The returns below represent actual, total returns, including commissions and fees. This does not account for tax drag, which will reduce returns by 1-3% per year depending on the tax situation.
From March 2021 through August 2022, I ran 1-4 DTE as outlined on my homepage. Starting September 2022, I moved to 0-1 DTE. The performance below includes both - with the transition being September 2022.
Total Return CAGR Drawdown MAR Sharpe Sortino Correlation Beta
Strategy 226.3% 29.1% -15.4% 1.89 1.52 1.72 0.43 0.42
S&P 500 70.7% 12.2% -25.4% 0.48 0.65 0.89
Year Return
2021
1254 trades
19.6%
 View
2022
1802 trades
14.0%
 View
2023
1583 trades
51.0%
 View
2024
2426 trades
22.7%
 View
2025
2068 trades
29.1%
 View