AGENT STRATEGY BACKTEST

AI Agent Strategy Backtest

Turn each Agent LONG, NEUTRAL, or SHORT direction into a position; rebalance at that period's open and hold to the next direction's open. Historical strategy replay is identified when official history is not yet continuous.

Each market calculated separatelyInitial NAV 1.0Actual open-price execution
NET ASSET VALUE

Recent 30-day equity curves

Completed official Agent decisions are used. Each new call rebalances at that period's open and holds until the next call's open; every Agent starts at 1.0.

OFFICIAL DECISIONS · OPEN-PRICE REBALANCE
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Initial NAV 1.0 · rebalance each call at the open · hold to the next open · 5 bp per changed side0 official intervals · LONG +1 / NEUTRAL cash / SHORT −1 · missing calls keep the prior position
METHODOLOGY

How to read these curves

01Signal to position

Shortable markets use LONG +1, NEUTRAL 0, and SHORT −1. A-shares are long-only, so both SHORT and NEUTRAL map to cash.

02Open-price rebalancing

Each new call rebalances at its official open; performance accrues to the next call's official open.

03Fees follow turnover

Unchanged positions pay no repeat fee; +1 to −1 counts as two sides, and a missing call keeps the prior position.

Read the full NAV methodologyBack to Market Pulse