Performance Metrics
Complete backtest results from 2025-01-01 to 2025-09-30
Aggressive (50-75% positions) • Educational Data Only
126.2%
Avg Return
2.15
Avg Sharpe
76.4%
Avg Win Rate
100%
Profitable
15.0%
Avg Drawdown
30
Symbols
Top 20 Performers
Sorted by return percentage • All 20 symbols were profitable
| Rank | Symbol | Return | Sharpe Ratio | Win Rate | Max Drawdown | Trades | Final Balance |
|---|---|---|---|---|---|---|---|
| #1 | NEM | +628.09% | 3.619 | 85.7% | -9.57% | 28 | $72,808.66 |
| #2 | ORCL | +489.33% | 3.062 | 87.1% | -13.37% | 31 | $58,933.04 |
| #3 | AVGO | +400.42% | 3.280 | 80.6% | -9.90% | 36 | $50,041.50 |
| #4 | ACN | +270.49% | 2.350 | 95.2% | -0.33% | 21 | $37,049.22 |
| #5 | ADBE | +216.06% | 2.852 | 90.9% | -8.16% | 22 | $31,605.81 |
| #6 | NVDA | +178.34% | 2.547 | 80.6% | -20.59% | 36 | $27,833.61 |
| #7 | CAT | +138.10% | 3.320 | 85.7% | -13.08% | 21 | $23,809.53 |
| #8 | ABBV | +133.29% | 1.721 | 86.4% | -9.23% | 22 | $23,328.95 |
| #9 | C | +104.09% | 2.196 | 83.3% | -11.90% | 18 | $20,408.71 |
| #10 | GOOGL | +87.17% | 1.482 | 57.7% | -36.45% | 26 | $18,717.28 |
| #11 | TMO | +86.23% | 2.760 | 81.2% | -17.64% | 16 | $18,623.00 |
| #12 | CRM | +85.15% | 2.657 | 85.7% | -4.09% | 21 | $18,515.00 |
| #13 | PM | +82.12% | 2.162 | 61.5% | -32.83% | 26 | $18,212.00 |
| #14 | MS | +75.36% | 1.945 | 77.3% | -23.09% | 22 | $17,536.00 |
| #15 | JNJ | +74.42% | 3.637 | 56.5% | -5.20% | 23 | $17,442.00 |
| #16 | GE | +70.42% | 1.558 | 66.7% | -34.56% | 24 | $17,042.00 |
| #17 | T | +67.62% | 2.274 | 87.0% | -4.81% | 23 | $16,762.00 |
| #18 | PFE | +64.16% | 1.750 | 80.0% | -6.24% | 20 | $16,416.00 |
| #19 | MSFT | +59.55% | 2.644 | 77.8% | -8.70% | 18 | $15,955.00 |
| #20 | BX | +53.14% | 2.284 | 82.4% | -8.13% | 17 | $15,314.00 |
Backtest Methodology
RL Algorithms
- PPO
- A2C
- SAC
Policy Networks
- Transformer
- CNN-LSTM
- MLP
Validation
Walk-forward trained models, out-of-sample testing
Risk Management
Dynamic tiered stop-loss (7-11%), Kelly criterion, 22-day time limit
Important Disclaimer
These results are for educational and research purposes only. Past performance does not guarantee future results. This data represents backtested performance and may not reflect actual trading results. Market conditions change, and real trading involves additional costs, slippage, and psychological factors not captured in backtests. Not financial advice. Do not use for real trading decisions.