AI model
Performance
Out-of-sample simulation (walk-forward · gross)
How to measure it
Out-of-sample period: the model did not see this data in training.
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Methodology
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: 2026-04-20
- Annualized return (CAGR)
- 17.78%
- Sharpe
- 1.14
- Maximum drawdown
- -22.73%
- S&P 500 · CAGR
- 14.66%
- Historical period
- 2013-12-31 – 2026-04-20
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.