Evaluating Structured Strategy Backtests: Peer Benchmarks, Regime Timing, and Live Performance

By Chang Liu

Published 2026-04-20

Everscope rating

1432.2

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

2 / 5

About this paper

Methodology: Benchmark-conditioned OLS regression with leave-one-out peer benchmarks and bootstrap inference. Problem types: Regression, Classification, Risk Management, Portfolio Optimization, Causal Inference.

arXiv:2604.18821 · Paper rankings

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