Results
Historical V10/V10.1 results through 14 July 2026
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V10 / V10.1 · Completed reporting period 1 Dec 2025 – 14 Jul 2026 · 91 settled days, every one on the record
+0.00%
$10,000 → $10,000
Arithmetic return sum
Settled day
1 Dec 2025
SPY +0.00%
Simulated / hypothetical · $10,000 notional · gross of fees · not live capital · past performance does not guarantee future results.
$10k$15k$20kSPY (S&P 500) +0.00%
Arithmetic return sum+108.85%Avg +1.20% per settled day
Compounded return+159.01%$10,000 → $25,901.05
Arithmetic alpha vs SPY+98.33%Arithmetic return minus SPY
SPY · S&P 500 buy & hold+10.52%$10,000 → $11,051.94
Sharpe ratio2.80All trading days, risk-adjusted
Max drawdown−30.45%Peak to trough
Win rate59.3%54 of 91 settled days
Beta · correlation to SPY0.293 · 0.058Moderate — partial market link; Low — alpha-driven
Simulated / hypothetical · $10,000 notional · gross of fees · not live capital · past performance does not guarantee future results. Long/short · 1–3 names a day, equal weight · 7-day hold. Reproducibility: every figure derives from the QuantML signal ledger and can be reproduced from the daily signal outputs.
V10.1 reporting concluded on 14 July 2026. QuantML is currently developing V11. Historical V10/V10.1 results remain available through that date.
QUANTML · RESULTS SUMMARY / HISTORICAL RECORD
View Daily Results ↓Every candidate, every day · V9 → V10.1Every result has a route.
Historical V9–V10.1 signal performance. Select the strategy, then inspect every daily record.
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PUBLISHED SETUPAll Time · Institutional Strategy · Dynamic Stop · 7D · All (Current)
PUBLISHED SETUP: simulated equity $25,901, compounded return +159.01%, 91 settled days.06 / SETTLEMENT REACTOR
One route. Every result accounted for.
Follow the selected strategy through the settlement engine. Select a measure to see its method.
SELECTED SETTLED PERIOD2025-12-01 → 2026-07-14Institutional Strategy · Dynamic Stop · ALL
GROWTH / BENCHMARK / RISK / CONSISTENCY
THE RECORD
Simulated, hypothetical results · $10,000 baseline · locked snapshot for this profile with frozen settlement prices. Sharpe and max drawdown use NYSE trading days; 5 settled rows dated on market-closed days are excluded from those risk measures. If those five returns were assigned to the next trading day, the estimates would be about 2.61 Sharpe and −34.33% drawdown, versus the published 2.80 and −30.45%; the locked figures are unchanged. Sharpe may be unstable over this short period.
SETUP & METHODSelection details, criteria and audit path＋
PUBLISHED SETUP
All Time · Institutional Strategy · Dynamic Stop · 7D · All (Current)
Equal weight · V9: ≥75%, up to 3; V10: Confirming ≥78%, up to 5; V10.1: Confirming + Strong Primary ≥75%, up to 5 · 7 trading-day exits with frozen settlement prices for completed trades
Last 30d is unavailable because the historical reporting period ended 14 Jul 2026.
Statistics above are computed from 91 settled strategy days.
08 / SETTLEMENT GATE
Settlement Integrity Verified91/91 canonical rows contain only settled tickers
09 / SIGNAL RETURN FIELD
Every date leaves a trace.
Hover over a bar to inspect its date and return. The full candidate record is one step below.
PositiveNegativeZero or no signalMarket closed date
10 / MODEL REGIMES
Three chapters. One auditable record.
Select an era to update the performance view above. The daily records below follow the same version selection.
V10.1 is a forward regime change based on expanded signal qualification. It is not a restatement of historical V10 performance.
INDIVIDUAL DAILY RESULTS
↑ Back to controlsThe complete daily record
Open a date to see every candidate, settlement detail and underlying trade.
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QuantML V10.1 ActivatedEnhanced signal selection framework · Confirming + Primary, ≥75%, Top 5, dynamic vol stop
QuantML V10 ActivatedNew model regime · results from this point use QuantML V10