MarketHeist Backtest

S&P 500 Golden Cross

^GSPC · 1d · shared September 19, 2026

Metric Value
Sharpe Ratio 0.64
CAGR 7.6%
Max Drawdown -33.9%

How this result is verified

Computed by the MarketHeist engine v1.0.0 from yahoo total-return-adjusted data — 14100 bars over 1970-10-15 to 2026-09-18.

Reproduce: config hash 8d42efc4e0287bd9. POST /api/backtest with ticker=^GSPC, frequency=1d, indicator_id=ma_crossover, and the same config; engine 1.0.0 over 1970-10-15…2026-09-18 reproduces these numbers.

Caveats

  • Single in-sample run — not walk-forward or out-of-sample validated. In-sample metrics can overstate real performance; treat as a starting point, not a proof.
  • No transaction costs modeled (0 bps). Real-world returns will be lower, more so for high-turnover strategies.

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