The equity curve above shows the cumulative % returns of all the QuantFor systems collected in a single portfolio tracked monthly.
Advised starting capital = $116.521
CAGR = 81,62%
monthly max drawdown = -5,47%
portfolio rebalance = monthly
The backtest extends from January 2012 to present.
Here are cumulative monthly percentage returns:
Below is compounded equity curve showing minimum account size growth from $116.521 in January 2012 above $11.000.000 to present:
Below is LIVE EQUITY CURVE starting from minimum account size in September 2019:
Below is a quick recap of all QuantFor systems monthly results considering a fixed equity of $116.521 at the start of each month: