All Posts (Page 5)

The Sortino Ratio is a risk-adjusted performance metric that focuses exclusively on downside volatility. Unlike the Sharpe Ratio, it does not penalise a model for producing large wins. In darwintIQ, it is one of several stability metrics used to evaluate how well a model manages its losses relative to its gains.

A market regime describes how price is currently behaving — not its direction, but its structure. darwintIQ identifies four regime states — Trend Dominant, Range Dominant, Mixed, and Unstable — and uses them to rank trading models by how well they fit the current environment.

The Robustness Score is a stability estimate that describes how much structural confidence can be placed in a trading model's results. It accounts for sample quality, expectancy strength, and trade frequency discipline — helping to distinguish genuinely edged models from temporarily lucky ones.

Robust trading models are not defined by one impressive backtest. They are defined by how consistently they behave when market conditions change.

Drawdown is one of the most important risk measures in quantitative trading. This article explains what drawdown means, why it matters beyond raw profit, and how it helps assess the robustness of trading models.