Q4 Competition

Guaranteed investments of $2,250,000.00


Make money with your trading algorithms. The best ones get investments of $500,000.00$750,000.00 and $1,000,000.00 and you pocket half of the performance fees. All trading algorithms that were submitted before January 1st 2016 are now simulated with live data until end of March.




PHASES

Write a quantitative trading system using Quantiacs’ toolbox and Futures data.

 

Entry Period

Submit your system before 11:59pm on December 31st, 2015 to compete for total investments of $2,250,000.00.

Live Period

All submissions will be simulated with live market data from January 1st , 2016 until March 31st , 2016. The three best Trading Systems get guaranteed investments of $500,000.00, $750,000.00, and $1,000,000.00.

 

For a detailed collection of all rules please see the official rules.

SCORING

Your overall score in the competition is the single trading system with your highest overall score, which computes as

Min(Sharpe Ratio_backtest, Sharpe Ratio_live)

To score your trading system must
  • Evaluate in less than 10 minutes on our servers
  • Return the same result if it is run twice
  • Not use ex post common knowledge, like for example don’t trade in 2008.
  • Use a maximum lookback of 2520 trading days.

RANKING

Backtest

Since January 1st 2016

Rank
Name
Score
Upload Date
Trading System
Yearly Perf.
TradingDays
Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance
TradingDays
Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 1
 
DrKodiak
 
Trading Q4 contest
4.02
12/31/2015 09:59
YouGuysACoupleOfBookies201512311159
109.88%
2417
30.99%
4.02
6.59
28.71%
261
36.54%
5.30
1.29
 Rank: 2
 
DrKodiak
 
Q4 contest
3.10
12/31/2015 09:07
LookinGoodBillyRay201512311107
91.40%
6508
30.82%
3.10
5.56
32.47%
261
33.11%
12.62
1.67
 Rank: 3
 
DrKodiak
 
Trading Q4 contest
1.77
12/31/2015 10:28
MotherAlwaysSaidYouWereGreedy201512311228
39.85%
6546
21.65%
1.82
3.35
54.98%
261
21.16%
1.77
4.61
 Rank: 4
 
Evolution71
 
Trading Q4 contest
1.38
12/11/2015 06:09
Fast_Slow_Balanced_II201512111409
4.44%
6643
3.25%
1.38
2.28
1.74%
264
2.85%
1.47
1.04
 Rank: 5
 
s_poramet
 
Q4 contest
1.36
12/31/2015 09:51
PSTS_Q4_2015_EffWFP
2.33%
6643
1.73%
1.36
2.31
0.79%
264
1.55%
1.48
0.83
 Rank: 6
 
Evolution71
 
Q4 contest
1.36
12/11/2015 03:00
Fast_Slow_Balanced201512111101
4.29%
6643
3.19%
1.36
2.24
1.38%
264
2.69%
2.58
0.84
 Rank: 7
 
s_poramet
 
Q4 contest
1.31
12/31/2015 09:49
PSTS_Q4_2015_Ensemble
2.26%
6643
1.71%
1.31
2.23
1.78%
264
1.29%
2.82
2.26
 Rank: 8
 
Evolution71
 
Q4 contest
1.30
12/08/2015 11:13
AJ_Balanced201512081918
4.15%
6643
3.20%
1.30
2.15
1.90%
264
2.82%
1.49
1.13
 Rank: 9
 
Evolution71
 
Q4 contest
1.26
12/11/2015 02:01
Fast_Slow_Growth201512111001
5.67%
6643
4.54%
1.26
2.03
1.96%
264
3.80%
1.94
0.86
 Rank: 10
 
Jenia
 
Q4 contest
1.24
12/31/2015 19:54
HappyNewYear
26.83%
6643
4.77%
5.78
11.83
2.16%
264
4.80%
1.24
0.78
 Rank: 11
 
Evolution71
 
Q4 contest
1.20
12/06/2015 08:48
Naive_Parity_III201512061652
3.75%
6643
3.14%
1.20
1.99
0.76%
264
2.06%
3.75
0.61
 Rank: 12
 
Evolution71
 
Q4 contest
1.19
12/30/2015 04:15
VolatilityTiming_C2
8.99%
6643
7.60%
1.19
1.98
3.87%
264
6.99%
1.25
0.89
 Rank: 13
 
Evolution71
 
Q4 contest
1.11
12/05/2015 14:29
Naive_Parity_II201512052235
4.10%
6643
3.71%
1.11
1.84
0.61%
264
2.04%
3.57
0.50
 Rank: 14
 
DrKodiak
 
Q4 contest
1.04
12/23/2015 12:56
F_ES_neural2201512231455
13.93%
6557
13.62%
1.04
1.62
3.11%
261
2.25%
2.91
20.45
 Rank: 15
 
s_poramet
 
Q4 contest
1.03
12/31/2015 08:57
PSTS_Q4_2015_RiskBased2
1.47%
6643
1.43%
1.03
1.68
0.58%
264
0.87%
3.06
1.08
 Rank: 16
 
s_poramet
 
Q4 contest
1.03
12/31/2015 09:29
PSTS_Q4_2015_CorrBased
2.99%
6643
2.16%
1.38
2.44
2.30%
264
2.24%
1.03
1.73
 Rank: 17
 
DrKodiak
 
Q4 contest
1.02
12/23/2015 12:32
F_ES_neural201512231432
21.34%
6557
17.66%
1.27
1.96
-7.88%
261
12.99%
1.02
-0.98
 Rank: 18
 
Evolution71
 
Q4 contest
1.01
12/04/2015 17:24
Naive_Parity201512050131
4.67%
6643
4.62%
1.01
1.65
1.05%
264
2.10%
3.91
0.83
 Rank: 19
 
s_poramet
 
Q4 contest
1.01
12/31/2015 04:48
PSTS_Q4_2015_RiskBased2
1.44%
6643
1.43%
1.01
1.65
0.51%
264
0.85%
3.06
0.94
 Rank: 20
 
s_poramet
 
Q4 contest
1.00
12/27/2015 07:58
PSTS_Q4_2015_RiskBased
1.34%
6643
1.35%
1.00
1.62
0.23%
264
0.67%
2.78
0.57
 Rank: 21
 
administrator
 
Q4 contest
0.95
12/30/2015 21:24
Dirk
3.42%
6567
3.67%
0.95
1.52
0.01%
262
1.10%
2.21
0.01
 Rank: 22
 
Evolution71
 
Q4 contest
0.95
12/04/2015 14:21
Classic_Mix_II201512042228
3.46%
6643
3.70%
0.95
1.52
0.41%
264
3.06%
2.89
0.23
 Rank: 23
 
Evolution71
 
Q4 contest
0.93
12/04/2015 14:16
Atlantic_III201512042222
3.80%
6643
4.09%
0.93
1.50
1.32%
264
2.14%
4.16
1.05
 Rank: 24
 
Evolution71
 
Q4 contest
0.88
11/14/2015 04:07
AJ_US_Allocator201511141212
2.63%
6643
2.86%
0.88
1.50
4.19%
264
2.04%
2.31
3.45
 Rank: 25
 
Evolution71
 
Q4 contest
0.88
12/04/2015 03:40
Classic_Mix201512041140
2.73%
6643
3.13%
0.88
1.36
1.74%
264
3.35%
3.51
0.91
 Rank: 26
 
QuantumCat
 
Q4 contest
0.86
12/31/2015 19:42
billion
29.69%
6643
5.41%
5.64
11.32
2.45%
264
5.43%
0.86
0.74
 Rank: 27
 
yishuwei
 
Q4 contest
0.85
12/31/2015 04:43
Nellestein
0.59%
6643
0.71%
0.85
1.35
-0.06%
264
0.27%
1.92
-0.39
 Rank: 28
 
yishuwei
 
Q4 contest
0.85
12/31/2015 03:35
Gerenstein
0.61%
6643
0.74%
0.85
1.35
-0.05%
264
0.28%
1.97
-0.30
 Rank: 29
 
yishuwei
 
Q4 contest
0.85
12/31/2015 03:55
Dalstein
0.68%
6643
0.82%
0.85
1.35
-0.07%
264
0.31%
1.92
-0.39
 Rank: 30
 
yishuwei
 
Q4 contest
0.84
12/30/2015 10:41
Frissenstein
0.61%
6643
0.73%
0.84
1.35
-0.03%
264
0.28%
2.03
-0.21
 Rank: 31
 
yishuwei
 
Q4 contest
0.84
12/30/2015 09:36
Kikkenstein
0.62%
6643
0.75%
0.84
1.34
-0.03%
264
0.29%
2.08
-0.20
 Rank: 32
 
Evolution71
 
Q4 contest
0.83
11/13/2015 07:20
AJ_RiskDiversifier_II201511131520
3.85%
6643
4.43%
0.83
1.42
6.71%
264
3.99%
3.56
2.86
 Rank: 33
 
yishuwei
 
Q4 contest
0.83
12/30/2015 05:21
Develstein
0.62%
6643
0.76%
0.83
1.32
-0.07%
264
0.28%
1.88
-0.46
 Rank: 34
 
yishuwei
 
Q4 contest
0.83
12/30/2015 09:22
Gravestein
0.63%
6643
0.77%
0.83
1.32
-0.08%
264
0.28%
1.88
-0.46
 Rank: 35
 
ryan_miller
 
Q4 contest
0.82
12/30/2015 15:52
tsA
9.95%
6638
12.05%
0.82
1.29
13.46%
262
16.09%
1.30
1.24
 Rank: 36
 
mwhc
 
Q4 contest
0.81
12/31/2015 13:01
TS13201512312102
7.07%
6643
9.06%
0.81
1.26
-3.63%
264
6.62%
1.97
-0.83
 Rank: 37
 
Evolution71
 
Q4 contest
0.80
12/04/2015 02:21
Atlantic_II201512041021
2.71%
6643
3.37%
0.80
1.24
0.93%
264
2.12%
3.33
0.74
 Rank: 38
 
Evolution71
 
Q4 contest
0.80
12/03/2015 00:09
Atlantic201512030810
4.50%
6643
5.56%
0.80
1.30
3.00%
264
3.70%
3.72
1.26
 Rank: 39
 
yishuwei
 
Q4 contest
0.79
12/31/2015 06:24
Florijn
5.90%
6643
7.58%
0.79
1.32
-0.62%
264
0.63%
1.14
-1.44
 Rank: 40
 
yishuwei
 
Q4 contest
0.79
12/29/2015 17:58
SaltyOxygen201512300258
5.90%
6643
7.58%
0.79
1.32
-0.62%
264
0.65%
1.14
-1.36
 Rank: 41
 
yishuwei
 
Q4 contest
0.79
12/29/2015 17:00
Fishermermaid201512300200
5.86%
6643
7.54%
0.79
1.32
-0.59%
264
0.63%
1.15
-1.37
 Rank: 42
 
yishuwei
 
Q4 contest
0.78
12/30/2015 05:30
Echtenstein
0.87%
6643
1.13%
0.78
1.22
-0.15%
264
0.46%
1.87
-0.53
 Rank: 43
 
yishuwei
 
Q4 contest
0.78
12/29/2015 16:46
VibratingString201512300147
6.29%
6643
8.20%
0.78
1.29
-0.57%
264
0.63%
1.17
-1.34
 Rank: 44
 
Evolution71
 
Q4 contest
0.77
11/13/2015 04:20
AJ_RiskDiversifier201511131220
3.63%
6643
4.47%
0.77
1.34
6.71%
264
3.99%
3.56
2.86
 Rank: 45
 
yishuwei
 
Q4 contest
0.76
12/29/2015 16:35
SantaInsomnia201512300136
6.14%
6643
8.12%
0.76
1.27
-0.57%
264
0.63%
1.17
-1.34
 Rank: 46
 
yishuwei
 
Q4 contest
0.76
12/31/2015 06:16
Geinwijk
2.78%
6643
3.70%
0.76
1.27
-0.55%
264
0.63%
1.26
-1.28
 Rank: 47
 
yishuwei
 
Q4 contest
0.76
12/31/2015 05:49
Daalwijk
2.78%
6643
3.71%
0.76
1.27
-0.55%
264
0.63%
1.26
-1.29
 Rank: 48
 
yishuwei
 
Q4 contest
0.75
12/29/2015 14:19
GrandmasPension201512292319
2.49%
6643
3.35%
0.75
1.29
-0.52%
264
0.63%
1.43
-1.22
 Rank: 49
 
yishuwei
 
Q4 contest
0.75
12/29/2015 14:23
RedNosePanda201512292324
2.61%
6643
3.52%
0.75
1.29
-0.53%
264
0.64%
1.35
-1.23
 Rank: 50
 
mwhc
 
Q4 contest
0.74
12/31/2015 13:03
TS13201512312103
8.56%
6643
12.19%
0.74
1.15
-7.23%
264
10.69%
0.91
-1.06
 Rank: 51
 
ryan_miller
 
Q4 contest
0.74
12/31/2015 10:56
tsB
3.15%
6592
4.10%
0.74
1.24
7.47%
264
5.81%
3.23
2.31
 Rank: 52
 
yishuwei
 
Q4 contest
0.71
12/31/2015 06:33
Bullewijk
6.64%
6643
9.39%
0.71
1.13
-0.58%
264
0.63%
1.30
-1.36
 Rank: 53
 
yishuwei
 
Q4 contest
0.71
12/29/2015 18:12
MushroomLeaf201512300312
6.64%
6643
9.39%
0.71
1.13
-0.56%
264
0.63%
1.30
-1.30
 Rank: 54
 
yishuwei
 
Q4 contest
0.71
12/29/2015 17:06
EtherCandle201512300206
6.62%
6643
9.37%
0.71
1.13
-0.55%
264
0.63%
1.31
-1.29
 Rank: 55
 
yishuwei
 
Q4 contest
0.71
12/30/2015 03:44
Dingo
3.76%
6643
5.36%
0.71
1.18
-0.57%
264
0.64%
1.25
-1.31
 Rank: 56
 
Jenia
 
Q4 contest
0.69
12/31/2015 18:27
SomeCourage
16.05%
6643
3.17%
5.28
10.35
-0.02%
264
3.98%
0.69
-0.01
 Rank: 57
 
Jenia
 
Q4 contest
0.67
12/31/2015 20:20
GeneticEnhancement
15.61%
6643
3.13%
5.20
10.14
0.22%
264
4.02%
0.67
0.09
 Rank: 58
 
s_poramet
 
Q4 contest
0.64
12/27/2015 08:40
PSTS_Q4_2015_CorrBased
9.40%
6643
13.79%
0.64
1.13
20.84%
264
12.83%
1.24
2.85
 Rank: 59
 
s_poramet
 
Q4 contest
0.51
12/27/2015 07:59
PSTS_Q4_2015_CorrBased
8.68%
6643
16.19%
0.51
0.89
16.36%
264
14.51%
2.19
1.89
 Rank: 60
 
Dr_Manhattan
 
Q4 contest
0.43
12/08/2015 15:26
High_Castle_XLF_Test
23.47%
6643
9.24%
3.34
4.03
-8.61%
264
29.58%
0.43
-0.39
 Rank: 61
 
QuantumCat
 
Q4 contest
0.40
12/29/2015 23:22
NewB2
11.92%
6643
3.18%
3.84
6.92
1.71%
264
3.41%
0.40
0.82
 Rank: 62
 
QuantumCat
 
Q4 contest
0.35
12/29/2015 11:44
NewB1
19.52%
6643
6.05%
3.32
5.98
2.82%
264
7.07%
0.35
0.68
 Rank: 63
 
Evolution71
 
Q4 contest
0.29
12/30/2015 01:11
VolatilityTiming_C
7.13%
6643
6.28%
1.18
1.91
-1.47%
264
6.21%
0.29
-0.38
 Rank: 64
 
Yelsa
 
Q4 contest
0.29
11/24/2015 21:37
test
7.40%
6558
14.69%
0.50
0.81
6.10%
261
10.46%
0.29
0.94
 Rank: 65
 
kat
 
Q4 contest
0.28
12/30/2015 03:51
torch
3.57%
6643
2.28%
1.61
2.65
-0.71%
264
1.96%
0.28
-0.55
 Rank: 66
 
Evolution71
 
Q4 contest
0.25
12/15/2015 09:04
SystemM201512151704
8.94%
6643
6.94%
1.33
2.15
-2.19%
264
6.51%
0.25
-0.54
 Rank: 67
 
administrator
 
Q4 contest
0.23
12/07/2015 14:02
trendfollowing201512071402
2.95%
6543
11.86%
0.23
0.40
9.28%
261
11.52%
2.80
1.29
 Rank: 68
 
Evolution71
 
Q4 contest
0.20
12/27/2015 15:38
KitchenSink_II201512272338
6.88%
6643
6.05%
1.18
1.89
-1.71%
264
5.56%
0.20
-0.48
 Rank: 69
 
costargc
 
Q4 contest
0.15
12/30/2015 19:50
newts_2201512310150
1.82%
6542
11.83%
0.15
0.24
4.27%
261
11.39%
1.90
0.58
 Rank: 70
 
sfoerster
 
Q4 contest
0.08
12/17/2015 10:42
sfMeans1
0.38%
6643
7.63%
0.08
0.08
-5.02%
264
6.99%
2.99
-1.17
 Rank: 71
 
DrKodiak
 
Q4 contest
0.02
12/31/2015 11:03
AlwaysGoForTheThroat201512311304
89.42%
6521
30.52%
3.17
5.42
-6.28%
261
39.13%
0.02
-0.27
 Rank: 72
 
kat
 
Q4 contest
0.00
12/31/2015 11:18
magneto2
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 73
 
kat
 
Q4 contest
0.00
12/28/2015 16:59
Magneto
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 74
 
kat
 
Q4 contest
0.00
12/28/2015 16:59
Galactus
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 75
 
kat
 
Q4 contest
0.00
12/30/2015 03:52
pryde
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 76
 
kat
 
Q4 contest
0.00
12/31/2015 11:17
galactus2
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 77
 
kat
 
Q4 contest
0.00
12/31/2015 11:18
kingpin2
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 78
 
Evolution71
 
Q4 contest
-0.02
12/11/2015 04:14
Fast_Slow_Growth_II201512111214
6.19%
6643
4.96%
1.26
2.03
2.69%
264
4.60%
-0.02
1.01
 Rank: 79
 
DrKodiak
 
Q4 contest
-0.03
12/31/2015 10:13
MoneyIsntEverythingMortimer201512311214
33.59%
5784
22.37%
1.64
2.63
-23.65%
263
18.70%
-0.03
-2.01
 Rank: 80
 
DrKodiak
 
Q4 contest
-0.04
12/23/2015 13:12
F_ES_neural3201512231511
16.74%
6557
16.57%
1.08
1.63
-11.73%
261
12.73%
-0.04
-1.47
 Rank: 81
 
yukifushimi
 
Q4 contest
-0.14
11/18/2015 22:36
s100
-0.36%
6569
1.95%
-0.14
-0.26
-2.68%
263
1.71%
0.00
-1.51
 Rank: 82
 
Evolution71
 
Q4 contest
-0.18
12/08/2015 08:33
AJ_Growth201512081633
6.06%
6643
5.22%
1.17
1.86
3.21%
264
5.17%
-0.18
1.07
 Rank: 83
 
DrKodiak
 
Q4 contest
-0.23
12/31/2015 09:51
OneDollar201512311152
23.35%
6527
15.87%
1.59
2.60
-13.33%
261
16.15%
-0.23
-1.15
 Rank: 84
 
udaykrizna
 
Q4 contest
-0.25
12/31/2015 22:02
Uday
-3.69%
6569
25.50%
-0.25
-0.24
96.96%
263
26.21%
0.87
8.00
 Rank: 85
 
jaip217
 
Q4 contest
-0.25
12/03/2015 15:24
meanReversion
-3.69%
6569
25.50%
-0.25
-0.24
96.96%
263
26.21%
0.87
8.00
 Rank: 86
 
Evolution71
 
Q4 contest
-0.25
12/16/2015 15:52
MomentumParityII201512162358
4.52%
6643
2.97%
1.58
2.57
-2.54%
264
2.18%
-0.25
-1.83
 Rank: 87
 
Evolution71
 
Q4 contest
-0.25
12/18/2015 08:39
KitchenSink201512181639
5.77%
6643
5.62%
1.08
1.69
-3.94%
264
5.14%
-0.25
-1.19
 Rank: 88
 
kat
 
Q4 contest
-0.41
12/28/2015 16:16
hawkeye
0.80%
6643
0.51%
1.65
2.70
-0.41%
264
0.44%
-0.41
-1.39
 Rank: 89
 
ginopilotino
 
Q4 contest
-0.42
10/04/2015 05:40
meanreversion201510041440
-11.10%
6643
26.85%
-0.42
-0.66
1.68%
264
23.86%
1.02
0.12
 Rank: 90
 
baludjan
 
Q4 contest
-0.42
11/30/2015 03:03
mrtest
-11.10%
6643
26.85%
-0.42
-0.66
1.67%
264
23.89%
1.02
0.11
 Rank: 91
 
Dr_Manhattan
 
Q4 contest
-0.42
12/04/2015 08:42
MeanR_Test
-8.93%
6643
26.99%
-0.42
-0.54
94.99%
264
27.35%
1.02
6.99
 Rank: 92
 
theme
 
Q4 contest
-0.42
12/06/2015 16:21
Quantiacs Mean Reversion Trading System Example
-8.93%
6643
26.99%
-0.42
-0.54
94.99%
264
27.35%
1.02
6.99
 Rank: 93
 
WestonMizumoto
 
Q4 contest
-0.42
12/15/2015 15:50
meanReversion
-8.93%
6643
26.99%
-0.42
-0.54
94.99%
264
27.35%
1.02
6.99
 Rank: 94
 
Evolution71
 
Q4 contest
-0.43
12/16/2015 03:37
MomentumParity201512161137
4.34%
6643
2.94%
1.54
2.50
-2.75%
264
2.18%
-0.43
-1.95
 Rank: 95
 
Dr_Manhattan
 
Q4 contest
-0.44
12/08/2015 12:22
High_Castle_Test
15.20%
6642
8.58%
1.81
3.08
2.46%
264
8.08%
-0.44
0.52
 Rank: 96
 
Evolution71
 
Q4 contest
-0.45
12/28/2015 22:12
SystemTF
8.66%
6643
8.16%
1.11
1.75
-3.26%
264
8.46%
-0.45
-0.58
 Rank: 97
 
Anthony FJ Garner
 
Q4 contest
-0.45
12/24/2015 02:20
Anthony Garner
2.33%
6643
6.00%
0.43
0.62
-5.13%
264
5.74%
-0.45
-1.33
 Rank: 98
 
sheboygan
 
Q4 contest
-0.45
10/03/2015 17:17
trendfollowing201510031917
2.55%
6643
6.01%
0.44
0.68
-0.83%
264
5.65%
-0.45
-0.23
 Rank: 99
 
QuantumCat
 
Q4 contest
-0.45
10/03/2015 21:53
trendfollowing201510041253
2.55%
6643
6.01%
0.44
0.68
-0.83%
264
5.65%
-0.45
-0.23
 Rank: 100
 
baludjan
 
Q4 contest
-0.45
11/30/2015 03:00
testtrend
2.55%
6643
6.01%
0.44
0.68
-0.83%
264
5.65%
-0.45
-0.23
 Rank: 101
 
tradx2
 
Q4 contest
-0.45
12/31/2015 05:30
newtradx201512311331
2.55%
6643
6.01%
0.44
0.68
-0.83%
264
5.65%
-0.45
-0.23
 Rank: 102
 
QuantumCat
 
Q4 contest
-0.45
12/29/2015 23:06
tredfolw
2.55%
6643
6.01%
0.44
0.68
-0.83%
264
5.65%
-0.45
-0.23
 Rank: 103
 
iqsoftware
 
Q4 contest
-0.45
12/08/2015 05:10
trendfollowing201512081510
2.55%
6643
6.01%
0.44
0.68
-0.83%
264
5.65%
-0.45
-0.23
 Rank: 104
 
DrKodiak
 
Q4 contest
-0.46
12/31/2015 09:38
TurnThoseMachinesBackOn201512311139
75.83%
6521
32.57%
2.48
4.30
11.92%
261
43.18%
-0.46
0.50
 Rank: 105
 
kat
 
Q4 contest
-0.64
12/28/2015 00:21
storm
1.13%
6643
0.67%
1.74
2.86
-0.58%
264
0.55%
-0.64
-1.56
 Rank: 106
 
kat
 
Q4 contest
-0.66
12/22/2015 17:58
rsisample
3.09%
6643
4.79%
0.71
1.02
-5.27%
264
5.11%
-0.66
-1.44
 Rank: 107
 
sfoerster
 
Non deterministic
Q4 contest
-0.71
12/17/2015 20:10
sfQlearner1
-1.97%
6641
2.73%
-0.71
-1.02
No data yet!
 Rank: 108
 
DrKodiak
 
Q4 contest
-0.77
12/31/2015 10:42
ItsNotLuck201512311243
93.51%
6548
24.08%
4.11
7.72
-4.36%
261
22.94%
-0.77
-0.31
 Rank: 109
 
Evolution71
 
Q4 contest
-0.85
12/29/2015 05:17
VolatilityTiming_SR
4.27%
6643
3.18%
1.39
2.28
-1.95%
264
2.48%
-0.85
-1.23
 Rank: 110
 
DrKodiak
 
Q4 contest
-0.87
12/31/2015 11:35
FeelingGoodLouis201512311335
123.87%
6523
29.95%
4.39
8.20
7.42%
261
30.13%
-0.87
0.42
 Rank: 111
 
sfoerster
 
Q4 contest
-0.88
12/17/2015 10:53
sfBollinger1
-34.30%
6643
39.36%
-0.88
-1.34
-12.88%
264
38.34%
-0.60
-0.49
 Rank: 112
 
Funas
 
Q4 contest
-0.96
12/02/2015 04:45
test1
2.78%
6643
5.90%
0.53
0.75
-6.41%
264
5.77%
-0.96
-1.63
 Rank: 113
 
QuantumCat
 
Q4 contest
-1.03
12/31/2015 18:21
John
16.15%
6643
2.85%
5.85
12.07
-0.66%
264
2.95%
-1.03
-0.33
 Rank: 114
 
Jenia
 
Q4 contest
-1.10
12/31/2015 20:37
StarEngineering
16.01%
6643
3.03%
5.58
10.47
-3.46%
264
3.98%
-1.10
-1.27
 Rank: 115
 
s_poramet
 
Q4 contest
-1.10
12/27/2015 07:58
PSTS_Q4_2015_MomentumBiased
2.30%
6643
2.77%
0.91
1.31
-2.00%
264
4.65%
-1.10
-0.61
 Rank: 116
 
Timeroot
 
Q4 contest
-1.11
12/15/2015 20:45
speedySwag
17.57%
6643
9.03%
2.07
3.37
-14.26%
264
7.79%
-1.11
-2.77
 Rank: 117
 
DrKodiak
 
Q4 contest
-1.14
12/31/2015 11:19
DukeAndDuke201512311319
174.79%
6505
35.82%
5.32
10.08
-25.62%
261
27.87%
-1.14
-1.52
 Rank: 118
 
QuantumCat
 
Q4 contest
-1.14
12/30/2015 17:11
NewB7
14.93%
6643
3.08%
5.01
10.82
-0.61%
264
3.14%
-1.14
-0.30
 Rank: 119
 
QuantumCat
 
Q4 contest
-1.14
12/30/2015 01:00
NewB5
14.93%
6643
3.08%
5.01
10.82
-0.62%
264
3.15%
-1.14
-0.30
 Rank: 120
 
QuantumCat
 
Q4 contest
-1.14
12/30/2015 00:38
NewB4
14.93%
6643
3.08%
5.01
10.82
-0.61%
264
3.14%
-1.14
-0.30
 Rank: 121
 
QuantumCat
 
Q4 contest
-1.14
12/30/2015 16:52
NewB6
14.93%
6643
3.08%
5.01
10.82
-0.61%
264
3.14%
-1.14
-0.30
 Rank: 122
 
QuantumCat
 
Q4 contest
-1.14
12/30/2015 00:41
NewB4
14.93%
6643
3.08%
5.01
10.82
-0.62%
264
3.15%
-1.14
-0.30
 Rank: 123
 
QuantumCat
 
Q4 contest
-1.14
12/30/2015 16:42
NewB6
14.93%
6643
3.08%
5.01
10.82
-0.62%
264
3.15%
-1.14
-0.30
 Rank: 124
 
wolf
 
Q4 contest
-1.25
12/20/2015 01:44
momentum example
0.90%
6643
6.90%
0.15
0.20
-2.76%
264
6.84%
-1.25
-0.63
 Rank: 125
 
Jenia
 
Q4 contest
-1.33
12/31/2015 20:08
BikeLanes
15.69%
6643
2.86%
5.76
11.18
-2.28%
264
3.57%
-1.33
-0.95
 Rank: 126
 
Jenia
 
Q4 contest
-1.33
12/31/2015 19:03
LikeaBoss
27.78%
6643
4.55%
6.33
12.69
-2.07%
264
4.55%
-1.33
-0.68
 Rank: 127
 
sheboygan
 
Q4 contest
-1.34
10/03/2015 18:53
Quant Analyst
-24.97%
6643
19.43%
-1.25
-1.88
-39.00%
264
21.12%
-1.34
-2.55
 Rank: 128
 
Jenia
 
Q4 contest
-1.39
12/31/2015 20:55
SimulationOfSociety
16.00%
6643
3.12%
5.33
10.40
-1.65%
264
3.46%
-1.39
-0.70
 Rank: 129
 
s_poramet
 
Q4 contest
-1.48
12/31/2015 17:20
PSTS_Q4_2015_MomentumBiased2
1.77%
6643
1.82%
1.12
1.52
-1.61%
264
3.91%
-1.48
-0.56
 Rank: 130
 
QuantumCat
 
Q4 contest
-1.66
12/31/2015 15:51
Lucy
17.22%
6643
3.11%
5.70
12.20
0.81%
264
3.33%
-1.66
0.39
 Rank: 131
 
QuantumCat
 
Q4 contest
-1.66
12/30/2015 17:28
NewB8
17.30%
6643
3.15%
5.66
12.06
0.74%
264
3.24%
-1.66
0.36
 Rank: 132
 
QuantumCat
 
Q4 contest
-1.66
12/30/2015 17:47
NewB9
16.18%
6643
3.08%
5.42
11.54
0.72%
264
3.24%
-1.66
0.35
 Rank: 133
 
tradx2
 
Q4 contest
-1.66
12/31/2015 05:17
testRSI201512311318
2.36%
6643
5.14%
0.54
0.70
-8.42%
264
4.30%
-1.66
-2.86
 Rank: 134
 
QuantumCat
 
Q4 contest
-1.76
12/31/2015 22:16
Ambur
21.17%
6643
3.64%
6.15
12.23
-4.76%
264
4.77%
-1.76
-1.42
 Rank: 135
 
mojo
 
Q4 contest
-1.76
12/29/2015 15:46
trendfollowing2201512300047
0.88%
6643
5.78%
0.17
0.24
-2.41%
264
5.50%
-1.76
-0.69
 Rank: 136
 
katas
 
Q4 contest
-1.84
12/26/2015 09:22
test1
1.92%
6643
2.38%
0.84
1.30
-1.31%
264
1.38%
-1.84
-1.42
 Rank: 137
 
QuantumCat
 
Q4 contest
-1.89
12/30/2015 00:03
NewB3
16.96%
6643
3.09%
5.66
11.94
1.54%
264
3.36%
-1.89
0.72
 Rank: 138
 
QuantumCat
 
Q4 contest
-2.02
12/31/2015 23:31
Micheal
19.47%
6643
3.78%
5.49
10.61
-6.40%
264
5.03%
-2.02
-1.77
 Rank: 139
 
Timeroot
 
Q4 contest
-3.12
12/16/2015 00:04
logorrheicLabelling
22.87%
6643
6.76%
3.50
6.47
-1.80%
264
6.97%
-3.12
-0.44
 Rank: 140
 
Evolution71
 
Q4 contest
-3.64
12/16/2015 15:16
MomentumVolatilityII201512162322
7.56%
6643
5.33%
1.50
2.34
-5.98%
264
5.19%
-3.64
-1.76
 Rank: 141
 
Evolution71
 
Q4 contest
-3.86
12/16/2015 03:31
MomentumVolatility201512161131
6.69%
6643
5.16%
1.39
2.13
-6.71%
264
5.15%
-3.86
-1.96