BABAQV 83▲1.0%VOW3QV 76▲0.3%VALEQV 89▲1.5%MFGQV 88▲1.4%ENIQV 68▼0.4%KVUEQV 83▲0.9%BHPQV 67▼0.4%MOQV 60▼1.1%ORANQV 81▲0.8%HSBCQV 73▲0.1%SONYQV 71▼0.1%ENELQV 71▼0.1%INTCQV 60▼1.1%WBAQV 60▼1.1%AAPLQV 75▲0.3%BABAQV 83▲1.0%VOW3QV 76▲0.3%VALEQV 89▲1.5%BABAQV 83▲1.0%VOW3QV 76▲0.3%VALEQV 89▲1.5%MFGQV 88▲1.4%ENIQV 68▼0.4%KVUEQV 83▲0.9%BHPQV 67▼0.4%MOQV 60▼1.1%ORANQV 81▲0.8%HSBCQV 73▲0.1%SONYQV 71▼0.1%ENELQV 71▼0.1%INTCQV 60▼1.1%WBAQV 60▼1.1%AAPLQV 75▲0.3%BABAQV 83▲1.0%VOW3QV 76▲0.3%VALEQV 89▲1.5%
F1SCRN
F2HEAT
F3MOVE
F4TICK
F5PORT
F6BACK
F7WTCH
F9RUN
F10CRT
F12HELP
BACKTEST ENGINE · PARAMS DIRTY · NO RUNS · ⏎ TO RUN
[1] STRATEGY BUILDERCONFIGURE QV COMPOSITE · DEFINE UNIVERSE & PERIOD
Factor Weights
Composite of selected percentile ranks · weights sum to 100
TEV / EBITEarnings yield · cheapness
25%
ROICReturn on invested capital
25%
F-SCOREPiotroski · 9-signal health
25%
ACCRUALSSloan · earnings quality
25%
PRESETS
WEIGHT SUM
100/100
Portfolio Construction
How many names · how cuts are made
SELECTION METHOD
TOP-N
PERCENTILE
PORTFOLIO SIZE (TOP-N)
REBALANCE FREQUENCY
MONTHLY
QUARTERLY
ANNUAL
CUSTOM
WEIGHTING SCHEME
EQUAL-WEIGHT
QV-WEIGHT
Universe Filter
4 of 9 regions selected · ~9,200 eligible securities
USNYSE/NASDAQ
EUEURONEXT
UKLSE
JPTSE
HKHKEX
AUASX
ITBIT
BRB3
CATSX
[ ALL ][ DEVELOPED ][ NONE ]EXCL: MICRO-CAP < $200M · ADR DUPES · OTC PINK
Backtest Period
Inclusive of both endpoints · point-in-time fundamentals
START YEAR
END YEAR
SPAN
10YEARS
Benchmarks
2 selected · primary used for alpha & win-rate
S&P 500
NASDAQ 100
RUSSELL 2000
MSCI WORLD
FTSE 100
+ ADD CUSTOM INDEX
Costs & Frictions
Subtracted from gross returns · realistic execution model
COMMISSION (BPS)
5
SLIPPAGE (BPS)
12
SHORT EXTENSION
LONG-ONLY
130/30
Execute
POST /api/v1/backtest · returns equity_curve, stats, annual_returns
EST. RUNTIME ~2.0s · 120 MONTHS · 4 REGIONSSHORTCUT: ⏎ ENTER WHEN READY
┌─────────────────────────┐
│ │
│ NO RESULTS YET. │
│ │
│ configure strategy → │
│ press RUN BACKTEST │
│ │
└─────────────────────────┘READY · AWAITING PARAMETERS
PARAMETER SUMMARYPRESET: BALANCED
FACTORS4/4
TEV/EBIT:25 · ROIC:25 · F-SCORE:25 · ACCRUALS:25
SELECTIONTOP-50
REBALANCEQUARTERLY
WEIGHTINGEQUAL
SHORTLONG-ONLY
UNIVERSEUS,EU,UK,JP
PERIOD2014–2024
SPAN10 YRS · 120 MOS
PRIMARY BENCHS&P 500
COMMISSION5 bps
SLIPPAGE12 bps
SECTION INDEXJUMP
01STRATEGY BUILDER
02EQUITY CURVE
03DRAWDOWN
04ROLLING RETURNS
05STATISTICS GRID
06ANNUAL TABLE
AUDIT LOG4 EVTS
20:09:01BACKTEST ENGINE v0.4 — ONLINE
20:09:01CONNECTED /api/v1/backtest @ melquiades.app
20:09:01PRESET LOADED · BALANCED · 4 FACTORS @ 25%
20:09:01AWAITING PARAMETERS — CONFIGURE LEFT PANE · ⏎ TO RUN
BACKTEST ENGINE v0.4○ READY20:09:01 UTCF10 CRT · F9 RUN · ⏎ ENTER