How I Stress-Tested a Simple Quant Trading Strategy

Walk-Forward Optimization & Monte Carlo Analysis on IBRX Using EMA + QStick

Kryptera3 min read·Just now

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What if a simple, rules-based strategy could outperform buy-and-hold — without prediction, discretion, or emotional decision-making?

I built a fully systematic trading model for IBRX that combines:

Trend confirmation (EMA)
Momentum shift detection (QStick)
Walk-Forward Optimization
Monte Carlo stress testing
Realistic trading costs

And I’m releasing it for free.

Here’s what it did.

The Results (Out-of-Sample)

Test Period: 2019–2026
Initial Capital: $100,000

That’s a +1060% total return, compared to +670% for buy-and-hold.

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Additional stats:

Max Drawdown: -87.5%
Sharpe Ratio: 0.97
Sortino Ratio: 1.74
Profit Factor: 1.06

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