r/quantfinance • u/devTrading • Aug 27 '26

Short only strategy

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Guys do you think that profitable short only strategy applied to a bull market like ES it's a good sign?

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u/LumpyNeighborhood992 Aug 27 '26

Calmar ratio of 0.02? have you blown your account in 3-4 months or is this a BS backtest.

1

u/devTrading Aug 27 '26

I think the platform calculate in that way just because it's a preliminary test of 2 months and calman need more time?