🔬 Strategy Laboratory
Backtest strategies · Scholar discovers · Architect implements · Darwin evolves
📚 Strategy Library4 strategies
ML Momentum
RSI + MACD + LightGBM signal
S: 1.82
58% WR
Mean Reversion
Bollinger + Z-score entry
S: 1.34
54% WR
HRP Portfolio
Hierarchical risk parity NSE
S: 2.11
61% WR
Sentiment Alpha
FinBERT + Reddit long/short
S: 1.56
55% WR
⚙️ Backtest Config
Period2022-01-01 to 2026-01-01 (4yr)
Capital₹10,00,000
Commission₹20 flat + 0.1% STT
Slippage0.02% market impact
SymbolsAll 55 instruments
Live Win RateNo data yet
📊 HRP Portfolio — Results
Sharpe Ratio
2.11
Win Rate
61%
Total Trades
312
Max Drawdown
-6.2%
Equity Curve (4yr)
Verdict
✅ Promotable — Sharpe > 1.5 threshold met. Scholar flagging for live integration.
📅 Monthly Returns Heatmap2024–2026
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.2% | +3.4% | +2.1% | -0.8% | +4.2% | +1.9% | -2.3% | +3.8% | +1.4% | +2.6% | -0.4% | +5.1% | +19.8% |
| 2025 | +2.8% | -1.1% | +4.6% | +3.2% | -2.0% | +5.4% | +2.1% | -1.5% | +3.9% | +1.8% | +4.3% | +2.7% | +26.2% |
| 2026 | +1.4% | +2.9% | -0.6% | +3.1% | — | — | — | — | — | — | — | — | +6.8% |