The equity curve above shows the cumulative % returns of all the QuantFor systems collected in a single portfolio tracked monthly.
Advised starting capital = $92.500
CAGR = 65,71%
monthly max drawdown = -7,04%
portfolio rebalance = monthly
The backtest extends from January 2011 to present.
Here are cumulative monthly percentage returns:
Below is compounded equity curve showing minimum account size growth from $92.500 in January 2011 above $9.000.000 to present:
Below is a quick recap of all QuantFor systems monthly results considering a fixed equity of $92.500 at the start of each month: