Sharpe
1.280
CAGR
12.40%
Max DD
-10.90%
Backtest Report
Active Return
3.80%
Tracking Error
7.10%
Beta
0.440
Judgement
Validated
OOS Sharpe
0.890
Trades
174
Equity Curve
| Dimension | Value | Context |
|---|---|---|
| Window | 2010-01-04 → 2026-03-31 | Curated Alphrex proof artifact |
| Validation | Validated | The pullback setup keeps positive holdout and walk-forward reads even after friction assumptions, so this is more than a single-regime curiosity. |
| Benchmark | SPY | Active 3.80% · TE 7.10% |
| Execution | Clear | No explicit execution warning on this artifact. |
| Next move | Validated | Use this as the baseline in compare against Bollinger, stochastic reversion, and Williams %R so the strongest pullback expression wins the slot. |