gen0194
Capacity-capped account equity
Backtest (out-of-sample)Live since Jun 15, 2026
Excess account value above the capacity estimate remains in cash.
Live · since Jun 15, 2026
- CAGR
- -51.6%
- Sharpe
- -4.72
- Max DD
- -10.4%
- Starting Capital
- $1,000,000
- Rebalance
- 42d
- Costs
- 5/5 bps