The constant yearly growth rate that would turn the starting equity into the ending equity over the same period.
CAGR = (Equity_end / Equity_start)^(1 / years) − 1CAGR makes periods of different length comparable. It says nothing about the path, so two strategies with the same CAGR can have very different drawdowns. Very short windows (one or three months) annualize a few weeks of luck into a large number, which is why rankings on short windows are noisy.
| Strategy | CAGR (Compound Annual Growth Rate) |
|---|---|
| MACRO-01 Cross-Asset Momentum | 11.3% |
| FACTOR-05 Multi-Factor Composite | 10.8% |
| EVENT-01 Trend + Macro Filter | 9.7% |
| TREND-20 Vortex Indicator | 9.4% |
| MACRO-03 Flight to Quality | 8.8% |
| Strategy | CAGR (Compound Annual Growth Rate) |
|---|---|
| TREND-14 Linear Regression Channel | -3.0% |
| STAT-10 Dynamic Hedge Ratio Pairs | -2.0% |
| TAIL-01 Crisis Alpha | -1.6% |
| STAT-11 Cointegration Basket | -0.2% |
| COMBO-01 Bollinger-Keltner Squeeze | -0.0% |