Comprehensive backtesting across 4 strategies and 5 market periods - fully reproducible methodology
What We Found Across 20 Backtests
90%
Success Rate (18 of 20 tests improved)
+1.54%
Average Profit Improvement
-1.55%
Average Drawdown Reduction
4.3%
Trades Filtered (2,239 of 51,941)
Key Conclusion: Market-awareness improves stability and reduces loss clusters. Remora filters out high-risk trades during unfavourable market conditions, resulting in better risk-adjusted returns across all tested strategies and market periods.
Remora - Key Results
Summary from full backtesting across 2020-2025. Reproducible - see GitHub repo link below.
Remora is designed to reduce risk, not maximize profit. During strong bull markets (like 2020-2021), Remora may filter some profitable trades to avoid dangerous conditions. This is why you see occasional negative results in bull markets, but strong positive results in bear markets (+4.53% for NFIQuickstart in 2022). Overall success rate: 90%.
Profit Improvement - Remora vs Baseline
Shows how much Remora improves profit (positive = better). Use controls to filter by strategy and time period.
Drawdown Reduction
Shows how Remora reduces maximum drawdown across different market conditions.
Trades Filtered by Remora
Percentage of trades filtered out during high-risk periods.
Improvement Summary by Market Condition
How Remora performs across different market regimes - showing profit improvement and drawdown reduction.
Full Data & Downloads
You can inspect the raw data used for these charts. Files are updated when backtests are re-run.