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Ranking de estratégias

Ordenado por ROI de forward-test. Estratégias precisam de ≥ 1000 rodadas liquidadas (~12 horas) para qualificar. Assine para criar suas próprias estratégias simuladas.

38 entradas qualificadas · atualizado

#NomeDonoBase
1dt 11 f gate7fyo...n7rPtop_drought12,844-1.0531-5.93%1.0 meses
2dt 11 f gate 87fyo...n7rPtop_drought5,698-0.6758-9.62%
3db 11 f gate 27fyo...n7rPbottom_drought4,611-0.9876-10.56%
4hit top 117fyo...n7rPtop_hit_rate37,333-15.2729-12.36%
5dt 11 d gate 87fyo...n7rPtop_drought5,698-0.8666-12.58%
6bot am 117fyo...n7rPbottom_hit_rate30,406-7.1157-12.65%
7top d7fyo...n7rPtop_hit_rate36,104-5.6478-12.68%
8dt 11 am gate 87fyo...n7rPtop_drought5,698-0.8966-12.78%
9cold 11 d7fyo...n7rPcold31,938-5.5105-13.75%
10bot m 117fyo...n7rPbottom_hit_rate30,405-2.4010-14.34%
11all 257fyo...n7rPall_2537,333-6.7083-14.38%
12dt 11 am gate7fyo...n7rPtop_drought12,844-2.2822-14.55%
13spread am7fyo...n7rPspread23,624-4.0851-14.75%
14cold 11 f7fyo...n7rPcold31,938-6.8045-15.00%
15cold f7fyo...n7rPcold37,041-20.3988-15.53%
16hot f7fyo...n7rPhot37,041-0.2877-15.54%
17spread 117fyo...n7rPspread37,333-3.2110-15.64%
18win f7fyo...n7rPrecent_winners34,202-7.9148-15.71%
19win d7fyo...n7rPrecent_winners34,196-6.8663-15.72%
20drought d7fyo...n7rPdrought37,055-7.4648-15.74%
21db 11 f gate7fyo...n7rPbottom_drought10,673-3.3120-15.88%
22db 11 am gate 27fyo...n7rPbottom_drought4,623-0.8530-15.90%
23db 11 am gate7fyo...n7rPbottom_drought10,755-2.0295-15.93%
24spread f7fyo...n7rPspread37,333-8.6626-16.34%
25spread m7fyo...n7rPspread36,147-27.3265-16.85%
26db 11 d gate 27fyo...n7rPbottom_drought4,611-1.0284-17.33%
27win 1 d7fyo...n7rPrecent_winners34,202-7.5653-17.40%
28[Bought] cold f6ecw...Eroycold31,797-19.9752-17.57%
29win 1 f7fyo...n7rPrecent_winners33,547-21.8430-18.22%
30cold k7fyo...n7rPcold27,793-26.5190-19.08%
31cold m shadow 1-17fyo...n7rPcold8,709-1.7789-22.30%
32cold m shadow 1-27fyo...n7rPcold5,028-0.7025-24.19%
33cold m7fyo...n7rPcold27,794-10.6520-31.75%
3433.097fyo...n7rPcold4,552-2.9580-38.21%
359.227fyo...n7rPcold5,221-6.5903-43.73%
36cold m shadow 1-37fyo...n7rPcold2,374-0.4325-49.56%
3724.917fyo...n7rPcold2,710-4.4600-51.35%
3811.657fyo...n7rPcold12,641-13.5496-57.91%

Nota: O ORE V3 tem 11% de margem da casa — o EV de longo prazo é negativo para qualquer estratégia. O ranking acompanha variância relativa e desempenho out-of-sample, não um caminho para o lucro.