babeshkin.

Outperform the market —
without the nightmare
drawdowns.

This is an open book of one investor's quantitative strategies — tracked live, with real capital, since December 2022. Not stock picks. Not predictions. A transparent, verifiable record of systematic investing with institutional-grade risk management.

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What is this? A public dashboard tracking my personal quantitative strategies. Every trade, every hedge decision, every drawdown — logged and visible. I invest my own money using these strategies.
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Why risk-adjusted? Anyone can show 40% annual returns with a 60% drawdown. The real question is: how much did you risk to earn those returns? These strategies prioritize surviving market crises — minimizing drawdown depth and recovery time — while still significantly outperforming the benchmark.
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Who is this for? Self-directed investors who are skeptical of backtests and marketing. People who want to see real data, not promises. If you manage your own portfolio and care about risk as much as return — this is for you.
+20%
Annualized Return
−13%
Max Drawdown
S&P 500: −55%
1.87
Sharpe Ratio
S&P 500: ~0.5
3.2 yrs
Live with Real Money
Every chart shows three verification levels
Backtest — strategy developed & optimized
OOS Paper — parameters frozen, simulated execution
Real Money — actual capital, real broker
OOS (out-of-sample) paper trading uses next-day average prices with commissions and slippage. No parameter changes after backtest period ends.

Strategies

Updated Mar 12, 2026

Click any strategy for full details: period returns (YTD, 1Y, 3Y, 5Y), monthly breakdown, drawdown analysis, and individual positions with 1-day delay.

Big Cap — Conservative
Large-cap equities · Full risk management
BIG CAP
OOS$
BACKTEST
15%
Annual
-12%
Max DD
OOS PAPER
20%
Annual
-5%
Max DD
REAL MONEY
46%
Annual
-4%
Max DD
Big Cap — Growth
Higher return target · Higher volatility tolerance
BIG CAP
OOS$
BACKTEST
19%
Annual
-19%
Max DD
OOS PAPER
22%
Annual
-10%
Max DD
REAL MONEY
72%
Annual
-8%
Max DD
Small Cap — Conservative
Small-cap alpha · Institutional risk controls
SMALL CAP
OOS$
BACKTEST
16%
Annual
-9%
Max DD
OOS PAPER
17%
Annual
-2%
Max DD
REAL MONEY
27%
Annual
-4%
Max DD
Small Cap — Growth
Maximum return potential · Capacity limited
SMALL CAP
OOS$
BACKTEST
22%
Annual
-12%
Max DD
OOS PAPER
24%
Annual
-3%
Max DD
REAL MONEY
34%
Annual
-7%
Max DD

Why risk-adjusted matters

During the worst market crashes of the last 26 years, here's what happened:

2008 Financial Crisis
S&P 500
-55%
Strategy
-13%
S&P 500 recovery: ~5.5 years · Strategy recovery: ~4 months
2020 COVID Crash
S&P 500
-34%
Strategy
-6%
S&P 500 recovery: ~6 months · Strategy recovery: ~3 weeks
2022 Bear Market
S&P 500
-25%
Strategy
-4%
S&P 500 recovery: ~2 years · Strategy recovery: ~6 weeks
* Combined portfolio (backtest period). Drawdowns and recovery times are approximate. Actual live performance may differ.
My Actual Portfolio
All strategies combined — this is how I invest my own capital
REAL MONEY
OOS$
Backtest
Real Money (Dec 2022 →)
S&P 500
20.5%
Annual (full)
-13.4%
Max Drawdown
1.8
Sharpe
4.1
Sortino (live)
0.73
Corr SPY
3.3 yrs
Live Period

Risk Meter

Proprietary model driving hedge allocation. 23 years of development. The signal behind every hedge decision.

3.5
Current Hedge Allocation15%
Equity Exposure85%
Last RebalanceMar 10, 2026

Decision Log

Every hedge change recorded. No edits, no deletions.

Mar 10
Risk Meter at 3.5 — maintained hedge at 15%.
Feb 24
Risk Meter rose to 4.2 — increased hedge 10% → 15%. Avoided −3.1% drawdown.
Jan 13
Risk Meter dropped to 2.1 — reduced hedge 20% → 10%. Captured +4.8% rally.
Nov 04
Risk Meter spiked to 7.8 — hedge to 35%. Portfolio +1.2% while SPY −5.4%.