Are my returns "normal"?

Research
1

Hello

I am new to quantitative investing and I have been tailoring this strategy

Here are my results:

Are those results like average ? Any tips on how I can reduce DD ?
Please don’t hesitate to comment

2

In my experience, the best way to reduce drawdown without hedging is to increase the number of holdings. But you can also hedge with a low-volatility or short ETF. There’s nothing in what you posted here that indicates how many stocks this model holds at a time, without which your model would be hard to evaluate.

3

Hi, as Yuval pointed out hard to say, but capital curve looks interesting especially with this ranking system…

  • how many stocks have you specified?
  • how many buy and sell rules have you specified?
  • what is your market timing?
  • what is your universe?

If you answer this questions, I can give further feedback…
Best Regards
Andreas

4

Thanks. I’ll try that and let you know

5

Hi thanks for your answer

  • how many stocks have you specified? Ideal Size of a New Position rebalancing every day
  • how many buy and sell rules have you specified? 5 Buy rules 1 sell rule
  • what is your market timing? 01/01/2015 - 06/22/2020 can’t do more I’am only on trial
  • what is your universe? Portfolio123 Large Cap

How % those backtests can be accurate?