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← T11 · Short oversold rebound

Historical study

T11 base-cost historical backtest

T11 produced a simulated historical return, but failed the finalized study's qualification gates. The result is research evidence, not an approved trading strategy.

Did not qualify for selectionAdded 2026-09-23Test period: 2017-01-03 to 2026-09-18

Measured outcome

Performance at a glance

Figures use the source study's definitions. “Not available” means the source does not support that metric.

Total return-23.0%Change in simulated portfolio value over the test.
Annualized return-2.7%Yearly compounded return; shown only when supported.
Worst drawdown69.9%Largest fall from an earlier portfolio high.
Sharpe ratio-0.01Return relative to variability, under the source study's definition.
Trades74Completed simulated trades, when reported.

How this was tested

Assumptions and limits

Continuous TECL-and-cash simulation from $1,000 initial capital; 10 basis points transaction cost per side, next-eligible-open execution, and settled-cash limits. Sharpe uses the source study's zero-risk-free-rate definition.

  • The candidate did not pass the study's annual consistency, recent-period, and/or drawdown tests; see the technical evidence for exact failed gates.
  • The source market-data archive is owner-held and is not redistributed.
  • The historical period was used during strategy development; this is not an untouched holdout.
  • Historical simulation does not establish future performance or authorize paper or live trading.