Study window: 2022-06-30 to 2026-09-30
Performance summary
|
Annualized return 11.2% |
Max drawdown -2.7% |
Sharpe ratio 2.41 |
MAR ratio 4.18 |
|
Win rate 95.9% |
Completed trades 121 |
Net modeled P/L $14,237 |
P&L / net liquidity
Net liquidity · end of day
Monthly P&L
Daily change in modeled net liquidity, including open positions. 🟩 positive; 🟥 negative; $0 no monthly change. The study includes every month through September 2026. Amounts are rounded to the nearest dollar.
Jan–Jun
| Year | Jan | Feb | Mar | Apr | May | Jun |
|---|---|---|---|---|---|---|
| 2022 | · | · | · | · | · | $0 |
| 2023 | 🟩 +$664 | 🟩 +$1,403 | 🟩 +$689 | $0 | 🟩 +$173 | 🟩 +$148 |
| 2024 | $0 | 🟩 +$138 | 🟩 +$183 | $0 | $0 | 🟩 +$138 |
| 2025 | 🟩 +$434 | 🟩 +$434 | 🟩 +$158 | 🟩 +$143 | 🟩 +$572 | 🟩 +$138 |
| 2026 | 🟩 +$444 | 🟩 +$1,612 | 🟩 +$1,328 | 🟩 +$276 | 🟩 +$281 | 🟩 +$286 |
Jul–Dec
| Year | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|
| 2022 | $0 | 🟩 +$751 | $0 | $0 | $0 | 🟩 +$434 |
| 2023 | $0 | $0 | 🟩 +$286 | 🟩 +$281 | $0 | $0 |
| 2024 | 🟩 +$148 | 🟩 +$424 | 🟩 +$761 | 🟩 +$449 | 🟥 −$857 | 🟩 +$286 |
| 2025 | $0 | 🟩 +$281 | 🟩 +$143 | 🟩 +$138 | 🟥 −$136 | 🟩 +$429 |
| 2026 | 🟩 +$771 | $0 | $0 | · | · | · |
Additional analysis
Profitable active months: 34 of 36 · Worst month: 2024-11 (−$857) · Median closed trade: +$143.
Annual P&L
| Year | Modeled P&L |
|---|---|
| 2022 · partial year | +$1,185 |
| 2023 | +$3,645 |
| 2024 | +$1,671 |
| 2025 | +$2,736 |
| 2026 · partial year | +$4,999 |
Recent trade examples
Ten most recently closed, consecutive non-ignored trade-log rows; gains and losses are left as recorded.
| Closed | Outcome | Net modeled P/L |
|---|---|---|
| 2026-07-29 | Gain | +$153.12 |
| 2026-07-28 | Gain | +$143.12 |
| 2026-07-24 | Gain | +$138.12 |
| 2026-07-23 | Gain | +$143.12 |
| 2026-07-17 | Gain | +$143.12 |
| 2026-07-09 | Loss | −$225.88 |
| 2026-07-08 | Gain | +$138.12 |
| 2026-07-01 | Gain | +$138.12 |
| 2026-06-30 | Gain | +$148.12 |
| 2026-06-01 | Gain | +$138.12 |
Historical results are simulated and do not predict future performance.