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
 
Q4 contest
4.05
12/31/2015 09:59
YouGuysACoupleOfBookies201512311159
98.57%
2417
30.49%
4.05
5.99
10.19%
435
31.18%
5.30
0.31
 Rank: 2
 
DrKodiak
 
Q4 contest
3.14
12/31/2015 09:07
LookinGoodBillyRay201512311107
89.17%
6508
30.88%
3.14
5.38
25.76%
435
32.99%
12.62
0.71
 Rank: 3
 
DrKodiak
 
Q4 contest
1.77
12/31/2015 10:28
MotherAlwaysSaidYouWereGreedy201512311228
38.40%
6546
21.54%
1.82
3.24
46.33%
435
19.51%
1.77
2.22
 Rank: 4
 
s_poramet
 
Q4 contest
1.40
12/31/2015 09:51
PSTS_Q4_2015_EffWFP
2.44%
6643
1.73%
1.40
2.41
3.69%
439
1.69%
1.48
2.15
 Rank: 5
 
Evolution71
 
Q4 contest
1.38
12/11/2015 06:09
Fast_Slow_Balanced_II201512111409
4.39%
6643
3.24%
1.38
2.26
3.30%
439
2.68%
1.47
1.19
 Rank: 6
 
Evolution71
 
Q4 contest
1.36
12/11/2015 03:00
Fast_Slow_Balanced201512111101
4.24%
6643
3.17%
1.36
2.23
2.97%
439
2.59%
2.58
1.13
 Rank: 7
 
s_poramet
 
Q4 contest
1.31
12/31/2015 09:49
PSTS_Q4_2015_Ensemble
2.25%
6643
1.69%
1.31
2.23
2.90%
439
1.17%
2.82
2.44
 Rank: 8
 
Evolution71
 
Q4 contest
1.31
12/08/2015 11:13
AJ_Balanced201512081918
4.14%
6643
3.17%
1.31
2.16
4.10%
439
2.61%
1.49
1.56
 Rank: 9
 
Jenia
 
Q4 contest
1.31
12/31/2015 19:54
HappyNewYear
25.99%
6643
4.76%
5.77
11.40
0.43%
439
4.43%
1.31
0.10
 Rank: 10
 
Evolution71
 
Q4 contest
1.26
12/11/2015 02:01
Fast_Slow_Growth201512111001
5.61%
6643
4.52%
1.26
2.02
4.25%
439
3.78%
1.94
1.12
 Rank: 11
 
Evolution71
 
Q4 contest
1.20
12/06/2015 08:48
Naive_Parity_III201512061652
3.75%
6643
3.14%
1.20
1.99
3.95%
439
2.45%
3.75
1.52
 Rank: 12
 
Evolution71
 
Q4 contest
1.18
12/30/2015 04:15
VolatilityTiming_C2
8.52%
6643
7.55%
1.18
1.88
-1.25%
439
6.21%
1.23
-0.19
 Rank: 13
 
Evolution71
 
Q4 contest
1.11
12/05/2015 14:29
Naive_Parity_II201512052235
4.17%
6643
3.71%
1.11
1.87
5.40%
439
2.90%
3.57
1.81
 Rank: 14
 
DrKodiak
 
Q4 contest
1.04
12/23/2015 12:56
F_ES_neural2201512231455
13.57%
6557
13.45%
1.04
1.59
3.11%
435
1.75%
2.91
15.73
 Rank: 15
 
s_poramet
 
Q4 contest
1.03
12/31/2015 08:57
PSTS_Q4_2015_RiskBased2
1.48%
6643
1.42%
1.03
1.70
1.77%
439
0.83%
3.06
2.11
 Rank: 16
 
DrKodiak
 
Q4 contest
1.02
12/23/2015 12:32
F_ES_neural201512231432
20.32%
6557
17.47%
1.27
1.89
-16.73%
435
10.90%
1.02
-1.51
 Rank: 17
 
s_poramet
 
Q4 contest
1.02
12/31/2015 09:29
PSTS_Q4_2015_CorrBased
2.97%
6643
2.15%
1.38
2.43
3.94%
439
2.06%
1.02
1.90
 Rank: 18
 
Evolution71
 
Q4 contest
1.02
12/04/2015 17:24
Naive_Parity201512050131
4.98%
6643
4.65%
1.02
1.75
13.01%
439
4.06%
3.91
3.13
 Rank: 19
 
s_poramet
 
Q4 contest
1.01
12/31/2015 04:48
PSTS_Q4_2015_RiskBased2
1.45%
6643
1.41%
1.01
1.68
1.72%
439
0.82%
3.06
2.08
 Rank: 20
 
s_poramet
 
Q4 contest
1.00
12/27/2015 07:58
PSTS_Q4_2015_RiskBased
1.33%
6643
1.34%
1.00
1.62
0.87%
439
0.65%
2.78
1.31
 Rank: 21
 
administrator
 
Q4 contest
0.95
12/30/2015 21:24
Dirk
3.39%
6567
3.63%
0.95
1.52
1.16%
437
1.21%
2.20
0.91
 Rank: 22
 
Evolution71
 
Q4 contest
0.95
12/04/2015 14:21
Classic_Mix_II201512042228
3.55%
6643
3.66%
0.95
1.57
5.16%
439
2.62%
2.89
1.89
 Rank: 23
 
Evolution71
 
Trading Q4 contest
0.93
12/04/2015 14:16
Atlantic_III201512042222
3.96%
6643
4.10%
0.93
1.56
8.22%
439
3.22%
4.16
2.22
 Rank: 24
 
Evolution71
 
Q4 contest
0.88
11/14/2015 04:07
AJ_US_Allocator201511141212
2.57%
6643
2.84%
0.88
1.47
4.46%
439
1.94%
2.31
2.19
 Rank: 25
 
Evolution71
 
Q4 contest
0.88
12/04/2015 03:40
Classic_Mix201512041140
2.85%
6643
3.09%
0.88
1.44
7.23%
439
2.61%
3.51
2.89
 Rank: 26
 
yishuwei
 
Q4 contest
0.85
12/31/2015 04:43
Nellestein
0.58%
6643
0.70%
0.85
1.34
0.05%
439
0.25%
2.20
0.22
 Rank: 27
 
yishuwei
 
Q4 contest
0.85
12/31/2015 03:35
Gerenstein
0.60%
6643
0.73%
0.85
1.34
0.07%
439
0.26%
2.26
0.26
 Rank: 28
 
yishuwei
 
Q4 contest
0.84
12/31/2015 03:55
Dalstein
0.67%
6643
0.81%
0.84
1.34
0.06%
439
0.28%
2.20
0.22
 Rank: 29
 
yishuwei
 
Q4 contest
0.84
12/30/2015 10:41
Frissenstein
0.60%
6643
0.72%
0.84
1.34
0.07%
439
0.26%
2.31
0.30
 Rank: 30
 
Jenia
 
Q4 contest
0.84
12/31/2015 18:27
SomeCourage
15.54%
6643
3.18%
5.27
9.90
-1.76%
439
3.68%
0.84
-0.46
 Rank: 31
 
yishuwei
 
Q4 contest
0.84
12/30/2015 09:36
Kikkenstein
0.61%
6643
0.74%
0.84
1.33
0.03%
439
0.27%
2.08
0.10
 Rank: 32
 
Evolution71
 
Q4 contest
0.83
11/13/2015 07:20
AJ_RiskDiversifier_II201511131520
3.87%
6643
4.40%
0.83
1.43
10.22%
439
3.61%
3.60
2.75
 Rank: 33
 
yishuwei
 
Q4 contest
0.83
12/30/2015 05:21
Develstein
0.61%
6643
0.75%
0.83
1.31
0.00%
439
0.26%
1.88
-0.01
 Rank: 34
 
yishuwei
 
Q4 contest
0.83
12/30/2015 09:22
Gravestein
0.62%
6643
0.77%
0.83
1.31
0.00%
439
0.26%
1.88
-0.01
 Rank: 35
 
mwhc
 
Q4 contest
0.81
12/31/2015 13:01
TS13201512312102
7.43%
6643
9.04%
0.81
1.33
10.36%
439
7.38%
1.97
1.34
 Rank: 36
 
QuantumCat
 
Q4 contest
0.81
12/31/2015 19:42
billion
28.61%
6643
5.40%
5.64
10.86
-2.86%
439
5.10%
0.81
-0.54
 Rank: 37
 
Evolution71
 
Q4 contest
0.81
12/04/2015 02:21
Atlantic_II201512041021
2.90%
6643
3.38%
0.81
1.33
8.09%
439
2.83%
3.33
2.82
 Rank: 38
 
ryan_miller
 
Q4 contest
0.80
12/30/2015 15:52
tsA
9.41%
6638
11.95%
0.80
1.23
10.51%
437
13.58%
1.20
0.71
 Rank: 39
 
Evolution71
 
Q4 contest
0.80
12/03/2015 00:09
Atlantic201512030810
4.63%
6643
5.53%
0.80
1.34
9.67%
439
3.91%
3.72
2.29
 Rank: 40
 
Jenia
 
Q4 contest
0.80
12/31/2015 20:20
GeneticEnhancement
15.11%
6643
3.14%
5.19
9.72
-1.73%
439
3.67%
0.80
-0.46
 Rank: 41
 
yishuwei
 
Q4 contest
0.79
12/31/2015 06:24
Florijn
5.78%
6643
7.49%
0.79
1.31
0.10%
439
0.92%
1.18
0.10
 Rank: 42
 
yishuwei
 
Q4 contest
0.79
12/29/2015 17:58
SaltyOxygen201512300258
5.77%
6643
7.49%
0.79
1.31
0.10%
439
0.92%
1.18
0.10
 Rank: 43
 
yishuwei
 
Q4 contest
0.79
12/29/2015 17:00
Fishermermaid201512300200
5.74%
6643
7.45%
0.79
1.31
0.11%
439
0.92%
1.18
0.12
 Rank: 44
 
yishuwei
 
Q4 contest
0.78
12/30/2015 05:30
Echtenstein
0.86%
6643
1.12%
0.78
1.22
0.19%
439
0.35%
1.88
0.58
 Rank: 45
 
yishuwei
 
Q4 contest
0.78
12/29/2015 16:46
VibratingString201512300147
6.16%
6643
8.10%
0.78
1.28
0.16%
439
0.93%
1.20
0.16
 Rank: 46
 
Evolution71
 
Q4 contest
0.77
11/13/2015 04:20
AJ_RiskDiversifier201511131220
3.66%
6643
4.44%
0.77
1.35
10.21%
439
3.61%
3.60
2.74
 Rank: 47
 
yishuwei
 
Q4 contest
0.76
12/29/2015 16:35
SantaInsomnia201512300136
6.01%
6643
8.02%
0.76
1.26
0.16%
439
0.93%
1.21
0.17
 Rank: 48
 
yishuwei
 
Q4 contest
0.76
12/31/2015 06:16
Geinwijk
2.73%
6643
3.66%
0.76
1.27
0.08%
439
0.89%
1.29
0.08
 Rank: 49
 
yishuwei
 
Q4 contest
0.76
12/31/2015 05:49
Daalwijk
2.74%
6643
3.67%
0.76
1.27
0.08%
439
0.89%
1.29
0.08
 Rank: 50
 
yishuwei
 
Q4 contest
0.75
12/29/2015 14:19
GrandmasPension201512292319
2.45%
6643
3.32%
0.75
1.28
0.10%
439
0.84%
1.46
0.11
 Rank: 51
 
yishuwei
 
Q4 contest
0.75
12/29/2015 14:23
RedNosePanda201512292324
2.57%
6643
3.48%
0.75
1.28
0.08%
439
0.89%
1.38
0.09
 Rank: 52
 
mwhc
 
Q4 contest
0.74
12/31/2015 13:03
TS13201512312103
8.98%
6643
12.16%
0.74
1.21
8.70%
439
10.66%
0.91
0.77
 Rank: 53
 
ryan_miller
 
Q4 contest
0.74
12/31/2015 10:56
tsB
2.98%
6592
4.06%
0.74
1.18
4.75%
439
4.60%
3.23
1.06
 Rank: 54
 
yishuwei
 
Q4 contest
0.71
12/31/2015 06:33
Bullewijk
6.50%
6643
9.28%
0.71
1.12
0.14%
439
0.90%
1.34
0.15
 Rank: 55
 
yishuwei
 
Q4 contest
0.71
12/29/2015 18:12
MushroomLeaf201512300312
6.49%
6643
9.27%
0.71
1.12
0.14%
439
0.91%
1.34
0.15
 Rank: 56
 
yishuwei
 
Q4 contest
0.71
12/29/2015 17:06
EtherCandle201512300206
6.48%
6643
9.25%
0.71
1.12
0.15%
439
0.90%
1.34
0.16
 Rank: 57
 
yishuwei
 
Q4 contest
0.71
12/30/2015 03:44
Dingo
3.69%
6643
5.30%
0.71
1.17
0.09%
439
0.89%
1.29
0.09
 Rank: 58
 
Evolution71
 
Q4 contest
0.71
12/15/2015 09:04
SystemM201512151704
8.66%
6643
6.91%
1.33
2.09
-3.58%
439
6.00%
0.71
-0.56
 Rank: 59
 
s_poramet
 
Q4 contest
0.64
12/27/2015 08:40
PSTS_Q4_2015_CorrBased
9.32%
6643
13.69%
0.64
1.12
25.79%
439
11.47%
1.24
2.18
 Rank: 60
 
s_poramet
 
Q4 contest
0.51
12/27/2015 07:59
PSTS_Q4_2015_CorrBased
8.84%
6643
16.08%
0.51
0.91
27.91%
439
13.23%
2.19
2.03
 Rank: 61
 
QuantumCat
 
Q4 contest
0.46
12/29/2015 23:22
NewB2
11.52%
6643
3.17%
3.84
6.70
-0.53%
439
3.04%
0.46
-0.17
 Rank: 62
 
QuantumCat
 
Q4 contest
0.42
12/29/2015 11:44
NewB1
18.99%
6643
6.04%
3.33
5.81
1.92%
439
6.51%
0.42
0.29
 Rank: 63
 
Evolution71
 
Q4 contest
0.29
12/30/2015 01:11
VolatilityTiming_C
6.77%
6643
6.22%
1.17
1.82
-4.87%
439
5.28%
0.29
-0.85
 Rank: 64
 
Yelsa
 
Q4 contest
0.27
11/24/2015 21:37
test
7.22%
6558
14.52%
0.49
0.79
9.70%
435
8.59%
0.27
1.07
 Rank: 65
 
yukifushimi
 
Q4 contest
0.24
10/23/2015 03:59
simple
2.22%
6569
8.37%
0.24
0.42
9.77%
438
7.42%
0.83
1.29
 Rank: 66
 
yukifushimi
 
Q4 contest
0.24
10/23/2015 08:35
simpleTS
2.22%
6569
8.37%
0.24
0.42
9.77%
438
7.42%
0.83
1.29
 Rank: 67
 
administrator
 
Q4 contest
0.23
12/07/2015 14:02
trendfollowing201512071402
2.99%
6543
11.77%
0.23
0.41
12.54%
435
10.12%
2.80
1.15
 Rank: 68
 
sanyaade
 
Q4 contest
0.23
10/03/2015 14:52
simpleTS
1.88%
6643
7.32%
0.23
0.40
7.95%
439
6.48%
0.25
1.19
 Rank: 69
 
Evolution71
 
Q4 contest
0.19
12/27/2015 15:38
KitchenSink_II201512272338
6.55%
6643
5.99%
1.17
1.81
-4.80%
439
4.67%
0.19
-0.92
 Rank: 70
 
costargc
 
Q4 contest
0.15
12/30/2015 19:50
newts_2201512310150
2.01%
6542
11.74%
0.15
0.27
11.18%
435
10.01%
1.90
1.03
 Rank: 71
 
Evolution71
 
Q4 contest
0.11
12/16/2015 15:52
MomentumParityII201512162358
4.42%
6643
2.95%
1.59
2.53
-2.29%
439
2.02%
0.11
-1.07
 Rank: 72
 
sfoerster
 
Q4 contest
0.08
12/17/2015 10:42
sfMeans1
0.50%
6643
7.57%
0.08
0.11
-3.03%
439
6.28%
2.99
-0.48
 Rank: 73
 
DrKodiak
 
Q4 contest
0.02
12/31/2015 11:03
AlwaysGoForTheThroat201512311304
85.96%
6521
30.20%
3.24
5.30
-27.23%
435
33.66%
0.02
-0.86
 Rank: 74
 
kat
 
Q4 contest
0.00
12/31/2015 11:18
magneto2
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 75
 
kat
 
Q4 contest
0.00
12/28/2015 16:59
Magneto
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 76
 
Dr_Manhattan
 
Q4 contest
0.00
12/08/2015 15:26
High_Castle_XLF_Test
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 77
 
kat
 
Q4 contest
0.00
12/30/2015 03:52
pryde
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 78
 
kat
 
Q4 contest
0.00
12/28/2015 00:21
storm
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 79
 
kat
 
Q4 contest
0.00
12/30/2015 03:51
torch
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 80
 
kat
 
Q4 contest
0.00
12/31/2015 11:18
kingpin2
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 81
 
kat
 
Q4 contest
0.00
12/31/2015 11:17
galactus2
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 82
 
sfoerster
 
Q4 contest
0.00
12/17/2015 10:53
sfBollinger1
-100.00%
6643
-%
-
-
0.00%
439
-%
0.00
-
 Rank: 83
 
kat
 
Q4 contest
0.00
12/28/2015 16:16
hawkeye
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 84
 
kat
 
Q4 contest
0.00
12/28/2015 16:59
Galactus
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 85
 
Evolution71
 
Q4 contest
-0.02
12/11/2015 04:14
Fast_Slow_Growth_II201512111214
6.12%
6643
4.94%
1.26
2.01
5.08%
439
4.28%
-0.02
1.15
 Rank: 86
 
DrKodiak
 
Q4 contest
-0.03
12/31/2015 10:13
MoneyIsntEverythingMortimer201512311214
31.97%
5784
22.16%
1.64
2.53
-30.95%
437
16.58%
-0.03
-1.92
 Rank: 87
 
DrKodiak
 
Q4 contest
-0.04
12/23/2015 13:12
F_ES_neural3201512231511
15.87%
6557
16.40%
1.08
1.56
-20.21%
435
10.72%
-0.04
-1.85
 Rank: 88
 
Evolution71
 
Q4 contest
-0.06
12/16/2015 03:37
MomentumParity201512161137
4.24%
6643
2.91%
1.54
2.47
-2.46%
439
2.02%
-0.06
-1.15
 Rank: 89
 
yukifushimi
 
Q4 contest
-0.14
11/18/2015 22:36
s100
-0.31%
6569
1.97%
-0.14
-0.22
-1.59%
438
1.98%
0.00
-0.51
 Rank: 90
 
Evolution71
 
Q4 contest
-0.18
12/08/2015 08:33
AJ_Growth201512081633
6.06%
6643
5.19%
1.18
1.87
6.37%
439
4.72%
-0.18
1.36
 Rank: 91
 
DrKodiak
 
Q4 contest
-0.23
12/31/2015 09:51
OneDollar201512311152
22.58%
6527
15.76%
1.59
2.53
-15.72%
435
14.15%
-0.23
-0.98
 Rank: 92
 
udaykrizna
 
Q4 contest
-0.25
12/31/2015 22:02
Uday
-3.45%
6569
25.12%
-0.25
-0.23
102.80%
438
19.93%
1.16
4.90
 Rank: 93
 
jaip217
 
Q4 contest
-0.25
12/03/2015 15:24
meanReversion
-3.45%
6569
25.12%
-0.25
-0.23
102.80%
438
19.93%
1.16
4.90
 Rank: 94
 
Evolution71
 
Q4 contest
-0.27
12/18/2015 08:39
KitchenSink201512181639
5.52%
6643
5.58%
1.08
1.62
-5.97%
439
4.60%
-0.27
-1.18
 Rank: 95
 
theme
 
Q4 contest
-0.42
12/06/2015 16:21
Quantiacs Mean Reversion Trading System Example
-9.26%
6643
26.68%
-0.42
-0.56
58.08%
439
22.57%
1.32
2.43
 Rank: 96
 
Dr_Manhattan
 
Q4 contest
-0.42
12/04/2015 08:42
MeanR_Test
-9.26%
6643
26.68%
-0.42
-0.56
58.08%
439
22.57%
1.32
2.43
 Rank: 97
 
WestonMizumoto
 
Q4 contest
-0.42
12/15/2015 15:50
meanReversion
-9.26%
6643
26.68%
-0.42
-0.56
58.08%
439
22.57%
1.32
2.43
 Rank: 98
 
baludjan
 
Q4 contest
-0.44
11/30/2015 03:03
mrtest
-10.07%
6643
26.66%
-0.44
-0.61
41.17%
439
22.15%
1.30
1.82
 Rank: 99
 
ginopilotino
 
Q4 contest
-0.44
10/04/2015 05:40
meanreversion201510041440
-10.07%
6643
26.66%
-0.44
-0.61
41.17%
439
22.15%
1.30
1.82
 Rank: 100
 
Evolution71
 
Q4 contest
-0.44
12/28/2015 22:12
SystemTF
8.22%
6643
8.11%
1.10
1.68
-6.40%
439
7.30%
-0.44
-0.79
 Rank: 101
 
DrKodiak
 
Q4 contest
-0.46
12/31/2015 09:38
TurnThoseMachinesBackOn201512311139
76.41%
6521
32.23%
2.63
4.41
-1.37%
435
37.11%
-0.46
-0.04
 Rank: 102
 
Anthony FJ Garner
 
Q4 contest
-0.53
12/24/2015 02:20
Anthony Garner
2.35%
6643
5.95%
0.44
0.63
-3.70%
439
4.83%
-0.53
-0.71
 Rank: 103
 
baludjan
 
Q4 contest
-0.54
11/30/2015 03:00
testtrend
2.34%
6643
5.95%
0.44
0.63
-4.54%
439
4.76%
-0.54
-0.87
 Rank: 104
 
sheboygan
 
Q4 contest
-0.54
10/03/2015 17:17
trendfollowing201510031917
2.34%
6643
5.95%
0.44
0.63
-4.54%
439
4.76%
-0.54
-0.87
 Rank: 105
 
QuantumCat
 
Q4 contest
-0.54
10/03/2015 21:53
trendfollowing201510041253
2.34%
6643
5.95%
0.44
0.63
-4.54%
439
4.76%
-0.54
-0.87
 Rank: 106
 
iqsoftware
 
Q4 contest
-0.54
12/08/2015 05:10
trendfollowing201512081510
2.34%
6643
5.95%
0.44
0.63
-4.54%
439
4.76%
-0.54
-0.87
 Rank: 107
 
tradx2
 
Q4 contest
-0.54
12/31/2015 05:30
newtradx201512311331
2.34%
6643
5.95%
0.44
0.63
-4.54%
439
4.76%
-0.54
-0.87
 Rank: 108
 
QuantumCat
 
Q4 contest
-0.54
12/29/2015 23:06
tredfolw
2.34%
6643
5.95%
0.44
0.63
-4.58%
439
4.76%
-0.54
-0.88
 Rank: 109
 
kat
 
Q4 contest
-0.69
12/22/2015 17:58
rsisample
2.76%
6643
4.77%
0.71
0.91
-11.81%
439
4.68%
-0.69
-2.22
 Rank: 110
 
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: 111
 
DrKodiak
 
Q4 contest
-0.77
12/31/2015 10:42
ItsNotLuck201512311243
91.70%
6548
23.98%
4.11
7.61
16.23%
435
21.71%
-0.77
0.75
 Rank: 112
 
Evolution71
 
Q4 contest
-0.83
12/29/2015 05:17
VolatilityTiming_SR
4.13%
6643
3.15%
1.39
2.22
-2.65%
439
2.16%
-0.83
-1.13
 Rank: 113
 
DrKodiak
 
Q4 contest
-0.87
12/31/2015 11:35
FeelingGoodLouis201512311335
114.76%
6523
29.85%
4.39
7.59
-40.81%
435
27.78%
-0.87
-1.60
 Rank: 114
 
QuantumCat
 
Q4 contest
-0.96
12/31/2015 18:21
John
15.70%
6643
2.86%
5.85
11.61
-0.78%
439
2.93%
-0.96
-0.25
 Rank: 115
 
Funas
 
Q4 contest
-0.96
12/02/2015 04:45
test1
2.62%
6643
5.85%
0.53
0.71
-8.86%
439
5.06%
-0.96
-1.57
 Rank: 116
 
s_poramet
 
Q4 contest
-1.09
12/27/2015 07:58
PSTS_Q4_2015_MomentumBiased
2.26%
6643
2.69%
0.91
1.34
-1.39%
439
3.03%
-1.09
-0.39
 Rank: 117
 
Timeroot
 
Q4 contest
-1.10
12/15/2015 20:45
speedySwag
16.78%
6643
8.96%
2.08
3.24
-22.47%
439
7.02%
-1.10
-2.97
 Rank: 118
 
Jenia
 
Q4 contest
-1.10
12/31/2015 20:37
StarEngineering
15.51%
6643
3.04%
5.56
10.04
-4.64%
439
3.64%
-1.10
-1.16
 Rank: 119
 
QuantumCat
 
Q4 contest
-1.13
12/30/2015 00:38
NewB4
14.60%
6643
3.07%
5.00
10.55
1.96%
439
2.91%
-1.13
0.64
 Rank: 120
 
QuantumCat
 
Q4 contest
-1.13
12/30/2015 16:52
NewB6
14.60%
6643
3.07%
5.00
10.55
1.96%
439
2.91%
-1.13
0.64
 Rank: 121
 
QuantumCat
 
Q4 contest
-1.13
12/30/2015 16:42
NewB6
14.60%
6643
3.07%
5.00
10.55
1.88%
439
2.90%
-1.13
0.62
 Rank: 122
 
QuantumCat
 
Q4 contest
-1.13
12/30/2015 00:41
NewB4
14.60%
6643
3.07%
5.00
10.55
1.88%
439
2.90%
-1.13
0.62
 Rank: 123
 
QuantumCat
 
Q4 contest
-1.13
12/30/2015 17:11
NewB7
14.60%
6643
3.07%
5.00
10.55
1.96%
439
2.91%
-1.13
0.64
 Rank: 124
 
QuantumCat
 
Q4 contest
-1.13
12/30/2015 01:00
NewB5
14.60%
6643
3.07%
5.00
10.55
1.88%
439
2.90%
-1.13
0.62
 Rank: 125
 
DrKodiak
 
Q4 contest
-1.14
12/31/2015 11:19
DukeAndDuke201512311319
164.20%
6505
35.61%
5.32
9.46
-49.77%
435
26.37%
-1.14
-1.93
 Rank: 126
 
Jenia
 
Q4 contest
-1.15
12/31/2015 20:08
BikeLanes
15.27%
6643
2.87%
5.75
10.76
-1.83%
439
3.40%
-1.15
-0.51
 Rank: 127
 
wolf
 
Q4 contest
-1.24
12/20/2015 01:44
momentum example
0.82%
6643
6.82%
0.15
0.19
-3.78%
439
5.59%
-1.24
-0.63
 Rank: 128
 
sheboygan
 
Q4 contest
-1.25
10/03/2015 18:53
Quant Analyst
-24.89%
6643
19.40%
-1.25
-1.89
-45.41%
439
19.55%
-0.99
-2.40
 Rank: 129
 
Jenia
 
Q4 contest
-1.27
12/31/2015 20:55
SimulationOfSociety
15.49%
6643
3.13%
5.32
9.94
-3.00%
439
3.28%
-1.27
-0.82
 Rank: 130
 
Jenia
 
Q4 contest
-1.37
12/31/2015 19:03
LikeaBoss
26.97%
6643
4.55%
6.33
12.19
-2.57%
439
4.51%
-1.37
-0.52
 Rank: 131
 
s_poramet
 
Q4 contest
-1.47
12/31/2015 17:20
PSTS_Q4_2015_MomentumBiased2
1.72%
6643
1.71%
1.12
1.61
-1.77%
439
2.14%
-1.47
-0.69
 Rank: 132
 
QuantumCat
 
Q4 contest
-1.63
12/30/2015 17:28
NewB8
16.86%
6643
3.15%
5.65
11.64
2.13%
439
3.19%
-1.63
0.65
 Rank: 133
 
QuantumCat
 
Q4 contest
-1.63
12/31/2015 15:51
Lucy
16.78%
6643
3.11%
5.70
11.77
2.19%
439
3.19%
-1.63
0.66
 Rank: 134
 
QuantumCat
 
Q4 contest
-1.63
12/30/2015 17:47
NewB9
15.78%
6643
3.08%
5.41
11.12
2.19%
439
3.19%
-1.63
0.66
 Rank: 135
 
tradx2
 
Q4 contest
-1.65
12/31/2015 05:17
testRSI201512311318
2.00%
6643
5.17%
0.54
0.59
-16.01%
439
5.13%
-1.65
-2.74
 Rank: 136
 
QuantumCat
 
Q4 contest
-1.77
12/31/2015 22:16
Ambur
20.53%
6643
3.66%
6.14
11.64
-5.97%
439
4.44%
-1.77
-1.19
 Rank: 137
 
mojo
 
Q4 contest
-1.78
12/29/2015 15:46
trendfollowing2201512300047
0.72%
6643
5.73%
0.18
0.20
-6.65%
439
4.65%
-1.78
-1.30
 Rank: 138
 
QuantumCat
 
Q4 contest
-1.85
12/30/2015 00:03
NewB3
16.47%
6643
3.10%
5.63
11.40
1.74%
439
3.26%
-1.85
0.52
 Rank: 139
 
katas
 
Q4 contest
-1.88
12/26/2015 09:22
test1
1.84%
6643
2.35%
0.84
1.26
-2.29%
439
1.29%
-1.88
-1.58
 Rank: 140
 
QuantumCat
 
Q4 contest
-2.01
12/31/2015 23:31
Micheal
18.93%
6643
3.78%
5.48
10.23
-6.57%
439
4.51%
-2.01
-1.27
 Rank: 141
 
Timeroot
 
Q4 contest
-3.09
12/16/2015 00:04
logorrheicLabelling
21.92%
6643
6.73%
3.49
6.18
-8.20%
439
6.10%
-3.09
-1.23
 Rank: 142
 
Evolution71
 
Q4 contest
-3.64
12/16/2015 15:16
MomentumVolatilityII201512162322
7.30%
6643
5.29%
1.51
2.27
-7.98%
439
4.56%
-3.64
-1.57
 Rank: 143
 
Evolution71
 
Q4 contest
-3.86
12/16/2015 03:31
MomentumVolatility201512161131
6.43%
6643
5.12%
1.39
2.06
-9.21%
439
4.52%
-3.86
-1.82