Backtest — 20260616-0113
Gilbert the Trader — Backtest report
Generated 2026-06-16 01:13
Window: 2007-01-04 → 2026-06-15
Starting capital: $100,000
Slippage: 10 bps · Max per name: 15%
Headline metrics
| Metric | Value |
|---|---|
| Total return | 17.9% |
| CAGR | 0.85% |
| Sharpe | -0.63 |
| Sortino | -0.27 |
| Max DD | 1.6% |
| Calmar | 0.53 |
| # Trades | 24 |
| Win rate | 79.2% |
| Avg hold days | 12.9 |
Per-year returns
| Year | Return |
|---|---|
| 2007 | +0.00% |
| 2008 | -1.01% |
| 2009 | +0.00% |
| 2010 | +0.00% |
| 2011 | +0.00% |
| 2012 | +2.47% |
| 2013 | +1.11% |
| 2014 | +0.83% |
| 2015 | +0.05% |
| 2016 | +2.47% |
| 2017 | +0.00% |
| 2018 | +1.66% |
| 2019 | +0.87% |
| 2020 | +0.00% |
| 2021 | +0.00% |
| 2022 | +1.54% |
| 2023 | +0.00% |
| 2024 | +2.60% |
| 2025 | +5.73% |
| 2026 | -1.50% |
2008 stress
- Year return: -1.01%
- Max DD inside 2008: 1.0%
- Trades that closed in 2008: 1
Per-ticker contribution
| Ticker | Trades | Avg return % | Sum of returns % |
|---|---|---|---|
| AMZN | 4 | +5.50% | +21.99% |
| GLD | 7 | +1.21% | +8.50% |
| GOOGL | 1 | +6.19% | +6.19% |
| HOOD | 2 | -1.13% | -2.27% |
| IWM | 1 | +6.89% | +6.89% |
| NVDA | 1 | -6.75% | -6.75% |
| QQQ | 1 | +10.03% | +10.03% |
| SPY | 1 | +8.36% | +8.36% |
| TAN | 1 | +7.24% | +7.24% |
| TSLA | 5 | +10.43% | +52.14% |
SPY benchmark
- Buy-and-hold SPY return over window: +750.4%
Footnotes
- HOOD: 2021- only (IPO 2021-07-29).
- TSLA: 2010- only (IPO 2010-06-29).
- TAN: late-2008- only (inception 2008-11-01).
- Weekly RSI needs ~14 weeks pre-warm; first signals per ticker land 3-4 months after its effective start.