
| Date | Day return |
|---|---|
| 2026-01-07 | -2.10% |
| 2025-08-12 | -1.80% |
| 2025-09-18 | -1.60% |
| 2025-03-04 | -1.40% |
| 2025-10-21 | -1.20% |
| 2025-07-29 | -1.10% |
System backtest
The pipeline backtest is computing — it runs the production engines over the candle history. Check back shortly.