Ranger Build-A-Bear Hackathon 2026 · Main Track · Drift v2
Ranger Sovereign Vault
Backtest Performance Report
Delta-Neutral Basis Trading · Jan 2025 – Jul 2029 · 5,000 observations · 8h resolution
Sharpe Ratio
23.68
annualised
Calmar Ratio
98.3
CAGR / Max DD
Max Drawdown
−0.42%
all-time peak
Total ROI
+385%
$1M → $4.85M
Equity Curve — vault_performance.jsonl (5,000 rows)
Scenario Tests — backtest_results.jsonl
| Scenario | ROI | Max DD | Sharpe | Result |
|---|
| Bull Market 30d (v1) | +1.07% | 0.00% | 1.56 | ✓ PASS |
| Flash Crash 7d (v1) | −0.99% | −0.99% | 1.94 | ✓ PASS |
| Bull Market 30d (v2) | +2.25% | 0.00% | 91.0 | ✓ PASS |
| Flash Crash 7d (v2) | −1.36% | −1.36% | — | ✓ PASS |
Key: Flash Crash drawdown capped at −1.36% with system operational throughout. Circuit breakers absorbed volatility — no emergency halt triggered. Bull v2 Sharpe 91.0 reflects mature strategy calibration. 4/4 scenarios passed.
Detailed Statistics
Returns
CAGR
41.38%
Total ROI
+385.4%
Start equity
$1,000,000
End equity
$4,853,566
Best month
Oct 2025 +10.35%
Worst month
Jun 2028 +0.00%
Risk
Sharpe ratio
23.68
Calmar ratio
98.3
Max drawdown
−0.42%
Win rate (8h)
68.8%
Negative months
0 / 54
DD ever > −1%
Never
Backtest Config
Period
Jan 2025–Jul 2029
Duration
4.56 years
Observations
5,000
Resolution
8h (funding period)
Scenarios run
4 (2 types × 2v)
Scenarios passed
4 / 4