Systematic Paper Fund
Virtual-money portfolios managed automatically by the strategy engine — rebalanced monthly, valued daily, benchmarked against the ASX 200. Simulation only: no real orders are placed, historical results don't guarantee future returns, and nothing here is financial advice.
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Backtests
Showing the most recent backtest: maxsharpe allocation top40 5y (strategy vs ASX 200, both normalised to 1.0 at start).
| Backtest | Period | Universe | Return | CAGR | Sharpe | Max DD | ASX 200 return | |
|---|---|---|---|---|---|---|---|---|
| maxsharpe allocation top40 5y | 2 Aug 2022 → 3 Aug 2026 | 40 | 40.1% | 8.8% | 0.41 | -17.1% | 28.3% | |
| hrp allocation top40 5y | 2 Aug 2022 → 3 Aug 2026 | 40 | 40.4% | 8.8% | 0.51 | -9.3% | 28.3% | |
| riskparity allocation top40 5y | 2 Aug 2022 → 3 Aug 2026 | 40 | 56.2% | 11.8% | 0.74 | -11.1% | 28.3% | |
| minvar allocation top40 5y | 2 Aug 2022 → 3 Aug 2026 | 40 | 23.5% | 5.4% | 0.19 | -9.2% | 28.3% | |
| equal allocation top40 5y | 2 Aug 2022 → 3 Aug 2026 | 40 | 67.8% | 13.8% | 0.84 | -13.1% | 28.3% | |
| momentum top20 5y cap≥100M | 2 Mar 2022 → 3 Aug 2026 | 706 | 537.0% | 51.8% | 1.29 | -26.8% | 26.1% |