The equity curve above shows the cumulative % returns of all the QuantFor systems collected in a single portfolio tracked monthly.
Advised starting capital = $ 220.000
CAGR = 73,76%
monthly max drawdown = -5,15%
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 $220000 in 2011 above $10000000 to present:
Below is LIVE EQUITY CURVE starting from minimum account size in November 2017:
Below is a quick recap of all QuantFor systems monthly results considering a fixed equity of $220000 at the start of each month: