Autonomous Quant Lab

Strategy Hub

Backtest Universe

Pick market, pool, and group — every strategy and custom backtest below uses this selection.

Benchmark: S&P 500 (SPY) — US broad-market default → SPY (adj close, dividends reinvested).
Symbols:217Benchmark:S&P 500 (SPY, adj close)Currency:USDCalendar:NYSESource:src/lib/sp500-universe.ts (curated SP500 + Nasdaq-100 core)
Market: US Equity · Pool: S&P 500 Core · Group: all · Symbols: 217 · Benchmark: S&P 500 (SPY)

Candidate Strategies

Top Performer
Momentum

12-Month Price Momentum

USS&P 500 Core
Cached
Ann. Return
+0.0%
Ann. Alpha
+0.0%
Sharpe
0.00
Max DD
-12.4%
Win Rate0%
Cum.+72.8%
Backtest
StrategyBenchmark
36m
Fit: For users who can accept trend swings and prefer to follow momentum
Hard part: Sudden market reversals can bring noticeable drawdowns
Observe: Observe for 1–3 months; don't judge by daily moves
🟢Signal Active — 5 stocks currently match
S&P 500 in uptrend — momentum signal worth watching
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Highest Win Rate
Quality

Quality + Value

USS&P 500 Core
Cached
Ann. Return
+0.0%
Ann. Alpha
+0.0%
Sharpe
0.00
Max DD
-11.3%
Win Rate0%
Cum.+69.3%
Backtest
StrategyBenchmark
36m
Fit: For steady investors willing to slowly filter good companies
Hard part: When hot themes rally fast, this style can feel slow
Observe: Observe for 3+ months; quality needs time to show
🟢Signal Active — 5 stocks currently match
5 stocks match quality + value screen
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Most Stable
Value

Low Volatility Dividend

USS&P 500 Core
Cached
Ann. Return
+0.0%
Ann. Alpha
+0.0%
Sharpe
0.00
Max DD
-16.1%
Win Rate0%
Cum.+29.7%
Backtest
StrategyBenchmark
36m
Fit: For users who dislike big swings and value stability
Hard part: In strong growth rallies, it may lag behind hot names
Observe: Observe for 3–6 months; dividends compound gradually
🔴Signal Inactive — conditions unfavorable
Elevated volatility — defensive signal on hold
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Strategy Library

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Benchmark: Equal-weight average return of every stock in the same test universe over the same 3-year window. All metrics below come from a real monthly-rebalanced backtest on historical S&P 500 prices stored in our database — not simulated curves.