Study window: 2022-06-30 to 2026-09-30
Performance summary
|
Annualized return 6.2% |
Max drawdown -1.7% |
Sharpe ratio 1.02 |
MAR ratio 3.72 |
|
Win rate 88.8% |
Completed trades 161 |
Net modeled P/L $7,259 |
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 | 🟩 +$11 | 🟩 +$189 | 🟩 +$253 | 🟩 +$99 | 🟩 +$318 | 🟥 −$79 |
| 2024 | 🟥 −$94 | 🟩 +$376 | 🟥 −$64 | 🟩 +$16 | 🟥 −$149 | 🟩 +$35 |
| 2025 | 🟩 +$80 | 🟥 −$195 | 🟩 +$466 | 🟩 +$380 | 🟩 +$296 | 🟩 +$200 |
| 2026 | 🟩 +$145 | 🟩 +$419 | 🟩 +$573 | 🟩 +$291 | 🟥 −$156 | 🟩 +$217 |
Jul–Dec
| Year | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|
| 2022 | 🟥 −$16 | 🟥 −$102 | 🟩 +$379 | 🟥 −$7 | 🟩 +$140 | 🟩 +$296 |
| 2023 | 🟩 +$191 | 🟩 +$226 | 🟩 +$36 | 🟥 −$14 | 🟥 −$230 | 🟩 +$121 |
| 2024 | 🟩 +$331 | 🟩 +$221 | 🟩 +$186 | 🟩 +$211 | 🟩 +$211 | 🟥 −$99 |
| 2025 | 🟩 +$165 | 🟩 +$231 | 🟩 +$316 | 🟩 +$806 | 🟥 −$301 | 🟩 +$338 |
| 2026 | 🟩 +$214 | 🟥 −$127 | 🟥 −$89 | · | · | · |
Additional analysis
Profitable active months: 36 of 51 · Worst month: 2025-11 (−$301) · Median closed trade: +$70.
Annual P&L
| Year | Modeled P&L |
|---|---|
| 2022 · partial year | +$691 |
| 2023 | +$1,121 |
| 2024 | +$1,179 |
| 2025 | +$2,782 |
| 2026 · partial year | +$1,486 |
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 |
|---|---|---|
| 2026-09-30 | Gain | +$120.24 |
| 2026-09-21 | Loss | −$294.76 |
| 2026-09-11 | Gain | +$85.24 |
| 2026-08-14 | Gain | +$80.24 |
| 2026-08-07 | Gain | +$85.24 |
| 2026-08-03 | Loss | −$404.76 |
| 2026-07-24 | Gain | +$130.24 |
| 2026-07-23 | Gain | +$110.24 |
| 2026-07-10 | Gain | +$85.24 |
| 2026-06-09 | Gain | +$90.24 |
Historical results are simulated and do not predict future performance.