babeshkin.

Outperform the market —
without the nightmare
drawdowns.

One investor's quantitative strategies — tracked live, with real capital, since December 2022. Not stock picks. Not predictions. Just a full record of systematic investing with strict risk management. Everything verifiable.

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What is this? A public dashboard tracking my quantitative strategies. Trades, hedge decisions, drawdowns — all logged and visible. I invest my own money here.
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Why risk-adjusted? Anyone can show 40% annual returns with a 60% drawdown. The question is: how much did you risk to get there? These strategies are built to survive market crises first — keep drawdowns shallow, recover fast — and then outperform.
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Who is this for? People who manage their own money and are tired of backtests that look too good to be true. If you care about risk as much as return, you'll find real data here, not promises.
+20.6%
Annualized Return
24-year track record
−13.4%
Max Drawdown
S&P 500: −55%
1.79
Sharpe Ratio
24 yrs · S&P 500: ~0.5
3.4 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 Apr 14, 2026

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

Small Cap — Growth
Aggressive alpha · limited capacity
SMALL CAP
OOS$
BACKTEST
22%
Annual
-12%
Max DD
OOS PAPER
24%
Annual
-3%
Max DD
REAL MONEY
34%
Annual
-7%
Max DD
Small Cap — Conservative
Small-cap alpha · strict risk controls
SMALL CAP
OOS$
BACKTEST
16%
Annual
-9%
Max DD
OOS PAPER
17%
Annual
-2%
Max DD
REAL MONEY
26%
Annual
-4%
Max DD
Big Cap — Growth
Higher return target · more volatility
BIG CAP
OOS$
BACKTEST
19%
Annual
-19%
Max DD
OOS PAPER
22%
Annual
-10%
Max DD
REAL MONEY
75%
Annual
-11%
Max DD
Big Cap — Conservative
Large caps · tightest risk management
BIG CAP
OOS$
BACKTEST
15%
Annual
-12%
Max DD
OOS PAPER
20%
Annual
-5%
Max DD
REAL MONEY
45%
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
$
Backtest
Real Money (Dec 2022 →)
S&P 500
20.6%
Annual (full)
-13.4%
Max Drawdown
1.79
Sharpe
3.87
Sortino (live)
0.73
Corr SPY
3.3 yrs
Live Period

Risk Meter

risk.babeshkin.com ↗

My hedge allocation model, developed over 23 years of backtesting. This is what tells me when to hedge and how much.

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Current Hedge Allocation0%
Equity Exposure0%
Last Rebalance—

Decision Log

Every hedge change recorded. No edits, no deletions.

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