Returns after trading costs
Compare the same recorded strategies at 0, 5, 10 and 25 basis points. Keep asset universes and observation dates matched.
Verified strategy–market pairs576 / 576
Snapshot generated
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Matched comparisons
Ranks use after-cost total return within identical assets, dates, input returns and anchors. A positive rank change means improvement versus 0 bp; filtering to one strategy does not change its comparison group.
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Selected strategy
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After costsMatched benchmark
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How costs are measured
- All metrics use every original full-precision daily record; sampled curves are for display only.
- A basket and a single market remain separate even when their display symbol is identical. Asset order, observation dates and input identity are retained for exact comparisons.
- After each gross close return, the fee is charged on drift-adjusted one-way risky turnover: (1 + gross return) × (1 − turnover × bp / 10,000). Initial entry is charged; there is no forced terminal liquidation.
- Fees paid are actual synthetic charges in account-capital units, not the difference between gross and net ending wealth. Full history uses initial capital; shorter windows use capital at the first included close and exclude charges at that anchor close.
- The matched benchmark uses the same asset returns, dates and cost model: long buy-and-hold for a single market, or a daily equal-weight long basket. Sharpe and volatility use 252 observations per year and a zero risk-free rate.
- This is a synthetic exposure-cost model, not broker fills or exact traded notional. Fees do not feed back into targets or weight drift. Financing, borrow, funding, taxes and market impact are excluded.