TradeSecret — Strategy Backtests
Every strategy starts with $250,000 unless its row says otherwise. Click a strategy to expand its 2-year and 5-year results. Click a column header to sort.
Benchmark — buy & hold SOXL: 2-year +449% (+144%/yr) · 5-year (full cycle, incl. 2022 -92% crash) +296% (+32%/yr). Over 5 years, 12 of 25 strategies beat buy & hold on return and the best MAR is 1.08 (SOXL Regime-Gated Grid 1.1/100 (exit-to-cash) ★). Over SOXL's whole life the answer flips. Buy & hold returned +17,228% (40%/yr, worst drop -91%, MAR 0.43) from 2011 to 2026 — and 1 of 20 strategies here beat it on return; the best MAR over that span is 0.68 (SOXL 9-Sig 6%/q + AGG ★). These grids cap every winner at a double; SOXL itself did 173x. They earn their keep in a crash and bleed in a long bull — the window you pick decides the answer, so open the Full history row under any strategy before you believe its 5-year number.
⇄ slides sideways — drag or scroll the table to see the risk columns▾ click a strategy to open its windows▶ click any window row to watch it play
| Strategy | Ending cash | Total | Per year | Max dip | MAR | Sharpe | Sortino | Underwater | Entry days | Trades | Windows |
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