| Total Return | CAGR | Drawdown | MAR | Sharpe | Sortino | Correlation | Beta | |
|---|---|---|---|---|---|---|---|---|
| Strategy | 226.9% | 28.9% | -15.4% | 1.88 | 1.51 | 1.72 | 0.43 | 0.42 |
| S&P 500 | 75.3% | 12.8% | -25.4% | 0.50 | 0.69 | 0.94 |
| Year | Trades | Return (Drawdown) | S&P 500 | |
|---|---|---|---|---|
| 2021 | 1254 (98.5% win) | 19.6% (-4.9%) | 22.2% (-5.2%) | View |
| 2022 | 1802 (92.2% win) | 14.0% (-15.4%) | -19.4% (-25.4%) | View |
| 2023 | 1583 (63.0% win) | 51.0% (-7.6%) | 24.2% (-10.3%) | View |
| 2024 | 2426 (54.7% win) | 22.7% (-9.1%) | 23.3% (-8.5%) | View |
| 2025 | 2170 (55.3% win) | 29.4% (-9.0%) | 16.7% (-18.9%) | View |