Performance, in Full Daylight
Transparency is a feature. This page is open to everyone and shows the aggregated performance of the OctoHex strategy marketplace and every individual strategy.
All 63 strategies run live in public and are listed below. Client money follows only the System: strategies whose backtest on real market data shows an annual return above 0%, a Sharpe ratio above 0.3 and a maximum drawdown under 30%, and whose live result is not below zero. Strategies that fall below zero leave the System automatically and rejoin once positive. The figures above describe the 51 strategies currently in the System.
Live track record
Every published strategy runs as a live model portfolio, executed at real-time bid/ask. These figures update while you watch.
Strategies in the System — client money follows these. Sorted by return since go-live, best first; the average covers these 51. Strategies whose live result is below zero are taken out of the System; they keep running in the open and rejoin automatically once they are positive again.
Backtests on real market data
Each strategy is backtested on real historical prices with costs. The distribution below includes the losers — no cherry-picking.
| NVDA MACD 12/26/9 · 1H Momentum | +28.3% | −6.9% | |
| WTI Oil · Brent MA Cross 10/50 · 4H Trend following | +23.9% | −10.1% | |
| LLY RSI(14) Reversion · 1H Mean reversion | +18.5% | −1.4% | |
| Gold MA Cross 20/100 · 4H Trend following | +17.9% | −8.6% | |
| Gold MA Cross 20/100 · 4H II Trend following | +17.9% | −8.6% | |
| Gold MA Cross 30/150 · 1H Trend following | +17.6% | −12.4% | |
| NFLX Band Reversion 20·2σ · 1H Mean reversion | +15.2% | −4.1% | |
| SPY Band Reversion 20·2σ · 1D Mean reversion | +14.3% | −0.7% |
| Multi-Asset Pairs (9) Pair Spread z1.8 · 1D Market neutral | +0.3% | −0.1% | |
| JPM/GS Pair Spread z2 · 1H Statistical arbitrage | +0.3% | −0.4% | |
| Multi-Asset Pairs (8) Pair Spread z2 · 1D Market neutral | +0.4% | −0.2% | |
| IWM Turn-of-Month · 1D Seasonal | +0.5% | −0.3% | |
| US Stocks Basket (8) Momentum 90 · 1D Momentum | +0.6% | −0.5% | |
| Multi-Asset Pairs (6) Pair Spread z1.8 · 1D Market neutral | +0.6% | −0.6% | |
| US500 Turn-of-Month · 1D II Seasonal | +1.3% | −0.3% | |
| Copper Band Reversion 20·2.2σ · 4H Mean reversion | +1.6% | −2.6% |
Distribution of backtested annual returns
Outcomes vary widely — from losses to large gains. That is exactly why no return is ever promised.