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Featured Runs info
Strategy | Run | Period | Sharpe | CAGR% | MaxDD |
|---|---|---|---|---|---|
| GeneticRhino-SPX-25Q4 | rhino_5aa7e8308b5303b2 | 2022-01-03 → 2025-10-31 | 2.31 | 13.08% | -4.24 |
| Rhino-SPX | Rhino-SPX | 2018-10-02 → 2025-11-11 | 1.12 | 3.15% | -2.81 |
| [GLD-Short-Put] | GLD-PutWrite | 2020-01-02 → 2025-06-18 | 1.08 | 7.32% | -8.1 |
| Boxcar | Boxcar-OOS | 2022-11-01 → 2024-07-11 | 1.34 | 39.46% | -22.51 |
| QuantPedia - Composite Seasonal | VRP-ShortPut-SL-Moneyness-Scaled | 2012-01-04 → 2023-12-29 | 1.88 | 12.07% | -8.26 |
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Deltaray Blog
2025-11-19:
Rhino Strategy Family: From Broken-Wing…
2025-11-01:
MesoSim v3.0: Advanced Valuation and…
2025-10-18:
MesoLive v2.0 — TastyTrade Integration…
2025-09-14:
Reproducible Quantitative Research –…
2025-06-16:
GLD Put-Write Strategy
2025-06-16:
MesoSim v2.13 & MesoLive v1.1 Release
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