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 119.8% 27.8% -15.4% 1.80 1.50 1.34 0.41 0.37
S&P 500 35.9% 10.0% -25.4% 0.39 0.49 0.70
Year Return
2021
1254 trades
19.6%
View
2022
1802 trades
14.0%
View
2023
1583 trades
51.0%
View
2024
980 trades
6.7%
View