Quantitative factor research and backtest results
| Research ID | Status | Sharpe | Total Return | Max DD | Win Rate | Date |
|---|---|---|---|---|---|---|
| research_wq_PVCorrRev | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_wq_MultiLevel | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_wq_IdioVol | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_wq_FR_TBR | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_wq_DownVol | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_wq_DecayMom | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_wq_BTC_NeutMom | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_wq_BTC_BAB | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_wq_BB_Rev | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_wq_AggBuyMom | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_WL_8F_Diverse | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_WL_7F_VA | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_WL_7F_Broad | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_WL_6F_VPT | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
| research_WL_6F_Rng | PENDING | N/A | N/A | N/A | N/A | 2026-03-11 |
Current factor shows HIGH survivorship bias. Sharpe ratio drops from 56.62 to 27.52 when including all symbols. Use survivors-only Sharpe (27.52) as baseline for realistic expectations.