Block bootstrap strategy robustness

What range do strategy returns fall in after resampling?

Quant strategies and backtests QNT-041 Range Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

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0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: Item G
20.35 %
Lowest item: Item E
-11.65 %
Average
8.9 %
Number of items
7 items

Block bootstrap strategy robustness

Annualized return (%) (Range)

Benchmark / after-cost return (%)

Benchmark / after-cost return (%) (Bar)

Event detail and data date

Annualized return (%) and Benchmark / after-cost return (%) (Table)

Sample data rows

Reference price level / scenarioAnnualized return (%)Benchmark / after-cost return (%)Data date (sample)
Item A 8.83 19.11 2026-10-16
Item B 6.99 22.85 2026-10-16
Item C 8.05 7.13 2026-10-16
Item D 17.71 5.51 2026-10-16
Item E -11.65 2.39 2026-10-16
Item F 11.99 2.97 2026-10-16
Item G 20.35 8.55 2026-10-16