Backtest Performance
145 symbols · 20,611 total trades · Starting capital $10,000 per symbol
All results are from backtesting on historical data with 0.05% slippage and $1 commission per trade. Past performance does not guarantee future results.
12-Month Window
151 symbols+29.8%
Median Strategy Return
+32.2%
Mean Alpha vs B&H
61.6%
Symbols Beating B&H
-19.2%
Median Max Drawdown
Top 10 by Value Add ($)
| # | Symbol | Return | Alpha | End Value | Cycles |
|---|---|---|---|---|---|
| 1 | SNDK | +1992.8% | +845.1% | $209,282 | 6 |
| 2 | ONDS | +1511.7% | +820.4% | $161,172 | 8 |
| 3 | TMC | +725.0% | +530.5% | $82,501 | 13 |
| 4 | CIFR | +625.8% | +466.1% | $72,577 | 13 |
| 5 | OPEN | +690.1% | +439.4% | $79,015 | 8 |
| 6 | ASST | +325.2% | +362.8% | $42,519 | 3 |
| 7 | SYM | +405.8% | +291.4% | $50,578 | 12 |
| 8 | JMIA | +450.7% | +213.7% | $55,068 | 14 |
| 9 | WOLF | +370.0% | +195.3% | $47,001 | 5 |
| 10 | APLD | +354.8% | +190.1% | $45,484 | 12 |
Top 10 by Harvestability
| # | Symbol | Return | Alpha | End Value | Harv. |
|---|---|---|---|---|---|
| 1 | ASST | +325.2% | +362.8% | $42,519 | 40.9 |
| 2 | MU | +30.0% | -297.3% | $12,995 | 20.8 |
| 3 | TMC | +725.0% | +530.5% | $82,501 | 18.6 |
| 4 | SIDU | +143.9% | +156.2% | $24,394 | 13.7 |
| 5 | TWLO | +29.7% | +33.8% | $12,969 | 13.3 |
| 6 | OPEN | +690.1% | +439.4% | $79,015 | 12.6 |
| 7 | CIFR | +625.8% | +466.1% | $72,577 | 11.2 |
| 8 | ONDS | +1511.7% | +820.4% | $161,172 | 10.7 |
| 9 | WOLF | +370.0% | +195.3% | $47,001 | 10.7 |
| 10 | IREN | +359.5% | +99.1% | $45,950 | 10.6 |
24-Month Window
151 symbols+63.2%
Median Strategy Return
+62.9%
Mean Alpha vs B&H
68.9%
Symbols Beating B&H
-33.5%
Median Max Drawdown
Top 10 by Value Add ($)
| # | Symbol | Return | Alpha | End Value | Cycles |
|---|---|---|---|---|---|
| 1 | QBTS | +4150.6% | +3299.0% | $425,063 | 26 |
| 2 | RKLB | +3668.1% | +2187.9% | $376,808 | 23 |
| 3 | RGTI | +2874.7% | +2003.4% | $297,472 | 25 |
| 4 | TMC | +1904.4% | +1521.6% | $200,443 | 22 |
| 5 | ONDS | +1511.7% | +807.7% | $161,172 | 8 |
| 6 | EOSE | +1861.0% | +768.1% | $196,095 | 20 |
| 7 | LUNR | +761.1% | +698.2% | $86,113 | 22 |
| 8 | CIFR | +776.9% | +423.2% | $87,694 | 24 |
| 9 | OPTT | +447.5% | +410.8% | $54,749 | 11 |
| 10 | ARQQ | +400.2% | +390.5% | $50,015 | 16 |
Top 10 by Harvestability
| # | Symbol | Return | Alpha | End Value | Harv. |
|---|---|---|---|---|---|
| 1 | ASST | -77.2% | -301.8% | $2,282 | 47.5 |
| 2 | OKLO | -102.2% | -602.1% | $-223 | 21.5 |
| 3 | SIDU | +42.4% | +94.2% | $14,243 | 16.4 |
| 4 | ARQQ | +400.2% | +390.5% | $50,015 | 15.7 |
| 5 | TMC | +1904.4% | +1521.6% | $200,443 | 15.4 |
| 6 | RGTI | +2874.7% | +2003.4% | $297,472 | 14.8 |
| 7 | PLUG | +23.2% | +64.4% | $12,320 | 13.8 |
| 8 | IREN | +833.9% | +313.2% | $93,388 | 12.7 |
| 9 | LUNR | +761.1% | +698.2% | $86,113 | 12.4 |
| 10 | WOLF | +46.8% | +72.4% | $14,683 | 12.0 |
36-Month Window
151 symbols+137.5%
Median Strategy Return
+270.7%
Mean Alpha vs B&H
76.8%
Symbols Beating B&H
-37.3%
Median Max Drawdown
Top 10 by Value Add ($)
| # | Symbol | Return | Alpha | End Value | Cycles |
|---|---|---|---|---|---|
| 1 | RGTI | +11605.1% | +10126.9% | $1,170,512 | 36 |
| 2 | TMC | +5362.4% | +4835.8% | $546,236 | 30 |
| 3 | RKLB | +5498.7% | +4056.2% | $559,874 | 32 |
| 4 | ASTS | +3372.0% | +2169.3% | $347,202 | 28 |
| 5 | QBTS | +4150.6% | +2131.1% | $425,063 | 26 |
| 6 | HUT | +2376.6% | +1888.0% | $247,665 | 41 |
| 7 | QUBT | +1804.5% | +1394.5% | $190,448 | 16 |
| 8 | ONDS | +1511.7% | +1104.1% | $161,172 | 8 |
| 9 | HOOD | +1678.7% | +1014.4% | $177,866 | 36 |
| 10 | IONQ | +1571.6% | +1006.0% | $167,161 | 31 |
Top 10 by Harvestability
| # | Symbol | Return | Alpha | End Value | Harv. |
|---|---|---|---|---|---|
| 1 | ASST | -77.2% | -77.2% | $2,282 | 47.5 |
| 2 | RGTI | +11605.1% | +10126.9% | $1,170,512 | 19.0 |
| 3 | SIDU | -69.6% | +27.7% | $3,037 | 17.3 |
| 4 | ARQQ | +131.0% | +184.9% | $23,100 | 16.9 |
| 5 | TMC | +5362.4% | +4835.8% | $546,236 | 16.6 |
| 6 | PLUG | -56.9% | +30.3% | $4,312 | 15.3 |
| 7 | OPTT | +369.2% | +399.4% | $46,918 | 14.0 |
| 8 | EKSO | +127.2% | +180.4% | $22,718 | 13.8 |
| 9 | SMR | +524.7% | +493.4% | $62,473 | 13.7 |
| 10 | IREN | +833.9% | -299.8% | $93,388 | 12.7 |
48-Month Window
151 symbols+136.2%
Median Strategy Return
+394.1%
Mean Alpha vs B&H
74.8%
Symbols Beating B&H
-40.2%
Median Max Drawdown
Top 10 by Value Add ($)
| # | Symbol | Return | Alpha | End Value | Cycles |
|---|---|---|---|---|---|
| 1 | APLD | +13039.8% | +12898.2% | $1,313,982 | 45 |
| 2 | TMC | +6920.2% | +6630.1% | $702,021 | 34 |
| 3 | SYM | +3306.0% | +2860.7% | $340,596 | 47 |
| 4 | RGTI | +2690.1% | +2630.2% | $279,006 | 37 |
| 5 | APP | +3176.8% | +2546.6% | $327,678 | 31 |
| 6 | ASTS | +3476.8% | +2303.0% | $357,678 | 35 |
| 7 | RKLB | +2626.1% | +1936.9% | $272,612 | 35 |
| 8 | QBTS | +1967.1% | +1884.8% | $206,708 | 38 |
| 9 | NVDA | +2033.3% | +1329.6% | $213,333 | 32 |
| 10 | HUT | +1409.3% | +1322.9% | $150,933 | 46 |
Top 10 by Harvestability
| # | Symbol | Return | Alpha | End Value | Harv. |
|---|---|---|---|---|---|
| 1 | ASST | -77.2% | -10.0% | $2,282 | 47.5 |
| 2 | RGTI | +2690.1% | +2630.2% | $279,006 | 19.4 |
| 3 | TMC | +6920.2% | +6630.1% | $702,021 | 17.5 |
| 4 | OPTT | +136.2% | +198.1% | $23,622 | 16.5 |
| 5 | SIDU | -96.4% | +3.2% | $358 | 16.3 |
| 6 | QBTS | +1967.1% | +1884.8% | $206,708 | 16.2 |
| 7 | ARQQ | -44.7% | +51.2% | $5,528 | 15.1 |
| 8 | OPEN | +168.0% | +219.8% | $26,797 | 14.4 |
| 9 | ONDS | +97.8% | -22.6% | $19,777 | 14.2 |
| 10 | HUT | +1409.3% | +1322.9% | $150,933 | 13.4 |
Drawdown Disclosure
Not all symbols perform equally. Some lose money. The median max drawdown across the universe ranges from 19.2% (12-month) to 40.2% (48-month). Individual symbols can experience drawdowns exceeding 50%.
The engine's edge comes from aggregate compounding across many symbols over many cycles — not from every individual trade being a winner. With a win rate that improves over longer windows, the compounding effect accelerates, but short-term losses are an inherent part of the system.