Performance and statistics

The four most important timeframes come first. Below them, the model's return and risk profile is presented with clear definitions.

DAILY MARK-TO-MARKET
423 OBSERVATIONS

Day-0.9%QQQ +0.9%

Month-2.5%QQQ -0.5%

6 months+44.7%QQQ +13.4%

YTD+128.4%QQQ +10.6%

Portfolio growth

Verified daily model data through Sep 11, 2026

Jan 2, 2025Sep 11, 2026

CAGR+138.7%Annualized return

Sharpe1.971Risk-adjusted return

Max drawdown-34.1%Largest historical decline

Volatility51.1%Annualized standard deviation

Sortino2.977Downside-risk-adjusted return

Calmar4.067CAGR / max drawdown

Beta vs. QQQ1.338Market sensitivity

Time invested88.7%Average equity exposure

Correlation vs. QQQ0.469Return correlation

Information ratio1.827Active return efficiency

Tracking error45.6%Annualized active risk

Positive days60.0%Share of positive sessions

Annual turnover9.1×Estimated portfolio turnover

Trades172Simulated executions

IMPORTANT INFORMATION

Research model—not investment advice.

This website presents a hypothetical rules-based simulation for educational and research purposes. Past or simulated performance does not guarantee future results. Fees, transaction costs, taxes, spreads, liquidity, and execution differences are excluded.