Walk-Forward Backtest
Train on pre-year data, test on each year using only Top Tier firms identified in training.
| Year | TT Firms | Trades | Win Rate | Strategy | SPY | Alpha |
|---|---|---|---|---|---|---|
| 2021 | 46 | 709 | 61.1% | +172.9% | +30.5% | +142.4% |
| 2022 | 57 | 824 | 49.0% | +6.5% | -18.6% | +25.2% |
| 2023 | 57 | 1099 | 56.5% | +164.6% | +26.7% | +137.9% |
| 2024 | 71 | 1310 | 59.5% | +278.0% | +25.6% | +252.4% |
| Total | 3942 | 56.7% | ||||