Track Record

Research-Only Backtested 2004–2024

Backtested behavior of the 00Capital strategy family across COVID-era crises, low-volatility regimes, and trend reversals.

Research-only. All figures are backtested results using historical data and simulated transaction costs. Past performance of backtested models does not guarantee future results. These numbers are not audited, not investable track records, and not a promise of future performance.

Strategy Comparison

Results

Strategy Period CAGR Sharpe Max DD Status
ProjectR (base) 2004–2024 9.2% 0.91 TBD ACTIVE
ProjectV 2004–2024 9.6% 0.70 TBD ARCHIVED

ProjectR base metrics reflect a pre-ML-activation backtest. Full ML layer activation is in progress — updated figures will be published when complete. ProjectV metrics are final (deprecated). Max drawdown figures pending full regime-sliced attribution.

ProjectR

Strategy Design Targets

Net annualized return

20–30%

Long-run target range across full cycles, after estimated costs, with position sizing and risk constraints active.

Sharpe ratio (full cycle)

≥ 1.2

Priority on consistency over time — not maximizing in-sample Sharpe through curve-fitting.

Max portfolio drawdown

≤ 18%

Regime-aware drawdown controls and kill-switch logic designed to avoid catastrophic equity curve damage.

Net exposure band

−20% to +40%

Dynamic net exposure with hard caps — never forced into fully risk-on or fully risk-off extremes.

Positive year hit-rate

≥ 75%

Design goal of producing positive calendar-year returns in the majority of market environments.

These are internal research design targets — not guarantees or forecasts. They guide how ProjectR is validated, tuned, and stress-tested as the engine evolves.

ProjectR — Regime Analysis

Regime-Specific Behavior

Regime Sample Periods Ann. Return Volatility Sharpe Max DD
Bull Trend 25 28.13% 21.53% 1.31 −6.83%
Bull Volatile — — — — —
Sideways 98 20.54% 14.17% 1.45 −13.78%
Bearish Volatile — — — — —
Bear Trend 112 11.42% 13.80% 0.83 −12.86%
Crisis Insufficient — — — —

Sharpe by Regime

Bull Trend
1.31
Sideways
1.45
Bear Trend
0.83
Bull Volatile
—
Bearish Volatile
—
Crisis
—

Regime breakdown data for Bull Volatile, Bearish Volatile, and Crisis states will be populated as sufficient sample periods are identified in the backtest window.

Visualization

Equity Curve

Stylized representation of how a dollar evolves under ProjectR vs. a broad equity benchmark. Hypothetical, model-based — not live trading results.

Chart reflects hypothetical, backtested data. Not audited, not investable, not a forecast of future performance.