Quantitative trading competition Q5, Guaranteed investments of $2,250,000

JOIN Q5

The biggest algorithmic trading competition with total investments of $2,250,000
Pocket half of the performance fees as long as your algo performs
All eligible trading algorithms that were submitted before April 1st 2016 are now simulated with live data until end of June.
We will announce the winners of the Q5 competition beginning of July 2016.

HOW IT WORKS

Write an algorithmic trading system and submit it to the Quantiacs platform. Your code remains a black box and you always keep the IP for your code. Use Quantiacs’ free futures data and the free and open source backtesting toolbox. There are two main phases you for the competition: The submission period and the live simulation period.

 

SUBMISSION DEADLINE

Submit your trading system before 11:59pm on March 31st, 2016 to compete for total investments of $2,250,000. Once your trading algorithm is uploaded you cannot change it but you can submit a new version of it. The Sharpe Ratio of you backtest makes the first part of your score.

LIVE SIMULATION

All submitted algorithmic trading strategies that were submitted before the deadline will be simulated with live market data from April 1st, 2016 until June 30th, 2016. The Sharpe Ratio of this live simulation makes your second score.

ANNONCING THE WINNERS

The lower of the two scores (Sharpe Ratio backtest & live simulation) makes your final score. We will announce the winners beginning of July. The three best algorithmic trading systems get guaranteed investments of $500,000, $750,000, and $1,000,000.

Good luck!

 

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

Live Test April 2016 to June 30 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
 
Jenia
 
Q5 contest
3.22
03/31/2016 21:08
Hatchlings
32.98%
6705
9.68%
3.60
6.49
7.67%
523
8.51%
3.22
0.77
 Rank: 2
 
Jenia
 
Q5 contest
2.32
03/31/2016 22:27
ALittleBitExtra
41.28%
6705
9.64%
4.59
8.40
-0.90%
608
7.03%
2.32
-0.09
 Rank: 3
 
leoluo
 
Q5 contest
2.02
03/31/2016 16:11
leoluo_linear201603311811
70.22%
6705
36.46%
2.02
3.34
7.38%
608
5.90%
2.50
0.85
 Rank: 4
 
kviggy0
 
Q5 contest
1.62
03/24/2016 05:42
rmlislylml
31.07%
6619
17.74%
1.86
3.12
24.97%
612
16.38%
1.62
1.11
 Rank: 5
 
Jenia
 
Q5 contest
1.43
03/31/2016 23:23
Senor
11.08%
6705
2.82%
4.28
7.56
-4.92%
608
2.29%
1.43
-1.46
 Rank: 6
 
Jenia
 
Q5 contest
1.35
03/30/2016 23:50
brerRabbit
48.58%
6705
9.25%
5.77
10.58
-16.85%
608
6.84%
1.35
-1.68
 Rank: 7
 
kviggy0
 
Q5 contest
1.20
03/25/2016 06:01
Pigeon
39.29%
6619
22.09%
1.93
3.11
8.75%
607
19.27%
1.20
0.32
 Rank: 8
 
Jenia
 
Q5 contest
1.14
03/30/2016 23:51
ReinardTheFox
48.28%
6705
9.40%
5.44
10.43
0.34%
504
7.02%
1.14
0.04
 Rank: 9
 
Jenia
 
Q5 contest
1.07
03/31/2016 23:46
Echo
11.62%
6705
2.70%
4.66
9.03
0.48%
608
2.67%
1.07
0.12
 Rank: 10
 
kviggy0
 
Q5 contest
0.98
03/07/2016 06:25
sharpPulse201603071956
9.23%
6616
9.71%
0.98
1.61
13.02%
601
8.64%
4.08
1.14
 Rank: 11
 
tradx2
 
Q5 contest
0.94
03/31/2016 15:16
BEESPA
3.62%
6705
4.20%
0.94
1.47
-3.69%
613
2.97%
2.98
-0.87
 Rank: 12
 
tradx2
 
Q5 contest
0.94
03/31/2016 15:58
BEESPAX
3.63%
6705
4.20%
0.94
1.47
-3.45%
608
2.97%
2.98
-0.82
 Rank: 13
 
tm1000
 
Q5 contest
0.83
03/27/2016 00:48
FuturesDream3
5.71%
6629
7.78%
0.83
1.20
-5.04%
607
8.22%
1.68
-0.41
 Rank: 14
 
tradx2
 
Q5 contest
0.83
03/31/2016 12:12
BEESPA
4.16%
6705
5.41%
0.83
1.31
-0.78%
608
4.74%
6.38
-0.12
 Rank: 15
 
kviggy0
 
Q5 contest
0.80
03/07/2016 03:56
speedKnife201603071727
7.47%
6608
9.44%
0.80
1.32
13.79%
601
8.00%
4.08
1.33
 Rank: 16
 
zzzzzzls
 
Q5 contest
0.80
03/07/2016 07:16
trendfollowing201603072317
5.99%
6731
7.09%
0.80
1.30
19.93%
608
6.45%
2.83
1.97
 Rank: 17
 
js431
 
Q5 contest
0.78
03/31/2016 21:38
hovercraft01
4.08%
6705
5.53%
0.78
1.25
0.69%
523
5.44%
1.69
0.10
 Rank: 18
 
eknylvac
 
Q5 contest
0.76
03/31/2016 13:26
realdeal2
7.35%
6705
8.14%
1.00
1.48
-8.58%
608
5.52%
0.76
-1.01
 Rank: 19
 
kviggy0
 
Q5 contest
0.75
03/06/2016 22:01
koya201603071132
7.44%
6608
10.62%
0.75
1.17
4.74%
601
9.93%
4.94
0.36
 Rank: 20
 
tm1000
 
Q5 contest
0.75
03/25/2016 20:36
FuturesDream2
4.67%
6629
7.06%
0.75
1.08
-4.64%
607
6.69%
1.77
-0.46
 Rank: 21
 
eknylvac
 
Q5 contest
0.74
03/30/2016 20:06
realdeal
7.52%
6705
8.32%
0.99
1.48
-7.65%
609
5.64%
0.74
-0.88
 Rank: 22
 
victoryu0720
 
Q5 contest
0.74
03/31/2016 12:05
Beta
7.48%
6705
8.32%
0.99
1.47
-8.69%
608
5.65%
0.74
-1.00
 Rank: 23
 
tm1000
 
Q5 contest
0.73
03/25/2016 12:23
FuturesDream1
4.78%
6629
7.06%
0.73
1.11
1.35%
607
6.62%
2.87
0.14
 Rank: 24
 
Skewness
 
Q5 contest
0.70
03/22/2016 09:57
FixedIncome
1.78%
6603
2.83%
0.70
1.04
-2.69%
601
1.79%
1.66
-1.10
 Rank: 25
 
Skewness
 
Q5 contest
0.70
03/22/2016 09:58
FixedIncome2
1.78%
6603
2.84%
0.70
1.04
-3.07%
518
1.81%
1.66
-1.42
 Rank: 26
 
HP
 
Q5 contest
0.70
03/31/2016 21:38
Joy
5.91%
6643
5.07%
1.27
2.01
-0.21%
608
4.93%
0.70
-0.03
 Rank: 27
 
tm1000
 
Q5 contest
0.65
03/25/2016 12:05
MoneyDream2
4.04%
6629
6.62%
0.70
1.00
-6.76%
607
6.17%
0.65
-0.74
 Rank: 28
 
tradx2
 
Q5 contest
0.63
03/31/2016 15:58
Beestrx
2.29%
6705
4.29%
0.63
0.88
-7.09%
613
2.81%
1.16
-1.65
 Rank: 29
 
navday
 
Q5 contest
0.61
03/28/2016 04:56
trendS
4.09%
6705
7.32%
0.61
0.89
-3.31%
608
6.37%
6.69
-0.36
 Rank: 30
 
ygnuidze
 
Q5 contest
0.58
03/08/2016 10:16
NE002
4.70%
6631
8.54%
0.58
0.85
2.86%
607
7.17%
1.86
0.26
 Rank: 31
 
kviggy0
 
Q5 contest
0.56
03/25/2016 05:44
Gladiator
38.66%
6619
15.60%
2.71
4.60
4.61%
607
13.83%
0.56
0.25
 Rank: 32
 
kviggy0
 
Q5 contest
0.56
03/25/2016 05:45
Gladiator_2
38.77%
6619
15.60%
2.71
4.62
7.63%
612
13.82%
0.56
0.41
 Rank: 33
 
kviggy0
 
Q5 contest
0.55
03/06/2016 22:33
sombu201603071204
3.89%
6587
7.89%
0.55
0.80
-4.16%
601
6.34%
1.13
-0.42
 Rank: 34
 
stan
 
Q5 contest
0.55
03/08/2016 05:54
dctatf
4.03%
6705
7.71%
0.55
0.83
2.42%
608
7.27%
1.37
0.21
 Rank: 35
 
kviggy0
 
Q5 contest
0.47
03/07/2016 01:07
zeamays201603071437
5.16%
6610
10.26%
0.47
0.83
21.72%
606
8.64%
8.06
1.77
 Rank: 36
 
QuantumCat
 
Q5 contest
0.46
02/22/2016 19:43
SgtPepper
14.40%
6705
3.90%
3.93
6.74
1.99%
608
3.29%
0.46
0.43
 Rank: 37
 
kviggy0
 
Q5 contest
0.43
03/06/2016 21:54
planck201603071124
7.19%
6609
15.59%
0.52
0.78
-8.37%
602
11.22%
0.43
-0.54
 Rank: 38
 
kviggy0
 
Q5 contest
0.39
03/25/2016 05:39
Gladiator
39.83%
6619
16.19%
2.67
4.55
9.06%
612
14.34%
0.39
0.46
 Rank: 39
 
kviggy0
 
Q5 contest
0.38
03/06/2016 01:41
zeaMays
3.40%
6610
7.80%
0.38
0.68
21.32%
606
7.75%
4.30
1.87
 Rank: 40
 
Jenia
 
Q5 contest
0.32
03/31/2016 23:49
InAhat
17.88%
6705
4.19%
4.56
8.89
1.18%
613
3.51%
0.32
0.23
 Rank: 41
 
lagodw
 
Q5 contest
0.27
03/19/2016 19:13
momcombo
2.35%
6631
8.42%
0.27
0.44
6.47%
582
6.59%
2.32
0.69
 Rank: 42
 
Sebastian09
 
Q5 contest
0.24
03/16/2016 08:23
Test1
2.17%
6631
8.32%
0.24
0.41
8.23%
607
6.78%
2.40
0.82
 Rank: 43
 
TraderThomas
 
Q5 contest
0.24
03/29/2016 07:40
t
2.25%
6631
8.45%
0.24
0.42
10.94%
522
6.84%
2.39
1.29
 Rank: 44
 
TraderThomas
 
Q5 contest
0.24
03/30/2016 19:21
NQVolume
2.13%
6631
8.43%
0.24
0.40
8.23%
607
6.79%
2.39
0.82
 Rank: 45
 
ddmirolli
 
Q5 contest
0.23
03/30/2016 17:26
test
1.83%
6705
7.27%
0.23
0.39
7.38%
608
5.90%
2.49
0.85
 Rank: 46
 
Timmy
 
Q5 contest
0.23
03/28/2016 15:39
timtam
1.83%
6705
7.27%
0.23
0.39
7.38%
608
5.90%
2.49
0.85
 Rank: 47
 
lewjae
 
Q5 contest
0.23
03/18/2016 11:53
rsiStrategy201603181153
1.82%
6705
7.27%
0.23
0.38
7.38%
608
5.90%
2.50
0.85
 Rank: 48
 
lewjae
 
Q5 contest
0.23
03/18/2016 11:53
rsiStrategy201603181153
1.82%
6705
7.27%
0.23
0.38
7.38%
608
5.90%
2.50
0.85
 Rank: 49
 
kviggy0
 
Q5 contest
0.23
01/08/2016 08:07
Dummy
1.81%
6705
7.27%
0.23
0.38
7.23%
613
5.89%
2.50
0.83
 Rank: 50
 
internethero
 
Q5 contest
0.18
03/06/2016 11:04
silly-pig
2.62%
6705
39.54%
0.18
0.11
-68.66%
608
31.34%
2.12
-1.68
 Rank: 51
 
HP
 
Q5 contest
0.06
03/31/2016 22:45
Oho
14.79%
6618
9.76%
1.68
2.71
-6.46%
607
8.75%
0.06
-0.55
 Rank: 52
 
DrKodiak
 
Q5 contest
0.00
03/31/2016 07:37
Stochastic38201603310937
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 53
 
DrKodiak
 
Q5 contest
0.00
03/31/2016 09:08
KNN201603311108
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 54
 
DrKodiak
 
Q5 contest
0.00
03/31/2016 10:04
KMeans201603311205
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 55
 
DrKodiak
 
Q5 contest
0.00
03/31/2016 17:52
DumbBayes
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 56
 
DrKodiak
 
Q5 contest
0.00
03/31/2016 17:53
SquareBayes
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 57
 
DrKodiak
 
Q5 contest
0.00
03/31/2016 17:53
SharpBayes
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 58
 
DrKodiak
 
Q5 contest
0.00
03/31/2016 17:53
SherlockBayes
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 59
 
DrKodiak
 
Q5 contest
0.00
03/31/2016 17:54
Spiker
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 60
 
DrKodiak
 
Q5 contest
0.00
03/31/2016 17:59
Lazy
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 61
 
DrKodiak
 
Q5 contest
0.00
03/31/2016 18:02
Automata
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 62
 
kviggy0
 
Q5 contest
0.00
03/11/2016 22:13
checkq5201603121143
0.00%
6619
0.00%
-
-
0.00%
607
0.00%
0.00
-
 Rank: 63
 
kviggy0
 
Q5 contest
0.00
03/11/2016 22:20
checkq51201603121150
0.00%
6705
0.00%
-
-
0.00%
613
0.00%
0.00
-
 Rank: 64
 
kviggy0
 
Q5 contest
0.00
03/06/2016 22:40
dallap201603071210
5.58%
6585
8.50%
0.69
1.04
2.35%
601
5.93%
0.00
0.24
 Rank: 65
 
kviggy0
 
Q5 contest
0.00
03/06/2016 23:49
speedKnife
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 66
 
kviggy0
 
Q5 contest
0.00
03/06/2016 01:37
citrusSmash
2.69%
6570
7.50%
0.34
0.62
9.06%
600
5.65%
0.00
1.00
 Rank: 67
 
kviggy0
 
Q5 contest
0.00
03/06/2016 01:39
gossypiumLight
0.89%
6573
6.02%
0.11
0.22
8.73%
599
3.80%
0.00
1.97
 Rank: 68
 
kviggy0
 
Q5 contest
0.00
03/05/2016 06:31
aitbiwdfya31201603052002
0.13%
6601
0.21%
0.68
1.00
-0.16%
601
0.06%
0.00
-1.47
 Rank: 69
 
kviggy0
 
Q5 contest
0.00
03/05/2016 06:31
aitbiwdfya31201603052002
0.13%
6601
0.21%
0.68
1.00
-0.16%
606
0.06%
0.00
-1.43
 Rank: 70
 
kviggy0
 
Q5 contest
0.00
03/05/2016 06:32
aitbiwdfya31201603052002
0.13%
6601
0.21%
0.68
1.00
-0.16%
601
0.06%
0.00
-1.47
 Rank: 71
 
kviggy0
 
Q5 contest
0.00
03/05/2016 06:32
aitbiwdfya31201603052002
0.13%
6601
0.21%
0.68
1.00
-0.16%
601
0.06%
0.00
-1.47
 Rank: 72
 
kviggy0
 
Q5 contest
0.00
03/05/2016 06:32
aitbiwdfya31201603052002
0.13%
6601
0.21%
0.68
1.00
-0.16%
601
0.06%
0.00
-1.47
 Rank: 73
 
kviggy0
 
Q5 contest
0.00
03/05/2016 06:32
aitbiwdfya31201603052002
0.13%
6601
0.21%
0.68
1.00
-0.16%
601
0.06%
0.00
-1.47
 Rank: 74
 
kviggy0
 
Q5 contest
0.00
03/05/2016 06:32
aitbiwdfya31201603052003
0.13%
6601
0.21%
0.68
1.00
-0.16%
601
0.06%
0.00
-1.47
 Rank: 75
 
kviggy0
 
Q5 contest
0.00
03/05/2016 06:32
aitbiwdfya31201603052003
0.13%
6601
0.21%
0.68
1.00
-0.16%
601
0.06%
0.00
-1.47
 Rank: 76
 
kviggy0
 
Q5 contest
0.00
03/05/2016 06:32
aitbiwdfya31201603052003
0.13%
6601
0.21%
0.68
1.00
-0.16%
601
0.06%
0.00
-1.47
 Rank: 77
 
kviggy0
 
Q5 contest
0.00
03/05/2016 06:32
aitbiwdfya31201603052003
0.13%
6601
0.21%
0.68
1.00
-0.16%
601
0.06%
0.00
-1.47
 Rank: 78
 
kviggy0
 
Q5 contest
0.00
03/05/2016 06:35
aitbiwdfya31
0.13%
6601
0.21%
0.68
1.00
-0.16%
606
0.06%
0.00
-1.43
 Rank: 79
 
TraderThomas
 
Q5 contest
0.00
02/15/2016 13:40
A
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 80
 
DrKodiak
 
Q5 contest
0.00
02/22/2016 20:51
tripleLutz_preview201602222251
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 81
 
DrKodiak
 
Q5 contest
0.00
02/22/2016 21:16
tripleLutz201602222316
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 82
 
Evolution71
 
Q5 contest
0.00
02/24/2016 02:21
System49_P_V2
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 83
 
kviggy0
 
Q5 contest
0.00
03/11/2016 22:30
newts201603121200
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 84
 
kviggy0
 
Q5 contest
0.00
03/24/2016 05:31
rmlislylml
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 85
 
eknylvac
 
Q5 contest
0.00
03/26/2016 19:20
sillyboi
7.08%
6705
12.24%
0.64
0.93
-10.21%
608
4.63%
0.00
-1.09
 Rank: 86
 
eknylvac
 
Q5 contest
0.00
03/26/2016 22:20
sk8erboi
8.11%
6625
12.48%
0.76
1.10
-11.22%
607
13.69%
0.00
-0.52
 Rank: 87
 
Skewness
 
Q5 contest
0.00
03/29/2016 05:30
skew
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 88
 
DrKodiak
 
Q5 contest
0.00
03/29/2016 18:36
LDA201603292036
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 89
 
DrKodiak
 
Q5 contest
0.00
03/29/2016 19:43
LASSO_201603292144
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 90
 
DrKodiak
 
Q5 contest
0.00
03/30/2016 09:10
tripleAxel201603301111
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 91
 
DrKodiak
 
Q5 contest
0.00
03/30/2016 09:40
SVM_201603301141
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 92
 
DrKodiak
 
Q5 contest
0.00
03/30/2016 16:41
DecisionTree_201603301842
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 93
 
DrKodiak
 
Q5 contest
0.00
03/30/2016 23:51
DecisionKashyyyk201603310152
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 94
 
DrKodiak
 
Q5 contest
0.00
03/30/2016 21:20
DecisionShrub201603302321
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 95
 
DrKodiak
 
Q5 contest
0.00
03/30/2016 22:15
DecisionForest201603310015
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 96
 
DrKodiak
 
Q5 contest
0.00
03/30/2016 22:49
DecisionAmazon201603310050
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 97
 
kviggy0
 
Q5 contest
-0.01
03/25/2016 06:03
Crow
37.61%
6619
24.36%
1.67
2.72
10.58%
607
20.65%
-0.01
0.36
 Rank: 98
 
yukifushimi
 
Q5 contest
-0.14
02/20/2016 16:13
S3
-0.27%
6620
1.96%
-0.14
-0.19
No data yet!
 Rank: 99
 
yukifushimi
 
Q5 contest
-0.14
02/17/2016 14:48
S3
-0.27%
6620
1.96%
-0.14
-0.19
No data yet!
 Rank: 100
 
kviggy0
 
Q5 contest
-0.15
03/06/2016 01:40
magicoJalapeno
-1.32%
6570
8.99%
-0.15
-0.23
0.00%
600
0.00%
0.00
-
 Rank: 101
 
kviggy0
 
Q5 contest
-0.15
03/11/2016 22:22
mahico201603121152
-1.32%
6570
8.99%
-0.15
-0.23
0.00%
600
0.00%
0.00
-
 Rank: 102
 
internethero
 
Q5 contest
-0.16
03/08/2016 12:53
silly-pig
4.71%
6705
8.97%
0.61
0.84
-11.35%
608
8.03%
-0.16
-0.94
 Rank: 103
 
kviggy0
 
Q5 contest
-0.16
03/24/2016 00:45
rmlislylml
27.32%
6619
14.26%
2.06
3.48
7.85%
612
11.77%
-0.16
0.49
 Rank: 104
 
kviggy0
 
Q5 contest
-0.20
03/24/2016 05:29
rmlislylml
29.44%
6619
15.77%
1.99
3.39
15.95%
607
13.66%
-0.20
0.85
 Rank: 105
 
victoryu0720
 
Q5 contest
-0.21
03/29/2016 12:15
Alpha
6.79%
6705
7.89%
0.93
1.41
-4.55%
608
5.03%
-0.21
-0.57
 Rank: 106
 
Evolution71
 
Q5 contest
-0.23
03/29/2016 00:05
Autoregressive_III
7.21%
6732
4.80%
1.59
2.58
0.23%
608
3.94%
-0.23
0.04
 Rank: 107
 
lagodw
 
Q5 contest
-0.23
03/05/2016 21:01
reversiontest
-3.21%
6631
25.22%
-0.23
-0.21
95.13%
522
21.22%
4.26
3.68
 Rank: 108
 
Blooory
 
Q5 contest
-0.23
01/12/2016 06:13
Sample Mean Reversion
-3.15%
6631
25.12%
-0.23
-0.21
96.41%
607
20.46%
4.26
3.18
 Rank: 109
 
veleta
 
Q5 contest
-0.30
02/08/2016 13:48
PCA201602081550
-2.43%
6704
11.00%
-0.30
-0.32
19.32%
608
11.91%
1.16
1.01
 Rank: 110
 
administrator
 
Q5 contest
-0.39
03/31/2016 22:03
calquant
-3.79%
6620
10.42%
-0.33
-0.58
-16.06%
601
6.98%
-0.39
-1.55
 Rank: 111
 
calquant
 
Q5 contest
-0.39
03/31/2016 22:04
calquant
-3.79%
6620
10.42%
-0.33
-0.58
-16.06%
601
6.98%
-0.39
-1.55
 Rank: 112
 
resirca52009
 
Q5 contest
-0.41
02/11/2016 18:31
Default Mean Reversion
-8.75%
6705
26.58%
-0.41
-0.53
66.31%
613
21.48%
2.58
2.03
 Rank: 113
 
zzzzzzls
 
Q5 contest
-0.49
03/04/2016 08:26
trendfollowing201603050027
2.65%
6705
5.87%
0.48
0.72
-0.26%
608
4.26%
-0.49
-0.04
 Rank: 114
 
kviggy0
 
Q5 contest
-0.49
03/11/2016 20:52
wztamshgbl
32.42%
6619
17.90%
1.98
3.25
-1.10%
607
14.88%
-0.49
-0.05
 Rank: 115
 
kviggy0
 
Q5 contest
-0.49
03/11/2016 21:48
rmlislylml201603121118
32.42%
6619
17.90%
1.98
3.25
-1.10%
607
14.88%
-0.49
-0.05
 Rank: 116
 
kviggy0
 
Q5 contest
-0.49
03/12/2016 20:13
wztamshgbl
32.56%
6619
17.90%
1.98
3.27
2.55%
612
14.87%
-0.49
0.12
 Rank: 117
 
mahantaratan
 
Q5 contest
-0.50
03/15/2016 09:07
RMMR
-17.13%
6705
40.75%
-0.50
-0.65
119.05%
608
37.32%
0.49
1.97
 Rank: 118
 
irpap
 
Q5 contest
-0.50
02/17/2016 14:27
meanMachine
-17.13%
6705
40.75%
-0.50
-0.65
119.05%
608
37.32%
0.49
1.97
 Rank: 119
 
kviggy0
 
Q5 contest
-0.59
03/24/2016 06:12
rmlislylml
35.81%
6619
17.62%
2.20
3.67
5.14%
607
14.66%
-0.59
0.26
 Rank: 120
 
tm1000
 
Q5 contest
-0.67
03/24/2016 14:30
MoneyDream
10.30%
6623
24.17%
0.56
0.72
-41.51%
606
25.17%
-0.67
-1.28
 Rank: 121
 
kviggy0
 
Q5 contest
-0.73
03/25/2016 05:59
Albatross
45.47%
6619
21.28%
2.32
3.86
12.68%
607
19.13%
-0.73
0.47
 Rank: 122
 
linlin01
 
Q5 contest
-0.74
03/31/2016 21:34
gp90
6.45%
6705
7.90%
0.90
1.43
-5.30%
608
6.45%
-0.74
-0.58
 Rank: 123
 
Evolution71
 
Q5 contest
-0.75
03/22/2016 15:31
Autoregressive_II
6.66%
6732
5.07%
1.39
2.24
0.10%
608
4.05%
-0.75
0.02
 Rank: 124
 
HP
 
Q5 contest
-0.88
03/31/2016 23:59
IceCream
13.74%
6705
3.02%
4.71
9.40
0.32%
308
3.01%
-0.88
0.13
 Rank: 125
 
zzzzzzls
 
Q5 contest
-0.91
03/07/2016 07:58
trendfollowing201603072359
4.56%
6723
6.49%
0.72
1.11
4.27%
606
5.24%
-0.91
0.54
 Rank: 126
 
teuffy
 
Q5 contest
-0.99
01/01/2016 19:42
rsi
2.59%
6705
4.80%
0.70
0.85
-13.35%
608
5.16%
-0.99
-1.64
 Rank: 127
 
kviggy0
 
Q5 contest
-1.04
03/24/2016 05:14
strictStar
44.02%
6619
24.75%
1.91
3.20
22.85%
607
22.10%
-1.04
0.74
 Rank: 128
 
QuantumCat
 
Q5 contest
-1.13
02/24/2016 19:08
OldSchool
19.68%
6705
3.66%
5.88
11.00
-2.07%
613
3.54%
-1.13
-0.39
 Rank: 129
 
leoluo
 
Q5 contest
-1.15
03/31/2016 17:04
leoluo_test2201603311905
73.14%
6705
37.68%
2.06
3.34
-7.71%
608
4.37%
-1.15
-1.16
 Rank: 130
 
leoluo
 
Q5 contest
-1.15
03/31/2016 17:31
leoluo_test2201603311932
73.14%
6705
37.68%
2.06
3.34
-7.71%
608
4.37%
-1.15
-1.16
 Rank: 131
 
QuantumCat
 
Q5 contest
-1.16
02/22/2016 20:02
SgtPepper
19.69%
6705
3.66%
5.88
11.01
-2.58%
608
3.56%
-1.16
-0.49
 Rank: 132
 
HP
 
Q5 contest
-1.21
03/31/2016 23:58
CheeseCake
15.08%
6705
2.91%
5.62
10.71
-0.92%
608
2.70%
-1.21
-0.23
 Rank: 133
 
HP
 
Q5 contest
-1.22
03/31/2016 21:43
Guy
15.05%
6705
2.89%
5.66
10.85
-1.08%
608
2.77%
-1.22
-0.26
 Rank: 134
 
QuantumCat
 
Q5 contest
-1.40
03/01/2016 19:31
GunNRose
27.60%
6705
5.35%
5.56
10.55
-3.80%
613
4.01%
-1.40
-0.63
 Rank: 135
 
HP
 
Q5 contest
-1.44
03/31/2016 22:43
Aha
20.30%
6618
9.24%
2.43
4.09
-3.81%
602
8.83%
-1.44
-0.31
 Rank: 136
 
HP
 
Q5 contest
-1.45
03/31/2016 23:21
Fly
27.57%
6621
8.36%
3.68
6.37
-4.25%
612
8.66%
-1.45
-0.35
 Rank: 137
 
Skewness
 
Q5 contest
-1.48
03/19/2016 08:43
Test
2.23%
6705
5.89%
0.42
0.61
-3.92%
608
4.10%
-1.48
-0.64
 Rank: 138
 
mahantaratan
 
Q5 contest
-1.48
03/15/2016 09:28
tf
2.23%
6705
5.89%
0.42
0.61
-3.92%
608
4.10%
-1.48
-0.64
 Rank: 139
 
patrickg
 
Q5 contest
-1.48
03/12/2016 10:56
teddyBear
2.30%
6705
5.92%
0.42
0.62
-2.93%
523
4.20%
-1.48
-0.54
 Rank: 140
 
patrickg
 
Q5 contest
-1.48
03/12/2016 17:50
teddyBear
2.23%
6705
5.89%
0.42
0.61
-3.92%
608
4.10%
-1.48
-0.64
 Rank: 141
 
Mkuzin94
 
Q5 contest
-1.48
03/26/2016 04:54
test_bad_settings
2.23%
6705
5.89%
0.42
0.61
-3.92%
608
4.10%
-1.48
-0.64
 Rank: 142
 
Mkuzin94
 
Q5 contest
-1.48
03/26/2016 04:56
good_test
2.23%
6705
5.89%
0.42
0.61
-3.92%
608
4.10%
-1.48
-0.64
 Rank: 143
 
Mkuzin94
 
Q5 contest
-1.48
03/26/2016 05:11
good
2.23%
6705
5.89%
0.42
0.61
-3.92%
608
4.10%
-1.48
-0.64
 Rank: 144
 
koval
 
Q5 contest
-1.48
03/24/2016 05:53
sample_trade
2.23%
6705
5.89%
0.42
0.61
-3.92%
608
4.10%
-1.48
-0.64
 Rank: 145
 
victoryu0720
 
Q5 contest
-1.48
03/24/2016 20:17
trendfollowing201603242317
2.26%
6705
5.90%
0.43
0.61
-3.96%
608
4.10%
-1.48
-0.65
 Rank: 146
 
mahantaratan
 
Q5 contest
-1.48
03/15/2016 23:16
trendfollowing201603161146
2.26%
6705
5.90%
0.43
0.61
-3.96%
608
4.10%
-1.48
-0.65
 Rank: 147
 
administrator
 
Q5 contest
-1.48
02/19/2016 15:41
trendfollowing201602191542
2.26%
6705
5.90%
0.43
0.61
-3.96%
608
4.10%
-1.48
-0.65
 Rank: 148
 
ygnuidze
 
Q5 contest
-1.49
02/25/2016 11:11
FTR002
0.83%
6624
2.41%
0.37
0.61
-0.24%
601
1.66%
-1.49
-0.09
 Rank: 149
 
ygnuidze
 
Q5 contest
-1.49
02/24/2016 11:37
FTR002
0.83%
6624
2.41%
0.37
0.61
-0.24%
601
1.66%
-1.49
-0.09
 Rank: 150
 
anilmag
 
Q5 contest
-1.60
03/16/2016 10:11
RNDMSH
0.72%
6705
2.51%
0.33
0.45
-1.77%
608
1.23%
-1.60
-0.94
 Rank: 151
 
Evolution71
 
Q5 contest
-1.60
03/31/2016 04:06
Granular
5.35%
6732
3.40%
1.66
2.73
0.62%
613
2.82%
-1.60
0.15
 Rank: 152
 
carrielu
 
Q5 contest
-1.65
03/31/2016 19:56
leoluo_test3
71.48%
6705
38.87%
1.97
3.16
-13.44%
608
5.19%
-1.65
-1.73
 Rank: 153
 
carrielu
 
Q5 contest
-1.66
03/31/2016 17:50
testv2
72.16%
6705
37.69%
2.05
3.29
-15.29%
608
4.48%
-1.66
-2.25
 Rank: 154
 
HP
 
Q5 contest
-1.70
03/31/2016 23:01
Tea
24.50%
6698
8.21%
3.20
5.47
1.63%
608
7.17%
-1.70
0.15
 Rank: 155
 
tm1000
 
Q5 contest
-1.82
03/30/2016 20:18
FuturesDirection1b
3.25%
6704
6.72%
0.59
0.75
-13.19%
608
5.44%
-1.82
-1.54
 Rank: 156
 
tm1000
 
Q5 contest
-1.82
03/30/2016 20:18
FuturesDirection1a
3.22%
6705
6.46%
0.61
0.78
-12.12%
608
5.19%
-1.82
-1.48
 Rank: 157
 
internethero
 
Q5 contest
-1.96
03/18/2016 06:49
silly-chicken
-3.14%
6704
6.68%
-0.48
-0.76
-3.07%
608
4.43%
-1.96
-0.49
 Rank: 158
 
zzzzzzls
 
Q5 contest
-2.00
03/04/2016 20:02
trendfollowing201603051203
5.06%
6591
12.97%
0.44
0.64
-3.83%
606
10.90%
-2.00
-0.25
 Rank: 159
 
carrielu
 
Q5 contest
-2.08
03/31/2016 17:33
carrie_ts1201603311934
50.82%
6705
36.06%
1.49
2.35
-9.68%
608
4.21%
-2.08
-1.56
 Rank: 160
 
leoluo
 
Q5 contest
-2.08
03/31/2016 17:23
carrie_ts1201603311923
50.82%
6705
36.06%
1.49
2.35
-9.68%
608
4.21%
-2.08
-1.56
 Rank: 161
 
TraderThomas
 
Q5 contest
-2.08
03/29/2016 07:14
GC
2.10%
6631
7.00%
0.36
0.49
-7.87%
607
4.82%
-2.08
-1.12
 Rank: 162
 
TraderThomas
 
Q5 contest
-2.08
03/28/2016 18:03
NQ
2.10%
6631
7.00%
0.36
0.49
-7.87%
607
4.82%
-2.08
-1.12
 Rank: 163
 
Skewness
 
Q5 contest
-2.08
03/29/2016 07:56
basis
5.43%
6628
7.20%
0.79
1.28
5.03%
607
6.57%
-2.08
0.53
 Rank: 164
 
Evolution71
 
Q5 contest
-2.37
02/22/2016 03:04
System49_P_V1
2.96%
6732
1.69%
1.83
3.01
-0.70%
608
0.81%
-2.37
-0.57
 Rank: 165
 
alvinwong
 
Q5 contest
-2.49
03/31/2016 17:52
ts002
5.29%
6705
3.53%
1.62
2.49
-3.04%
608
2.66%
-2.49
-0.73
 Rank: 166
 
alvinwong
 
Q5 contest
-2.53
03/30/2016 13:56
ts001
6.03%
6705
4.10%
1.59
2.45
-3.55%
608
3.07%
-2.53
-0.73
 Rank: 167
 
Evolution71
 
Q5 contest
-2.56
02/22/2016 03:01
System49_V2
8.79%
6732
5.37%
1.77
2.84
-4.90%
608
3.95%
-2.56
-0.86
 Rank: 168
 
tm1000
 
Q5 contest
-2.58
03/30/2016 20:19
FuturesDirection1c
6.06%
6629
7.70%
0.95
1.29
-14.68%
607
8.10%
-2.58
-1.27
 Rank: 169
 
tm1000
 
Q5 contest
-2.66
01/01/2016 12:42
IGOTNOTHING
1.99%
6705
4.34%
0.68
0.69
-17.38%
608
5.13%
-2.66
-2.18
 Rank: 170
 
ygnuidze
 
Q5 contest
-2.72
02/24/2016 12:53
FTR003
0.84%
6631
2.47%
0.43
0.61
-4.06%
612
2.03%
-2.72
-1.08
 Rank: 171
 
ygnuidze
 
Q5 contest
-2.72
02/24/2016 12:53
FTR003
0.84%
6631
2.48%
0.43
0.61
-4.06%
607
2.03%
-2.72
-1.08
 Rank: 172
 
administrator
 
Q5 contest
-2.72
03/15/2016 11:40
rsi
3.03%
6722
13.16%
0.28
0.35
-10.85%
606
9.78%
-2.72
-0.64
 Rank: 173
 
tm1000
 
Q5 contest
-2.87
03/30/2016 20:17
FuturesDream5
4.97%
6629
7.32%
0.85
1.10
-17.78%
607
7.50%
-2.87
-1.59
 Rank: 174
 
administrator
 
Q5 contest
-2.87
01/20/2016 16:49
rsi201601201650
2.00%
6705
5.65%
0.47
0.53
-12.63%
608
5.57%
-2.87
-1.48
 Rank: 175
 
Evolution71
 
Q5 contest
-3.02
03/17/2016 04:53
Autoregressive_I
5.50%
6732
5.04%
1.19
1.85
-5.03%
608
3.80%
-3.02
-0.85
 Rank: 176
 
Evolution71
 
Q5 contest
-3.50
02/25/2016 08:17
System49_V3
7.72%
6732
4.79%
1.78
2.73
-8.41%
608
3.81%
-3.50
-1.49
 Rank: 177
 
Evolution71
 
Q5 contest
-4.28
03/02/2016 02:19
SystemR1
7.99%
6732
4.83%
1.82
2.90
-7.90%
613
3.77%
-4.28
-1.46
 Rank: 178
 
Evolution71
 
Q5 contest
-4.34
02/01/2016 06:19
Q1_2016_V3
5.03%
6705
2.55%
2.13
3.47
-3.05%
608
1.74%
-4.34
-1.23
 Rank: 179
 
Evolution71
 
Q5 contest
-4.54
02/15/2016 04:53
Q1_2016_V5
5.18%
6705
2.58%
2.18
3.52
-4.22%
608
1.76%
-4.54
-1.66
 Rank: 180
 
Evolution71
 
Q5 contest
-4.75
02/28/2016 11:07
System49_V4
7.74%
6732
4.70%
1.81
2.85
-7.54%
608
3.67%
-4.75
-1.38
 Rank: 181
 
Evolution71
 
Q5 contest
-5.01
02/17/2016 03:01
System49_V1
7.61%
6732
4.66%
1.77
2.76
-5.96%
608
3.31%
-5.01
-1.24
 Rank: 182
 
Evolution71
 
Q5 contest
-5.17
03/08/2016 03:21
SystemR2
7.71%
6732
4.41%
1.93
3.00
-8.90%
608
3.35%
-5.17
-1.82
 Rank: 183
 
Evolution71
 
Q5 contest
-5.31
01/25/2016 07:50
Q1_2016_V2
8.97%
6705
5.08%
1.92
3.11
-5.38%
608
3.79%
-5.31
-1.00
 Rank: 184
 
Evolution71
 
Q5 contest
-5.31
01/23/2016 15:00
Q1_2016_V2
8.97%
6705
5.08%
1.92
3.11
-5.38%
608
3.79%
-5.31
-1.00
 Rank: 185
 
Evolution71
 
Q5 contest
-5.51
02/10/2016 04:45
Q1_2016_V4
5.37%
6705
2.68%
2.18
3.52
-4.24%
608
1.87%
-5.51
-1.60
 Rank: 186
 
Evolution71
 
Q5 contest
-6.90
01/23/2016 15:06
Q1_2016_V1
7.55%
6705
4.92%
1.72
2.60
-10.90%
613
3.43%
-6.90
-2.18
 Rank: 187
 
Evolution71
 
Q5 contest
-6.90
01/18/2016 03:45
Q1_2016_V1
7.56%
6705
4.92%
1.72
2.60
-10.94%
608
3.44%
-6.90
-2.21