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 159.8% 26.7% -15.4% 1.73 1.43 1.49 0.42 0.41
S&P 500 44.5% 9.5% -25.4% 0.38 0.51 0.71
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
502 trades
2.8%
 View