Quantitative research lab for backtesting trading strategies, modeling commodity prices, and validating signals.
Active Models
8
+2
Backtests Run
142
+24
Signal Hit Rate
68%
+3%
Data History
20 yrs
Momentum Factor — 12M gold futures: Sharpe 1.68, validated
2026-03-22
pass
Mean Reversion — Brent/WTI spread: Sharpe 0.92, rejected
2026-03-18
fail
Seasonality — Agricultural Q2 pattern: Sharpe 1.34, validated
2026-03-14
pass