RESEARCH REPORTS / 05
Research Reports
Every visual is derived from saved project data. Verified backtests and not-yet-integrated data milestones are deliberately separated.
01 / VERIFIED BACKTEST
Cost-aware fixed-universe baseline
2022-07-01 — 2025-07-01 · v0.1.1
4.473%Total Return
1.528%Annual Return
0.073Sharpe
27.974%Max Drawdown
18.841%Geometric Excess
02 / POINT-IN-TIME DATA
Dynamic-universe data milestone
2006-08-04 — 2026-08-03 · Not yet integrated into the formal backtest
4,860Trading days
1.46MMembership records
904Historical securities
298–300Daily members