QUANTGPT · Lesson 3: The backtester
The backtester: lesson 2's rule on the S&P 500,
Moving average200 days
Buffer band0%
Confirm0 days
| Run | Growth per year | Worst fall | Sharpe | Trades |
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Running 0 / · Best so far: n/a
| Strategy | Growth per year | Worst fall | Sharpe | Trades |
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Real sweep, real data · Cash earns the 3-month T-bill · Tuned on history and labeled as such · Gross, no trading costs · Not investment advice