Study window: 2022-06-30 to 2026-09-30
Performance summary
|
Annualized return 34.2% |
Max drawdown -8.2% |
Sharpe ratio 2.24 |
MAR ratio 4.15 |
|
Win rate 76.6% |
Completed trades 350 |
Net modeled P/L $62,349 |
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 | · | · | · | · | · | 🟩 +$750 |
| 2023 | 🟩 +$3,292 | 🟩 +$1,591 | 🟩 +$622 | 🟥 −$743 | 🟩 +$3,373 | 🟥 −$84 |
| 2024 | 🟥 −$163 | 🟩 +$2,021 | 🟥 −$1,304 | 🟩 +$2,447 | 🟩 +$1,567 | 🟩 +$382 |
| 2025 | 🟩 +$1,525 | 🟩 +$1,496 | 🟩 +$3,447 | 🟩 +$3,452 | 🟩 +$1,861 | 🟩 +$161 |
| 2026 | 🟩 +$3,282 | 🟩 +$1,322 | 🟩 +$1,182 | 🟩 +$1,216 | 🟩 +$1,347 | 🟩 +$956 |
Jul–Dec
| Year | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|
| 2022 | 🟩 +$567 | 🟩 +$3,268 | 🟩 +$197 | 🟩 +$3,677 | 🟥 −$724 | 🟩 +$1,397 |
| 2023 | 🟩 +$1,796 | 🟥 −$749 | 🟩 +$2,017 | 🟥 −$853 | 🟩 +$1,791 | 🟩 +$1,786 |
| 2024 | 🟩 +$892 | 🟩 +$1,646 | 🟥 −$883 | 🟩 +$802 | 🟩 +$1,936 | 🟩 +$2,037 |
| 2025 | 🟩 +$456 | 🟩 +$2,141 | 🟩 +$1,456 | 🟩 +$797 | 🟥 −$1,323 | 🟥 −$319 |
| 2026 | 🟩 +$2,457 | 🟩 +$1,622 | 🟥 −$539 | · | · | · |
Additional analysis
Profitable active months: 41 of 52 · Worst month: 2025-11 (−$1,323) · Median closed trade: +$345.
Annual P&L
| Year | Modeled P&L |
|---|---|
| 2022 · partial year | +$9,132 |
| 2023 | +$13,840 |
| 2024 | +$11,380 |
| 2025 | +$15,152 |
| 2026 · partial year | +$12,845 |
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 |
|---|---|---|
| 2026-09-28 | Gain | +$440.24 |
| 2026-09-24 | Loss | −$19.76 |
| 2026-09-21 | Loss | −$2,369.76 |
| 2026-09-10 | Gain | +$810.24 |
| 2026-09-09 | Gain | +$375.24 |
| 2026-09-08 | Gain | +$225.24 |
| 2026-08-31 | Gain | +$410.24 |
| 2026-08-24 | Gain | +$400.24 |
| 2026-08-20 | Gain | +$335.24 |
| 2026-08-18 | Gain | +$365.24 |
Historical results are simulated and do not predict future performance.