Historical backtest analysis
B22 honest champion performance report
A public look through the evidence layer: annual returns, cumulative multiple, drawdown, Sharpe, losing-year count, variant comparison, stress case, universe, and execution assumptions.
CAGR-annualized historical growth
Final Multiple-growth of starting equity multiple
Max Drawdown-largest historical peak-to-trough loss
Losing Years-calendar years below zero
Year-by-year analysis
Annual return and cumulative multiple
| Year | Return | Start Multiple | End Multiple | Multiple Added | Status |
|---|---|---|---|---|---|
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The yearly rows show the selected B22 V4 backtest artifact, compounded from the available annual return series.
Variant and stress comparison
What changed and what survived
| Variant | Role | CAGR | Sharpe | Max DD | Worst Year | Losing Years | Final Multiple |
|---|---|---|---|---|---|---|---|
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Return quality
Not just final PnL
The page separates final multiple from CAGR, Sharpe, best year, worst year, and losing-year count so one headline number cannot carry the whole case.
Risk quality
Drawdown first
Max drawdown and worst calendar year sit next to returns because survivability matters more than a smooth marketing number.
Robustness
Variant pressure
The control, selected V4 champion, and stress variant are shown together so improvements can be compared against baseline and failure-case assumptions.