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
416 OBSERVATIONS

Day-4.2%QQQ -1.3%

Month-0.6%QQQ +2.9%

6 months+45.7%QQQ +10.6%

YTD+125.8%QQQ +9.5%

Portfolio growth

Verified daily model data through Sep 1, 2026

Jan 2, 2025Sep 1, 2026

CAGR+140.5%Annualized return

Sharpe1.979Risk-adjusted return

Max drawdown-34.1%Largest historical decline

Volatility51.4%Annualized standard deviation

Sortino2.988Downside-risk-adjusted return

Calmar4.120CAGR / max drawdown

Beta vs. QQQ1.342Market sensitivity

Time invested88.5%Average equity exposure

Correlation vs. QQQ0.470Return correlation

Information ratio1.846Active return efficiency

Tracking error45.8%Annualized active risk

Positive days60.1%Share of positive sessions

Annual turnover9.2×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.