The figures below are the interactive versions of the figures in the article, in the article’s order and under the article’s numbers. Hover a series for its values, drag across a chart to zoom and double-click to reset, and click a legend entry to hide or isolate a series.
Figure 1. The tradable universe has grown roughly fivefold since 1980.
Note: Daily counts, 1975–2026, smoothed for readability.
Figure 2. Signal behavior across lookbacks and asset classes. The lines show the mean (A and B) or median ©, the dark band the 5th–95th percentile, and the light band the minimum-to-maximum range.
Note: Measured across the full universe, 1975–2026; lookbacks 5–600.
Figure 3. Three instruments, three lookbacks, a two-year window drawn at random.
Note: Shorter lookbacks are more volatile because they rely on less data.
Figure 4. One robust parameter region across market regimes: 160–480 days.
Note: Full universe, 1975–2026; the regime-averaged line is the mean over the three market regimes in Table 1.
Figure 5. The equity curves of the selected lookbacks, 1975–2026.
Note: Each lookback is simulated independently.
Figure 6. Correlations decline as lookbacks diverge, indicating greater diversification across distant lookbacks.
Note: Each cell compares two lookbacks over the full sample.
Figure 7. Selected ensemble (200, 280, 370) and its asset-class components, 1975–2026.
Note: The gray band below the axis is the drawdown.
Figure 8. The first and last decades are only partially covered by the sample.
Note: Each decade evaluated in isolation.
Figure 9. Correlations decline as two lookbacks move farther apart, from 95% between neighbors to 84% at the extremes.
Note: Darker cells indicate stronger co-movement; the diagonal is self-comparison.
Figure 10. The strongest and weakest instruments owe their results to short data histories rather than to a signal defect.
Note: Three best and three worst by Sharpe ratio, 1975–2026.
Figure 11. Full universe split into liquidity quintiles by 20-day average risk volume, 1975–2026.
Note: Quintile 1 holds the most liquid instruments.
Figure 12. The Sharpe ratios do not follow the liquidity ordering of the equity curves.
Note: Full universe, 1975–2026, in quintiles by 20-day risk volume; Quintile 1 is the most liquid.
Figure 13. A one-day execution delay has little impact; performance deteriorates gradually as the lag increases.
Note: Selected ensemble, 1975–2026; orders held back one to five trading days.
Figure 14. Rolling refits reveal no calibration problem relative to the full-sample fit.
Note: Yearly refit against the full-sample parameters, 1985–2025.
Figure 15. The rolling Sharpe ratio varies materially over time, with weaker readings in recent years.
Note: Trailing one-year Sharpe ratio, smoothed exponentially.
Figure 16. High overlap with three other trend strategies.
Note: This strategy against each existing strategy, 1975–2026.
Figure 17. Equity curves of the portfolio with and without the strategy, 1975–2026.
Note: Calculated using production parameters before dynamic optimization.
Figure 18. Change in annualized return by decade after including the strategy.
Note: Each decade evaluated in isolation; the first and last are only partially covered by the sample.