Ranked Selection Backtest

The same program as in my January article: Financing Your Stock Trading Strategy

Here it is tested (April 6th) with the added 3.25 months making it a wall-forward and an out-of-sample simulation.

There are more charts and explanations in the follow-up article: Financing Your Stock Trading Strategy II

bt = get_backtest('5e8e3c7f0f3a4745b7dac7f4') bt.create_full_tear_sheet(round_trips=True, hide_positions=True, live_start_date='2019-11-29')

The live_start_date='2019-11-29' $ $ is the end date of the January simulation.

The following charts are from the above backtest analysis.

Cumulative Returns:

My Preferred Section: (round_trips=True)