Track Record
Out-of-sample performance from the V11 adaptive ensemble pipeline. All figures net of evidence-based spread costs. 24-month backtest window.
+47.2%
Total Return
1.32
Sharpe Ratio
-12.4%
Max Drawdown
11.2%
Alpha (ann.)
1.45
Info Ratio
62%
Win Rate
24.1%
Annualized Return
18.3%
Annualized Vol
1.89
Sortino Ratio
1.94
Calmar Ratio
0.73
Beta
1.8x
Win/Loss Ratio
+11.3%
Best Month
-7.8%
Worst Month
Monthly Returns
16/24 positive6-Month Rolling Sharpe
Rolling Metrics
| Month | Sharpe | IC | Hit Rate | Turnover |
|---|---|---|---|---|
| 25-07 | 13.816 | 0.083 | 63.4% | 44% |
| 25-08 | 20.4 | 0.084 | 63.7% | 44.5% |
| 25-09 | 16.278 | 0.085 | 64% | 45% |
| 25-10 | 13.292 | 0.086 | 64.3% | 45.5% |
| 25-11 | 17.07 | 0.087 | 64.6% | 46% |
| 25-12 | 25.33 | 0.088 | 64.9% | 46.5% |
All figures are out-of-sample and net of execution costs. Past performance is not indicative of future results. Backtest period: Jan 2024 – Dec 2025.