Walk-forward ETF backtest vs S&P 500
Compare the model’s out-of-sample historical simulation with the S&P 500 over the same period. Review CAGR, Sharpe and drawdown alongside the testing methodology.
Published: · Data date: 2026-03-12
- Annualized return (CAGR)
- 12.47%
- Sharpe
- 0.9
- Maximum drawdown
- -25.04%
- S&P 500 · CAGR
- 9.26%
- Historical period
- 2021-12-29 – 2026-03-12
Source: LearnAImarkets model publications
Methodology: Historical simulation uses walk-forward predictions made after each training window. Headline results are gross of costs; past performance does not guarantee future results. Methodology
Educational information, not investment advice. Investing involves risk of loss.