Q2 Competition

Current phase: Daylight

Win the chance to start your own hedge fund with Quantiacs' latest trading competition!

Develop the best trading algorithm for Futures in Matlab or Python. Submit your algorithm before June 30, 2015 for competition eligibility and watch it live performing for three months. The three systems with the highest Scores on September 30, 2015 get guaranteed investments of:

  • USD 1,000,000.00
  • USD 750,000.00
  • USD 500,000.00
New to Quantiacs? Get StartedHere!
PHASES

The competition will have three Phases. After each phase a growing number of information about the participating systems will be unveiled.

 

Darkness:

until May 22, 2015: No information about submitted systems will be published on the website. You don’t know what you’re up against.

Twlight:

until June 12, 2015: Only small thumbnails of the equity curves of submitted and eligible trading systems will be published. The systems wil be ranked by Sharpe Ratio.

Daylight:

The full ranklist including the scores and the Quant's usernames will be published.

 

At the end of Darkness and Twilight the three Participants with the highest overall Sharpe Ratios win their own Quant-Copter

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 5 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.
  • Not use a larger lookback window than 2000 trading days.

RANKING

We're in Darkness! There's no ranking information yet!


 
Rank
Name
Score
Upload Date
Trading System
Investment Yearly Perf.
TradingDays
Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance
TradingDays
Volatility
Sharpe Ratio
Sortino Ratio
 
 
Q2 contest
-
06/29/2015 17:33
getSwoleLoker5
- -
-

-
-

 
 
Q2 contest
-
06/29/2015 16:41
getSwoleBasics1
- -
-

-
-

 
 
Q2 contest
-
06/29/2015 12:08
getSwoleLoker4
- -
-

-
-

 
 
Q2 contest
-
06/28/2015 17:10
getSwoleLoker3
- -
-

-
-

 
 
Q2 contest
-
06/28/2015 12:17
getSwoleLoker2
- -
-

-
-

 
 
Q2 contest
-
06/29/2015 01:28
getSwoleLoker1
- -
-

-
-

 
 
Q2 contest
-
06/28/2015 11:14
getSwoleLoker1
- -
-

-
-

 
 
Q2 contest
-
06/27/2015 17:53
getSwoleLoki1
- -
-

-
-

 
 
Q2 contest
-
06/27/2015 17:52
getSwole2
- -
-

-
-

 
 
Q2 contest
-
06/27/2015 14:44
getSwole1
- -
-

-
-

 
 
Q2 contest
-
05/21/2015 18:04
fundPickFutures
- -
-

-
-

 
 
Q2 contest
-
06/18/2015 01:39
trendfollowing_straight_out_of_toolbox
- -
-

-
-

 
 
Q2 contest
-
06/15/2015 13:07
trendfollowing
- -
-

-
-

 
 
Q2 contest
-
06/25/2015 14:08
mean-reg-tanh-opt2
- -
-

-
-

 
 
Q2 contest
-
05/12/2015 21:45
trendfollowing
- -
-

-
-

 
 
Q2 contest
-
06/25/2015 02:43
Mean-reg-tanh-tuned
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 19:31
katrina9_ts
- -
-

-
-

 
 
Q2 contest
-
06/23/2015 17:08
Ivy
- -
-

-
-

 
 
Q2 contest
-
06/23/2015 17:08
Ivy
- -
-

-
-

 
 
Q2 contest
-
06/23/2015 17:52
Ivy
- -
-

-
-

 
 
Q2 contest
-
06/27/2015 07:47
kernel1
19990302: Undefined function handle.
- -
-

-
-

 
 
Q2 contest
-
06/27/2015 09:53
kernel_bo
19900227: Undefined function handle.
- -
-

-
-

 
 
Q2 contest
-
06/27/2015 13:38
kernel_bo
19900227: Undefined function handle.
- -
-

-
-

 
 
Q2 contest
-
06/12/2015 14:46
coint
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 19:35
coint_comb
20060717: Undefined function handle.
- -
-

-
-

 
 
Q2 contest
-
06/27/2015 15:38
coint_comb
20060530: Undefined function handle.
- -
-

-
-

 
 
Q2 contest
-
06/27/2015 19:03
kernel_bo
19900227: Undefined function handle.
- -
-

-
-

 
 
Q2 contest
-
06/27/2015 19:04
comb
20060530: Undefined function handle.
- -
-

-
-

 
 
Q2 contest
-
06/19/2015 11:49
MeanRevert
- -
-

-
-

 
 
Q2 contest
-
06/24/2015 21:18
Mean-reg-tanh
- -
-

-
-

 
 
Q2 contest
-
06/25/2015 15:03
sdf
- -
-

-
-

 
 
Q2 contest
-
05/26/2015 00:00
SoBad
- -
-

-
-

 
 
Q2 contest
-
06/25/2015 16:29
2stepsOfAdaBoost
- -
-

-
-

 
 
Q2 contest
-
06/29/2015 23:09
katrina6_ts
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 14:24
fundPickFuturesFWD
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 04:16
getSwag2
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 17:31
fundPickFuturesFWD2
- -
-

-
-

 
 
Q2 contest
-
06/11/2015 17:46
VolaMatters
- -
-

-
-

 
 
Q2 contest
-
06/25/2015 00:05
Patriotic
- -
-

-
-

 
 
Q2 contest
-
06/29/2015 21:54
katrina4_ts
- -
-

-
-

 
 
Q2 contest
-
06/29/2015 16:33
katrina2_ts
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 14:16
katrina6_ts
- -
-

-
-

 
 
Q2 contest
-
06/28/2015 19:42
yts
- -
-

-
-

 
 
Q2 contest
-
05/22/2015 23:38
Cherrypicking
- -
-

-
-

 
 
Q2 contest
-
06/25/2015 19:55
LessGuns
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 14:26
katrina6_ts
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 14:26
katrina7_ts
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 14:45
linRegWpivots2
- -
-

-
-

 
 
Q2 contest
-
06/10/2015 15:40
jgBonded
- -
-

-
-

 
 
Q2 contest
-
06/10/2015 15:37
jg
- -
-

-
-

 
 
Q2 contest
-
06/10/2015 15:42
jgUnbonded
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 00:16
getSwag1
- -
-

-
-

 
 
Q2 contest
-
06/29/2015 22:29
katrina5_ts
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 23:45
yts4_75
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 22:02
yts3
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 21:59
yts3
- -
-

-
-

 
 
Q2 contest
-
06/23/2015 04:50
simple1
- -
-

-
-

 
 
Q2 contest
-
06/26/2015 11:18
katrinats_1
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 17:39
getSwagCautious
- -
-

-
-

 
 
Q2 contest
-
06/23/2015 16:05
sharpe0.1onTest
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 23:58
katrina8_ts
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 23:45
yts4_100
- -
-

-
-

 
 
Q2 contest
-
06/23/2015 17:06
Ivy
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 17:40
getSwagVeryCautious
- -
-

-
-

 
 
Q2 contest
-
06/15/2015 19:23
ts_quip
- -
-

-
-

 
 
Q2 contest
-
06/15/2015 19:22
ts_quip
- -
-

-
-

 
 
Q2 contest
-
06/30/2015 23:43
yts4
- -
-

-
-

 
 
Q2 contest
-
06/12/2015 14:04
plan_twi
- -
-

-
-

 
 
Q2 contest
-
06/24/2015 23:50
EnvironmentFriendly
- -
-

-
-

 
 
Q2 contest
-
05/22/2015 18:12
pln_dark_final
- -
-

-
-

 
 
Q2 contest
-
05/22/2015 18:14
pln_dark
- -
-

-
-

 
 
Q2 contest
-
06/29/2015 21:12
katrina3_ts
- -
-

-
-

Rank
Name
Score
Upload Date
Trading System
Investment Yearly Perf.
TradingDays
Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance
TradingDays
Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 1
 
Timeroot
 
Q2 contest
2.12
06/29/2015 17:33
getSwoleLoker5
- 8,101.23%
6516
8.76%
2.12
3.89
10.46%
453
7.25%
0.79
1.35
 Rank: 2
 
Timeroot
 
Q2 contest
2.10
06/29/2015 16:41
getSwoleBasics1
- 9,376.02%
6516
9.16%
2.10
3.84
13.21%
456
7.31%
0.97
1.65
 Rank: 3
 
Timeroot
 
Q2 contest
2.09
06/29/2015 12:08
getSwoleLoker4
- 6,097.70%
6516
8.26%
2.09
3.83
7.49%
453
7.45%
0.55
0.97
 Rank: 4
 
Timeroot
 
Q2 contest
2.08
06/28/2015 17:10
getSwoleLoker3
- 4,617.79%
6516
7.73%
2.08
3.80
8.84%
453
7.01%
0.69
1.23
 Rank: 5
 
Timeroot
 
Q2 contest
1.93
06/28/2015 12:17
getSwoleLoker2
- 3,789.46%
6516
7.90%
1.93
3.45
8.34%
453
6.85%
0.67
1.18
 Rank: 6
 
Timeroot
 
Q2 contest
1.93
06/29/2015 01:28
getSwoleLoker1
- 3,789.46%
6516
7.90%
1.93
3.45
8.34%
453
6.85%
0.67
1.18
 Rank: 7
 
Timeroot
 
Q2 contest
1.90
06/28/2015 11:14
getSwoleLoker1
- 4,303.56%
6516
8.28%
1.90
3.39
7.60%
453
7.27%
0.57
1.01
 Rank: 8
 
Timeroot
 
Q2 contest
1.89
06/27/2015 17:53
getSwoleLoki1
- 2,993.11%
6516
7.53%
1.89
3.34
7.68%
453
6.58%
0.64
1.14
 Rank: 9
 
Timeroot
 
Q2 contest
1.76
06/27/2015 17:52
getSwole2
- 5,144.28%
6516
9.42%
1.76
3.09
1.53%
453
9.03%
0.09
0.16
 Rank: 10
 
Timeroot
 
Q2 contest
1.71
06/27/2015 14:44
getSwole1
- 6,105.54%
6516
10.14%
1.71
3.00
3.68%
453
9.03%
0.23
0.38
 Rank: 11
 
Incognition
 
Q2 contest
0.75
05/21/2015 18:04
fundPickFutures
- 144.59%
6466
4.73%
0.75
1.25
4.61%
453
4.39%
0.58
1.01
 Rank: 12
 
JesseK
 
Q2 contest
0.44
06/18/2015 01:39
trendfollowing_straight_out_of_toolbox
- 96.18%
6516
6.02%
0.44
0.71
-3.48%
453
5.47%
-0.36
-0.57
 Rank: 13
 
davmont
 
Q2 contest
0.44
06/15/2015 13:07
trendfollowing
- 96.18%
6516
6.02%
0.44
0.71
-3.48%
453
5.47%
-0.36
-0.57
 Rank: 14
 
Timeroot
 
Q2 contest
0.15
06/25/2015 14:08
mean-reg-tanh-opt2
- 14.95%
6516
3.56%
0.15
0.22
-6.05%
453
4.82%
-0.71
-1.13
 Rank: 15
 
quantiac
 
Q2 contest
0.13
05/12/2015 21:45
trendfollowing
- 45.75%
6516
6.01%
0.24
0.40
-11.97%
453
5.68%
-1.21
-1.90
 Rank: 16
 
Timeroot
 
Q2 contest
0.13
06/25/2015 02:43
Mean-reg-tanh-tuned
- 13.74%
6516
3.80%
0.13
0.19
-5.19%
453
5.24%
-0.56
-0.88
 Rank: 22
 
KatrinaZhao
 
Q2 contest
0.00
06/30/2015 19:31
katrina9_ts
- 629.17%
6516
11.37%
0.70
1.10
4.70%
453
8.92%
0.29
0.46
 Rank: 20
 
Jinyi
 
Q2 contest
0.00
06/23/2015 17:08
Ivy
- 207.62%
6516
11.26%
0.39
0.66
0.00%
453
0.00%
-
-
 Rank: 18
 
Jinyi
 
Q2 contest
0.00
06/23/2015 17:08
Ivy
- 148.64%
6516
8.87%
0.40
0.74
0.00%
453
0.00%
-
-
 Rank: 23
 
Jinyi
 
Q2 contest
0.00
06/23/2015 17:52
Ivy
- 246.59%
6516
10.09%
0.49
0.87
0.00%
453
0.00%
-
-
 Rank: 25
 
veleta
 
Q2 contest
0.00
06/27/2015 07:47
kernel1
19990302: Undefined function handle.
- 0.00%
1
0.00%
-
-
0.00%
1
0.00%
-
-
 Rank: 26
 
veleta
 
Q2 contest
0.00
06/27/2015 09:53
kernel_bo
19900227: Undefined function handle.
- 0.00%
1
0.00%
-
-
0.00%
1
0.00%
-
-
 Rank: 27
 
veleta
 
Q2 contest
0.00
06/27/2015 13:38
kernel_bo
19900227: Undefined function handle.
- 0.00%
1
0.00%
-
-
0.00%
1
0.00%
-
-
 Rank: 24
 
veleta
 
Q2 contest
0.00
06/12/2015 14:46
coint
- 52.79%
6414
2.97%
0.56
1.17
4.43%
451
6.66%
0.37
0.57
 Rank: 19
 
veleta
 
Q2 contest
0.00
06/30/2015 19:35
coint_comb
20060717: Undefined function handle.
- 0.00%
1
0.00%
-
-
0.00%
1
0.00%
-
-
 Rank: 28
 
veleta
 
Q2 contest
0.00
06/27/2015 15:38
coint_comb
20060530: Undefined function handle.
- 0.00%
1
0.00%
-
-
0.00%
1
0.00%
-
-
 Rank: 21
 
veleta
 
Q2 contest
0.00
06/27/2015 19:03
kernel_bo
19900227: Undefined function handle.
- 0.00%
1
0.00%
-
-
0.00%
1
0.00%
-
-
 Rank: 17
 
veleta
 
Q2 contest
0.00
06/27/2015 19:04
comb
20060530: Undefined function handle.
- 0.00%
1
0.00%
-
-
0.00%
1
0.00%
-
-
 Rank: 29
 
Anonymole
 
Q2 contest
-0.30
06/19/2015 11:49
MeanRevert
- -88.95%
6441
27.82%
-0.30
-0.49
73.48%
452
28.15%
1.28
2.37
 Rank: 30
 
Timeroot
 
Q2 contest
-0.30
06/24/2015 21:18
Mean-reg-tanh
- 16.09%
6516
4.06%
0.14
0.21
-3.12%
449
5.45%
-0.32
-0.51
 Rank: 31
 
Jinyi
 
Q2 contest
-0.45
06/25/2015 15:03
sdf
- -96.49%
6516
27.05%
-0.45
-0.73
63.82%
453
22.76%
1.39
2.52
 Rank: 34
 
Jenia
 
Q2 contest
-0.53
05/26/2015 00:00
SoBad
- 501.75%
6516
4.88%
1.47
2.48
1.03%
453
4.99%
0.12
0.19
 Rank: 35
 
Jenia
 
Q2 contest
-0.61
06/25/2015 16:29
2stepsOfAdaBoost
- 441.29%
6516
6.17%
1.09
1.78
-1.37%
453
6.55%
-0.12
-0.19
 Rank: 36
 
KatrinaZhao
 
Q2 contest
-0.71
06/29/2015 23:09
katrina6_ts
- 1,080.09%
6516
14.37%
0.70
1.16
-18.86%
453
14.69%
-0.75
-1.25
 Rank: 37
 
Incognition
 
Q2 contest
-1.09
06/30/2015 14:24
fundPickFuturesFWD
- 181.59%
6515
3.99%
1.02
1.71
5.22%
453
6.89%
0.42
0.67
 Rank: 38
 
Timeroot
 
Q2 contest
-1.41
06/30/2015 04:16
getSwag2
- 2,782,501.55%
6516
14.36%
3.38
6.40
-13.94%
453
11.41%
-0.70
-1.12
 Rank: 39
 
Incognition
 
Q2 contest
-1.48
06/30/2015 17:31
fundPickFuturesFWD2
- 181.59%
6515
3.99%
1.02
1.71
1.51%
453
6.89%
0.12
0.20
 Rank: 40
 
JJM
 
Q2 contest
-1.59
06/11/2015 17:46
VolaMatters
- 779.25%
6511
8.12%
1.08
1.78
2.17%
453
7.33%
0.16
0.26
 Rank: 41
 
Jenia
 
Q2 contest
-1.66
06/25/2015 00:05
Patriotic
- 666.28%
6516
5.26%
1.56
2.59
-1.63%
453
4.89%
-0.19
-0.30
 Rank: 42
 
KatrinaZhao
 
Q2 contest
-1.81
06/29/2015 21:54
katrina4_ts
- 794.78%
6516
13.53%
0.65
1.08
-29.94%
453
15.03%
-1.20
-1.94
 Rank: 43
 
KatrinaZhao
 
Q2 contest
-1.83
06/29/2015 16:33
katrina2_ts
- 421.45%
6516
13.48%
0.49
0.79
-27.74%
453
14.26%
-1.16
-1.80
 Rank: 44
 
KatrinaZhao
 
Q2 contest
-1.84
06/30/2015 14:16
katrina6_ts
- 613.05%
6516
10.01%
0.79
1.32
-22.87%
453
10.63%
-1.27
-1.96
 Rank: 45
 
YuanC
 
Q2 contest
-1.91
06/28/2015 19:42
yts
- 1,119.77%
6508
17.10%
0.59
0.97
-32.59%
450
14.91%
-1.33
-1.87
 Rank: 46
 
Jenia
 
Q2 contest
-1.96
05/22/2015 23:38
Cherrypicking
- 258.90%
6516
5.66%
0.89
1.49
2.73%
453
6.08%
0.25
0.43
 Rank: 47
 
Jenia
 
Q2 contest
-2.02
06/25/2015 19:55
LessGuns
- 504.85%
6516
6.25%
1.15
1.89
-0.93%
453
6.24%
-0.08
-0.14
 Rank: 49
 
KatrinaZhao
 
Q2 contest
-2.06
06/30/2015 14:26
katrina6_ts
- 642.59%
6516
10.05%
0.80
1.34
-23.72%
453
10.55%
-1.33
-2.01
 Rank: 48
 
KatrinaZhao
 
Q2 contest
-2.06
06/30/2015 14:26
katrina7_ts
- 642.59%
6516
10.05%
0.80
1.34
-23.72%
453
10.55%
-1.33
-2.01
 Rank: 50
 
FranSC
 
Q2 contest
-2.07
06/30/2015 14:45
linRegWpivots2
- 332.31%
6516
8.16%
0.71
1.15
-20.56%
453
8.25%
-1.46
-1.98
 Rank: 51
 
vnredmon
 
Q2 contest
-2.09
06/10/2015 15:40
jgBonded
- 218.13%
6515
5.66%
0.81
1.31
-7.57%
453
4.30%
-1.00
-1.55
 Rank: 52
 
vnredmon
 
Q2 contest
-2.09
06/10/2015 15:37
jg
- 224.62%
6515
6.18%
0.75
1.22
-8.70%
453
4.90%
-1.01
-1.58
 Rank: 53
 
vnredmon
 
Q2 contest
-2.13
06/10/2015 15:42
jgUnbonded
- 224.58%
6515
6.46%
0.72
1.17
-9.36%
453
5.31%
-1.00
-1.58
 Rank: 54
 
Timeroot
 
Q2 contest
-2.16
06/30/2015 00:16
getSwag1
- 23,341.76%
6516
7.23%
3.25
6.17
-10.34%
449
6.64%
-0.90
-1.43
 Rank: 55
 
KatrinaZhao
 
Q2 contest
-2.25
06/29/2015 22:29
katrina5_ts
- 1,077.66%
6516
13.67%
0.73
1.23
-31.64%
453
15.52%
-1.23
-2.01
 Rank: 56
 
YuanC
 
Q2 contest
-2.30
06/30/2015 23:45
yts4_75
- 139.77%
6516
13.32%
0.26
0.41
-22.82%
453
13.65%
-0.99
-1.53
 Rank: 57
 
YuanC
 
Q2 contest
-2.33
06/30/2015 22:02
yts3
- 910.42%
6424
20.15%
0.47
0.76
-30.15%
450
24.44%
-0.75
-1.15
 Rank: 58
 
YuanC
 
Q2 contest
-2.33
06/30/2015 21:59
yts3
- 3,022.77%
6423
18.77%
0.77
1.25
-23.33%
450
17.73%
-0.78
-1.15
 Rank: 59
 
dittmeyer
 
Q2 contest
-2.41
06/23/2015 04:50
simple1
- 223.21%
6516
7.85%
0.59
0.95
-9.81%
453
7.49%
-0.75
-1.18
 Rank: 60
 
KatrinaZhao
 
Q2 contest
-2.46
06/26/2015 11:18
katrinats_1
- 326.14%
6516
13.29%
0.43
0.71
-26.28%
453
13.41%
-1.17
-1.88
 Rank: 61
 
Timeroot
 
Q2 contest
-2.49
06/30/2015 17:39
getSwagCautious
- 18,970.63%
6516
7.15%
3.15
5.93
-11.71%
453
6.29%
-1.07
-1.68
 Rank: 62
 
Jenia
 
Q2 contest
-2.58
06/23/2015 16:05
sharpe0.1onTest
- 997.66%
6516
12.60%
0.77
1.20
-5.12%
453
11.53%
-0.25
-0.43
 Rank: 63
 
KatrinaZhao
 
Q2 contest
-2.60
06/30/2015 23:58
katrina8_ts
- 693.06%
6516
12.54%
0.66
1.10
-28.25%
453
13.71%
-1.23
-1.92
 Rank: 64
 
YuanC
 
Q2 contest
-2.63
06/30/2015 23:45
yts4_100
- 303.19%
6516
13.33%
0.42
0.68
-19.82%
453
13.16%
-0.88
-1.43
 Rank: 65
 
Jinyi
 
Q2 contest
-2.73
06/23/2015 17:06
Ivy
- 90.67%
6516
7.43%
0.34
0.53
-2.04%
453
7.34%
-0.16
-0.25
 Rank: 66
 
Timeroot
 
Q2 contest
-2.74
06/30/2015 17:40
getSwagVeryCautious
- 7,601.76%
6516
6.08%
3.01
5.65
-9.23%
453
5.38%
-0.98
-1.55
 Rank: 67
 
davmont
 
Q2 contest
-2.88
06/15/2015 19:23
ts_quip
- 43.54%
6516
3.02%
0.47
0.76
-2.33%
453
3.37%
-0.39
-0.61
 Rank: 68
 
davmont
 
Q2 contest
-2.98
06/15/2015 19:22
ts_quip
- 17.80%
6516
1.34%
0.47
0.77
-1.02%
453
1.50%
-0.38
-0.60
 Rank: 69
 
YuanC
 
Q2 contest
-2.99
06/30/2015 23:43
yts4
- 232.00%
6516
13.36%
0.36
0.58
-12.23%
453
13.64%
-0.51
-0.90
 Rank: 70
 
anovobilski
 
Q2 contest
-3.87
06/12/2015 14:04
plan_twi
- 132.54%
6453
7.16%
0.47
0.77
8.93%
453
5.58%
0.88
1.49
 Rank: 71
 
Jenia
 
Q2 contest
-4.06
06/24/2015 23:50
EnvironmentFriendly
- 1,409.45%
6516
8.81%
1.26
2.07
-15.08%
453
7.80%
-1.12
-1.72
 Rank: 72
 
anovobilski
 
Q2 contest
-4.29
05/22/2015 18:12
pln_dark_final
- 99.89%
6453
7.11%
0.39
0.63
8.22%
453
5.90%
0.76
1.31
 Rank: 73
 
anovobilski
 
Q2 contest
-4.29
05/22/2015 18:14
pln_dark
- 99.89%
6453
7.11%
0.39
0.63
8.22%
453
5.90%
0.76
1.31
 Rank: 74
 
KatrinaZhao
 
Q2 contest
-4.90
06/29/2015 21:12
katrina3_ts
- 0.07%
6516
0.00%
0.73
1.19
0.00%
453
0.00%
-1.25
-2.02

Backtest

Since July 1st 2015

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
 
Timeroot
 
Q2 contest
2.12
06/29/2015 17:33
getSwoleLoker5
17.95%
6516
8.67%
2.04
3.73
10.46%
453
7.25%
3.65
1.35
 Rank: 2
 
Timeroot
 
Q2 contest
2.10
06/29/2015 16:41
getSwoleBasics1
18.67%
6516
9.06%
2.03
3.71
13.21%
456
7.31%
4.15
1.65
 Rank: 3
 
Timeroot
 
Q2 contest
2.09
06/29/2015 12:08
getSwoleLoker4
16.63%
6516
8.21%
2.00
3.64
7.49%
453
7.45%
3.28
0.97
 Rank: 4
 
Timeroot
 
Q2 contest
2.08
06/28/2015 17:10
getSwoleLoker3
15.52%
6516
7.69%
1.99
3.63
8.84%
453
7.01%
3.31
1.23
 Rank: 5
 
Timeroot
 
Q2 contest
1.93
06/28/2015 12:17
getSwoleLoker2
14.69%
6516
7.83%
1.85
3.31
8.34%
453
6.85%
3.07
1.18
 Rank: 6
 
Timeroot
 
Q2 contest
1.93
06/29/2015 01:28
getSwoleLoker1
14.69%
6516
7.83%
1.85
3.31
8.34%
453
6.85%
3.07
1.18
 Rank: 7
 
Timeroot
 
Q2 contest
1.90
06/28/2015 11:14
getSwoleLoker1
15.18%
6516
8.22%
1.82
3.24
7.60%
453
7.27%
2.98
1.01
 Rank: 8
 
Timeroot
 
Q2 contest
1.89
06/27/2015 17:53
getSwoleLoki1
13.70%
6516
7.47%
1.81
3.21
7.68%
453
6.58%
3.10
1.14
 Rank: 9
 
Timeroot
 
Q2 contest
1.76
06/27/2015 17:52
getSwole2
15.67%
6516
9.40%
1.64
2.89
1.53%
453
9.03%
2.59
0.16
 Rank: 10
 
Timeroot
 
Q2 contest
1.71
06/27/2015 14:44
getSwole1
16.48%
6516
10.07%
1.61
2.82
3.68%
453
9.03%
2.89
0.38
 Rank: 11
 
Incognition
 
Q2 contest
0.75
05/21/2015 18:04
fundPickFutures
3.50%
6466
4.70%
0.74
1.24
4.61%
453
4.39%
1.26
1.01
 Rank: 12
 
JesseK
 
Q2 contest
0.44
06/18/2015 01:39
trendfollowing_straight_out_of_toolbox
2.37%
6516
5.98%
0.39
0.63
-3.48%
453
5.47%
1.85
-0.57
 Rank: 13
 
davmont
 
Q2 contest
0.44
06/15/2015 13:07
trendfollowing
2.37%
6516
5.98%
0.39
0.63
-3.48%
453
5.47%
1.85
-0.57
 Rank: 14
 
Timeroot
 
Q2 contest
0.15
06/25/2015 14:08
mean-reg-tanh-opt2
0.28%
6516
3.66%
0.08
0.11
-6.05%
453
4.82%
0.47
-1.13
 Rank: 15
 
quantiac
 
Q2 contest
0.13
05/12/2015 21:45
trendfollowing
0.92%
6516
5.99%
0.15
0.25
-11.97%
453
5.68%
0.13
-1.90
 Rank: 16
 
Timeroot
 
Q2 contest
0.13
06/25/2015 02:43
Mean-reg-tanh-tuned
0.28%
6516
3.91%
0.07
0.10
-5.19%
453
5.24%
0.28
-0.88
 Rank: 17
 
veleta
 
Q2 contest
0.00
06/27/2015 19:04
comb
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 18
 
Jinyi
 
Q2 contest
0.00
06/23/2015 17:08
Ivy
3.39%
6516
8.58%
0.39
0.72
0.00%
453
0.00%
0.00
-
 Rank: 19
 
veleta
 
Q2 contest
0.00
06/30/2015 19:35
coint_comb
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 20
 
Jinyi
 
Q2 contest
0.00
06/23/2015 17:08
Ivy
4.20%
6516
10.89%
0.38
0.64
0.00%
453
0.00%
0.00
-
 Rank: 21
 
veleta
 
Q2 contest
0.00
06/27/2015 19:03
kernel_bo
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 22
 
KatrinaZhao
 
Q2 contest
0.00
06/30/2015 19:31
katrina9_ts
7.73%
6516
11.23%
0.68
1.07
4.70%
453
8.92%
0.00
0.46
 Rank: 23
 
Jinyi
 
Q2 contest
0.00
06/23/2015 17:52
Ivy
4.66%
6516
9.76%
0.47
0.84
0.00%
453
0.00%
0.00
-
 Rank: 24
 
veleta
 
Q2 contest
0.00
06/12/2015 14:46
coint
1.73%
6414
3.34%
0.52
0.97
4.43%
451
6.66%
0.00
0.57
 Rank: 25
 
veleta
 
Q2 contest
0.00
06/27/2015 07:47
kernel1
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 26
 
veleta
 
Q2 contest
0.00
06/27/2015 09:53
kernel_bo
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 27
 
veleta
 
Q2 contest
0.00
06/27/2015 13:38
kernel_bo
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 28
 
veleta
 
Q2 contest
0.00
06/27/2015 15:38
coint_comb
0.00%
1
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 29
 
Anonymole
 
Q2 contest
-0.30
06/19/2015 11:49
MeanRevert
-5.87%
6441
27.84%
-0.21
-0.35
73.48%
452
28.15%
0.22
2.37
 Rank: 30
 
Timeroot
 
Q2 contest
-0.30
06/24/2015 21:18
Mean-reg-tanh
0.43%
6516
4.17%
0.10
0.15
-3.12%
449
5.45%
-0.30
-0.51
 Rank: 31
 
Jinyi
 
Q2 contest
-0.45
06/25/2015 15:03
sdf
-9.93%
6516
26.80%
-0.37
-0.60
63.82%
453
22.76%
1.52
2.52
 Rank: 34
 
Jenia
 
Q2 contest
-0.53
05/26/2015 00:00
SoBad
6.84%
6516
4.89%
1.38
2.32
1.03%
453
4.99%
-0.53
0.19
 Rank: 35
 
Jenia
 
Q2 contest
-0.61
06/25/2015 16:29
2stepsOfAdaBoost
6.33%
6516
6.20%
1.01
1.64
-1.37%
453
6.55%
-0.61
-0.19
 Rank: 36
 
KatrinaZhao
 
Q2 contest
-0.71
06/29/2015 23:09
katrina6_ts
8.63%
6516
14.39%
0.59
0.99
-18.86%
453
14.69%
-0.71
-1.25
 Rank: 37
 
Incognition
 
Q2 contest
-1.09
06/30/2015 14:24
fundPickFuturesFWD
4.06%
6515
4.24%
0.94
1.56
5.22%
453
6.89%
-1.09
0.67
 Rank: 38
 
Timeroot
 
Q2 contest
-1.41
06/30/2015 04:16
getSwag2
44.68%
6516
14.21%
3.10
5.82
-13.94%
453
11.41%
-1.41
-1.12
 Rank: 39
 
Incognition
 
Q2 contest
-1.48
06/30/2015 17:31
fundPickFuturesFWD2
3.92%
6515
4.24%
0.91
1.52
1.51%
453
6.89%
-1.48
0.20
 Rank: 40
 
JJM
 
Q2 contest
-1.59
06/11/2015 17:46
VolaMatters
8.37%
6511
8.08%
1.02
1.68
2.17%
453
7.33%
-1.59
0.26
 Rank: 41
 
Jenia
 
Q2 contest
-1.66
06/25/2015 00:05
Patriotic
7.68%
6516
5.24%
1.45
2.40
-1.63%
453
4.89%
-1.66
-0.30
 Rank: 42
 
KatrinaZhao
 
Q2 contest
-1.81
06/29/2015 21:54
katrina4_ts
6.96%
6516
13.64%
0.50
0.83
-29.94%
453
15.03%
-1.81
-1.94
 Rank: 43
 
KatrinaZhao
 
Q2 contest
-1.83
06/29/2015 16:33
katrina2_ts
4.98%
6516
13.54%
0.36
0.59
-27.74%
453
14.26%
-1.83
-1.80
 Rank: 44
 
KatrinaZhao
 
Q2 contest
-1.84
06/30/2015 14:16
katrina6_ts
6.44%
6516
10.05%
0.63
1.05
-22.87%
453
10.63%
-1.84
-1.96
 Rank: 45
 
YuanC
 
Q2 contest
-1.91
06/28/2015 19:42
yts
8.02%
6508
16.97%
0.47
0.75
-32.59%
450
14.91%
-1.91
-1.87
 Rank: 46
 
Jenia
 
Q2 contest
-1.96
05/22/2015 23:38
Cherrypicking
4.90%
6516
5.69%
0.85
1.42
2.73%
453
6.08%
-1.96
0.43
 Rank: 47
 
Jenia
 
Q2 contest
-2.02
06/25/2015 19:55
LessGuns
6.78%
6516
6.25%
1.07
1.76
-0.93%
453
6.24%
-2.02
-0.14
 Rank: 48
 
KatrinaZhao
 
Q2 contest
-2.06
06/30/2015 14:26
katrina7_ts
6.56%
6516
10.09%
0.64
1.06
-23.72%
453
10.55%
-2.06
-2.01
 Rank: 49
 
KatrinaZhao
 
Q2 contest
-2.06
06/30/2015 14:26
katrina6_ts
6.56%
6516
10.09%
0.64
1.06
-23.72%
453
10.55%
-2.06
-2.01
 Rank: 50
 
FranSC
 
Q2 contest
-2.07
06/30/2015 14:45
linRegWpivots2
4.62%
6516
8.17%
0.56
0.89
-20.56%
453
8.25%
-2.07
-1.98
 Rank: 51
 
vnredmon
 
Q2 contest
-2.09
06/10/2015 15:40
jgBonded
4.03%
6515
5.59%
0.71
1.15
-7.57%
453
4.30%
-2.09
-1.55
 Rank: 52
 
vnredmon
 
Q2 contest
-2.09
06/10/2015 15:37
jg
4.06%
6515
6.11%
0.66
1.06
-8.70%
453
4.90%
-2.09
-1.58
 Rank: 53
 
vnredmon
 
Q2 contest
-2.13
06/10/2015 15:42
jgUnbonded
4.03%
6515
6.39%
0.62
1.01
-9.36%
453
5.31%
-2.13
-1.58
 Rank: 54
 
Timeroot
 
Q2 contest
-2.16
06/30/2015 00:16
getSwag1
21.66%
6516
7.21%
2.96
5.57
-10.34%
449
6.64%
-2.16
-1.43
 Rank: 55
 
KatrinaZhao
 
Q2 contest
-2.25
06/29/2015 22:29
katrina5_ts
7.94%
6516
13.80%
0.57
0.95
-31.64%
453
15.52%
-2.25
-2.01
 Rank: 56
 
YuanC
 
Q2 contest
-2.30
06/30/2015 23:45
yts4_75
2.28%
6516
13.35%
0.17
0.27
-22.82%
453
13.65%
-2.30
-1.53
 Rank: 57
 
YuanC
 
Q2 contest
-2.33
06/30/2015 22:02
yts3
7.42%
6424
20.47%
0.36
0.58
-30.15%
450
24.44%
-2.33
-1.15
 Rank: 58
 
YuanC
 
Q2 contest
-2.33
06/30/2015 21:59
yts3
12.34%
6423
18.71%
0.66
1.06
-23.33%
450
17.73%
-2.33
-1.15
 Rank: 59
 
dittmeyer
 
Q2 contest
-2.41
06/23/2015 04:50
simple1
4.00%
6516
7.83%
0.50
0.81
-9.81%
453
7.49%
-2.41
-1.18
 Rank: 60
 
KatrinaZhao
 
Q2 contest
-2.46
06/26/2015 11:18
katrinats_1
4.28%
6516
13.30%
0.32
0.52
-26.28%
453
13.41%
-2.46
-1.88
 Rank: 61
 
Timeroot
 
Q2 contest
-2.49
06/30/2015 17:39
getSwagCautious
20.66%
6516
7.10%
2.87
5.34
-11.71%
453
6.29%
-2.49
-1.68
 Rank: 62
 
Jenia
 
Q2 contest
-2.58
06/23/2015 16:05
sharpe0.1onTest
8.96%
6516
12.54%
0.71
1.11
-5.12%
453
11.53%
-2.58
-0.43
 Rank: 63
 
KatrinaZhao
 
Q2 contest
-2.60
06/30/2015 23:58
katrina8_ts
6.58%
6516
12.63%
0.51
0.85
-28.25%
453
13.71%
-2.60
-1.92
 Rank: 64
 
YuanC
 
Q2 contest
-2.63
06/30/2015 23:45
yts4_100
4.39%
6516
13.32%
0.33
0.53
-19.82%
453
13.16%
-2.63
-1.43
 Rank: 65
 
Jinyi
 
Q2 contest
-2.73
06/23/2015 17:06
Ivy
2.32%
6516
7.42%
0.31
0.48
-2.04%
453
7.34%
-2.73
-0.25
 Rank: 66
 
Timeroot
 
Q2 contest
-2.74
06/30/2015 17:40
getSwagVeryCautious
16.83%
6516
6.05%
2.74
5.11
-9.23%
453
5.38%
-2.74
-1.55
 Rank: 67
 
davmont
 
Q2 contest
-2.88
06/15/2015 19:23
ts_quip
1.25%
6516
3.05%
0.40
0.65
-2.33%
453
3.37%
-2.88
-0.61
 Rank: 68
 
davmont
 
Q2 contest
-2.98
06/15/2015 19:22
ts_quip
0.56%
6516
1.35%
0.41
0.67
-1.02%
453
1.50%
-2.98
-0.60
 Rank: 69
 
YuanC
 
Q2 contest
-2.99
06/30/2015 23:43
yts4
4.00%
6516
13.38%
0.29
0.48
-12.23%
453
13.64%
-2.99
-0.90
 Rank: 70
 
anovobilski
 
Q2 contest
-3.87
06/12/2015 14:04
plan_twi
3.46%
6453
7.07%
0.49
0.80
8.93%
453
5.58%
-3.87
1.49
 Rank: 71
 
Jenia
 
Q2 contest
-4.06
06/24/2015 23:50
EnvironmentFriendly
9.79%
6516
8.75%
1.10
1.81
-15.08%
453
7.80%
-4.06
-1.72
 Rank: 72
 
anovobilski
 
Q2 contest
-4.29
05/22/2015 18:12
pln_dark_final
2.87%
6453
7.03%
0.41
0.67
8.22%
453
5.90%
-4.29
1.31
 Rank: 73
 
anovobilski
 
Q2 contest
-4.29
05/22/2015 18:14
pln_dark
2.87%
6453
7.03%
0.41
0.67
8.22%
453
5.90%
-4.29
1.31
 Rank: 74
 
KatrinaZhao
 
Q2 contest
-4.90
06/29/2015 21:12
katrina3_ts
0.00%
6516
0.00%
0.66
1.07
0.00%
453
0.00%
-4.90
-2.02