Community Backtested Trading Strategies
Explore 2 strategies shared by the community.
Browse real backtesting results submitted by traders using QuantStock. Each strategy has been tested against historical market data with full performance metrics including CAGR, Sharpe ratio, maximum drawdown, and win rate. Use the filters to find strategies by ticker or type, sort by the metrics that matter to you, and re-run any strategy with one click.
Not perfect, but a solid risk/reward profile overall.
Z-Score Strategy
NVDAShort-term breakout strategy with strict entry rules and tight risk control.
How to Read Backtest Results
CAGR (Compound Annual Growth Rate)
CAGR measures the average annual return of a strategy over the backtested period, accounting for compounding. A higher CAGR means the strategy grew capital faster on average. Compare CAGR across different strategies and tickers to identify top performers.
Sharpe Ratio
The Sharpe ratio measures risk-adjusted return — how much return a strategy generates per unit of risk. A Sharpe ratio above 1.0 is generally considered good, above 2.0 is very good. It helps you compare strategies that take different levels of risk.
Maximum Drawdown
Maximum drawdown is the largest peak-to-trough decline during the backtested period. It shows the worst-case loss you would have experienced. Lower drawdown means less pain during bad periods. A strategy with 50% CAGR but 80% max drawdown may be riskier than one with 20% CAGR and 15% drawdown.
Win Rate
Win rate is the percentage of trades that were profitable. A high win rate is encouraging, but it must be read alongside other metrics. A 90% win rate with tiny wins and large losses can still lose money. The best strategies balance win rate with profit factor.
Want to learn more about backtesting methodology? Read the Backtesting Tutorial or explore all 17 trading strategies available on QuantStock.