Axiom QPAM: Initial Backtest Complete

Date: 15 December 2024 | Status: Validation Phase Passed

Backtest Results (Jan 2020 - Nov 2024)

1.04
Sharpe Ratio
-23.56%
Max Drawdown
+47.1%
Total Return
£14,710
Final Value

Analysis: The model demonstrates positive risk-adjusted returns (Sharpe > 1.0) and survives major market volatility (Max DD < -25%). The results validate the core multi-factor logic.

Equity Curve

Axiom QPAM Portfolio Growth 2020-2024

Portfolio growth from £10,000 to £14,710 (2020-2024)

Next Research Phase

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