The table below shows the performance for the Quantopolis Portfolio I. Since backtesting was done up to the end of 2016, the numbers below constitute the out of sample performance and show how the strategy has performed thus far.
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| 2017 | 2018 | 2019 | 2020 | 2021 |
|
| January | $4,242 | ($1,411) | $2,900 | $1,931 | ($8,875) |
| February | $1,050 | ($892) | $3,850 | ($7,572) | $4,965 |
| March | $3,878 | ($2,460) | $3,969 | $18,303 | |
| April | ($1,016) | $3,970 | $2,900 | $350 | |
| May | ($1,102) | $1,896 | ($2,782) | $6,450 | |
| June | $3,631 | ($358) | $2,511 | $3,663 | |
| July | $1,878 | $51 | $3,900 | $1,000 | |
| August | $1,029 | ($700) | ($11,200) | $6,900 | |
| September | $2,193 | $86 | $3,214 | ($3,000) | |
| October | $2,569 | ($5,863) | $469 | ($5,725) | |
| November | ($1,732) | $2,447 | $3,450 | ($2,885) | |
| December | $3,159 | ($4,005) | $2,200 | $3,650 | |
| Total | $19,779 | ($7,239) | $15,380 | $23,064 | ($3,911) |
| ROC |
44.06% |
-16.13% |
34.26% |
51.38% |
-8.71% |