Live · £19/mo v5c · SPY / GBP

Backtest & Performance

Full-sample backtest in GBP (no FX fee). v5c is the production line; v5b drops the credit gate, v5 is the pre-diversifier baseline. Regime shading: Bull Contango Crisis.

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v5c is a subscriber strategy — £19/mo. The signal, backtest, risk analytics and tracker are available to subscribers. Subscribe to unlock or upgrade to VP-MACD.

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Loading… ↓ Download daily returns (CSV)

Growth of £1 · log scale

Drawdown

Rolling 3-year Sharpe

Annual returns · v5c vs SPY

Performance metrics

Worst 10 drawdowns · v5c

This is a systematic research model. Past performance is not indicative of future results. The Deflated Sharpe Ratio accounts for the design search. Deploy capital at your own risk.