Strategy Snapshots
Every strategy is a backtest run with the finlab package on real U.S. market data; the metrics, windows and full Python code are all public.
Disclaimer: for education only, not investment advice. Past performance does not guarantee future results, and investing involves risk.
| Strategy | Category | |||||
|---|---|---|---|---|---|---|
| US earnings-surprise breadth timing (leveraged ETFs) 2016–2026 | Multi-Factor | 32.0% | 1.47 | -21.1% | – | 2026-10-27 |
| US free-cash-flow breadth timing (leveraged ETFs) 2016–2026 | Multi-Factor | 31.5% | 1.45 | -21.1% | – | 2026-10-27 |
| US momentum breadth timing (leveraged ETFs) 2016–2026 | Momentum & Trend | 29.9% | 1.40 | -21.1% | – | 2026-10-27 |
| US low-volatility timing (2x leveraged ETFs) 2016–2026 | Technical Indicators | 29.3% | 1.29 | -22.2% | – | 2026-10-27 |
Click a column header to sort. Sorted by daily Sharpe ratio, highest first, by default.
Where these numbers come from
Each strategy page has its equity curve, a same-window comparison with its benchmark, sample holdings and a downloadable strategy.py. Every backtest runs on the finlab package, and the daily Sharpe ratio does not subtract a risk-free rate. Each page states its backtest window and data date, and the code runs in your own environment.