Quant ETF Strategy

A systematic Long/Short ETF rotation strategy. Backtested 2018–2025. 2048 data points

Backtest Period
2018–2025
Sharpe Ratio
4.38
Sortino Ratio
6.98
Calmar Ratio
6.21
Max Drawdown
7.02%
Annual Return
43.56%

The strategy runs autonomously within the MarketCrunch AI research stack, using institutional-grade analytics, risk management, and continuous validation

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