Strategy Backtester
Backtesting: Bensdorp Inflation Hedge - Mean Reversion Short (Nasdaq 100)
Author: Springroll
A Bensdorp bonus hedge system, the sole purpose of which is to produce a hedge in uncertain markets like 2000-2002, 2006-2008, 2011, 2020 and 2022. Portfolio Settings: Historical Nasdaq 100 Start from Jan. 2000 100'000 USD Initial Capital 20% per Equity Margin Factor 2 Max. 5 Open Positions Source: https://learn.tradingsystems.com/vegas-seminar-2022-12167331245899316735799383111673629443894 A special note: Originally, Bensdorp used the SP100 but removed the healthcare stocks, which is a "selection bias" and should be avoided. That's why I changed to the historical Nasdaq 100.
DataSet
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Data Range & Scale
The Web Backtester currently uses a Data Range of 10 years of daily data. We'll offer more options here in a future update.
Scale
Position Sizing
Starting Capital
Benchmark Symbol
Margin Factor
Sizing Method
Percent
Metric Strategy Results Benchmark Results (SPY)
Starting Capital 0.00 0.00
Profit 0.00 0.00
Profit % 0.00% 0.00%
CAGR (Annualized % Return) 0.00% 0.00%
Exposure % 0.00% 0.00%
Sharpe Ratio 0.00% 0.00%
WealthLab Score 0.00% 0.00%
Number of Positions 0.00% 0.00%
Average Profit % 0.00% 0.00%
Profit Factor 0.00% 0.00%
Payoff Ratio 0.00% 0.00%
Average Bars Held 0.00% 0.00%
NSF (Non-Sufficient Funds) Position Count 0.00% 0.00%
Maximum Drawdown 0.00% 0.00%
Maximum Drawdown % 0.00% 0.00%
Recovery Factor 0.00% 0.00%
Win % 0.00% 0.00%
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Annual
The most recent 100 Positions out of 1,234 total are presented here.
Symbol Position Quantity Entry Date Entry Price Exit Date Exit Price Bars Held Profit Profit %
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