Sentinel Pro V1 ❨Micro Sizing❩
- hypothetical · Annual Return (Compounded)
- 1405.2%
- Max Drawdown
- 18.3%
- Trades
- 270
- Win Trades
- 89.3%
- Profit Factor
- 3.40
- Win Months
- 100.0%
About this strategy
Strategy Overview:
Sentinel Pro V1 is an elite, high-precision futures trading strategy powered exclusively by my proprietary custom indicator: Sentinel Pro V1. This specialized system detects institutional volume and institutional liquidity blocks across the most traded futures markets. The strategy is highly dynamic, shifting focus between Precious Metals (Gold/Silver) and US Equity Indices (S&P 500, Nasdaq, Russell 2000) using both standard E-mini and Micro contracts depending on where the volume is flowing.
Trading Style & Psychology (Crucial Notice):
This strategy requires emotional discipline and a strong stomach. My proprietary indicator allows me to identify major trend reversals with extreme accuracy. Consequently, the strategy does not use tight stop-losses. Instead, it utilizes a professional scaling-in methodology—meaning that if a trade goes temporarily into the negative, positions are kept open and additional contracts may be added to the position until the market turns around as predicted by the system.
If you do not have the heart to watch a trade run in the negative, or if you panic during market drawdowns, do not subscribe to this strategy. To profit from this system, you must follow my execution exactly without interference.
Risk & Capital Management:
Recommended Minimum Capital: $25,000. This amount is absolutely non-negotiable. It is required to absorb the temporary drawdowns, comfortably cover overnight exchange margins, and allow the scaling-in logic to work without triggering broker margin calls.
Execution: Fully integrated via BrokerTransmit for real-time, low-latency mirroring
Sentinel Pro V1 is an elite, high-precision futures trading strategy powered exclusively by my proprietary custom indicator: Sentinel Pro V1. This specialized system detects institutional volume and institutional liquidity blocks across the most traded futures markets. The strategy is highly dynamic, shifting focus between Precious Metals (Gold/Silver) and US Equity Indices (S&P 500, Nasdaq, Russell 2000) using both standard E-mini and Micro contracts depending on where the volume is flowing.
Trading Style & Psychology (Crucial Notice):
This strategy requires emotional discipline and a strong stomach. My proprietary indicator allows me to identify major trend reversals with extreme accuracy. Consequently, the strategy does not use tight stop-losses. Instead, it utilizes a professional scaling-in methodology—meaning that if a trade goes temporarily into the negative, positions are kept open and additional contracts may be added to the position until the market turns around as predicted by the system.
If you do not have the heart to watch a trade run in the negative, or if you panic during market drawdowns, do not subscribe to this strategy. To profit from this system, you must follow my execution exactly without interference.
Risk & Capital Management:
Recommended Minimum Capital: $25,000. This amount is absolutely non-negotiable. It is required to absorb the temporary drawdowns, comfortably cover overnight exchange margins, and allow the scaling-in logic to work without triggering broker margin calls.
Execution: Fully integrated via BrokerTransmit for real-time, low-latency mirroring
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 52.3 | 49.9 | 22.2 | 23.1 | 243.4 | ||||||||
| 2026 | 24.2 | 19.1 | 40.5 | 32.5 | 20.4 | 19.4 | 2.2 | 27.2 | 5.7 | 443.2 |
Statistics
Overview
| Strategy began | 9/4/2025 |
|---|---|
| Suggested Minimum Capital | $1,000 |
| Age | 12 months |
| C2 Rank | 383 |
| What it trades | Futures |
| # Trades | 270 |
| # Profitable | 241 |
| % Profitable | 89.3% |
| Avg trade duration | 1.8 hours |
| Max peak-to-valley drawdown | 18.3% |
| drawdown period | May 27, 2026 - May 29, 2026 |
| Annual Return (Compounded) | 1405.2% |
| Avg win | $95 |
| Avg loss | $229 |
Ratios
| W:L ratio | 3.44 |
|---|---|
| Sharpe Ratio | 5.96 |
| Sortino Ratio | 10.39 |
| Calmar Ratio | 104.65 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.06 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 17.8% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | 1523.6% |
Return Statistics
| Ann Return (w trading costs) | 1405.2% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | 14.1% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 1503.2% |
Slump
| Current Slump as Pcnt Equity | 0.0% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.0% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 1.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 0.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 8.0% |
|---|---|
| Chance of 20% account loss | 1.0% |
| Chance of 30% account loss | 0.5% |
| Chance of 40% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
| Chance of 60% account loss (Monte Carlo) | 0.0% |
| Chance of 70% account loss (Monte Carlo) | 0.0% |
| Chance of 80% account loss (Monte Carlo) | 0.0% |
| Chance of 90% account loss (Monte Carlo) | 0.0% |
Automation
| Percentage Signals Automated | 100.0% |
|---|
Popularity
| Popularity (Today) | 993 |
|---|---|
| Popularity (Last 6 weeks) | 999 |
| C2 Score | 383 |
| Popularity (7 days, Percentile 1000 scale) | 997 |
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $229 |
|---|---|
| Avg Win | $95 |
| # Winners | 241 |
| Sum Trade PL (losers) | $6,654 |
| Sum Trade PL (winners) | $22,914 |
| Num Months Winners | 13 |
| # Losers | 29 |
| % Winners | 89.3% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 13 |
|---|
Frequency
| Avg Position Time (mins) | 109.22 |
|---|---|
| Avg Position Time (hrs) | 1.82 |
| Avg Trade Length | 0.10 |
| Last Trade Ago | 3 |
Leverage
| Daily leverage (average) | 16.86 |
|---|---|
| Daily leverage (max) | 110.77 |
Regression
| Alpha | 0.80 |
|---|---|
| Beta | 0.18 |
| Treynor Index | 4.47 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.02 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0 |
| MAE:Equity, average, losing trades | 0.04 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0.02 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | 3.53 |
| MAE:PL (avg, all trades) | 1.23 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 2 |
| Avg(MAE) / Avg(PL) - Losing trades | -2.90 |
| Hold-and-Hope Ratio | 0.28 |
RATIO STATISTICS
| Mean | 3.59 |
|---|---|
| SD | 0.68 |
| Sharpe ratio (Glass type estimate) | 5.31 |
| Sharpe ratio (Hedges UMVUE) | 4.90 |
| df | 10 |
| t | 5.09 |
| p | 0.00 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | 2.18 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 8.33 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.93 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 7.87 |
| Sortino ratio | 0 |
| Upside Potential Ratio | 0 |
| Upside part of mean | 3.59 |
| Downside part of mean | 0 |
| Upside SD | 1.22 |
| Downside SD | 0 |
| N nonnegative terms | 11 |
| N negative terms | 0 |
| N of observations | 11 |
| Mean of predictor | 0.17 |
| Mean of criterion | 3.59 |
| SD of predictor | 0.12 |
| SD of criterion | 0.68 |
| Covariance | 0.04 |
| r | 0.43 |
| b (slope, estimate of beta) | 2.37 |
| a (intercept, estimate of alpha) | 3.19 |
| Mean Square Error | 0.41 |
| DF error | 9 |
| t(b) | 1.42 |
| p(b) | 0.09 |
| t(a) | 4.36 |
| p(a) | 0.00 |
| Lowerbound of 95% confidence interval for beta | -1.40 |
| Upperbound of 95% confidence interval for beta | 6.13 |
| Lowerbound of 95% confidence interval for alpha | 1.53 |
| Upperbound of 95% confidence interval for alpha | 4.84 |
| Treynor index (mean / b) | 1.52 |
| Jensen alpha (a) | 3.19 |
| Mean | 3.02 |
| SD | 0.50 |
| Sharpe ratio (Glass type estimate) | 6.03 |
| Sharpe ratio (Hedges UMVUE) | 5.56 |
| df | 10 |
| t | 5.77 |
| p | 0.00 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | 2.66 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 9.28 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.38 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 8.74 |
| Sortino ratio | 0 |
| Upside Potential Ratio | 0 |
| Upside part of mean | 3.02 |
| Downside part of mean | 0 |
| Upside SD | 0.99 |
| Downside SD | 0 |
| N nonnegative terms | 11 |
| N negative terms | 0 |
| N of observations | 11 |
| Mean of predictor | 0.16 |
| Mean of criterion | 3.02 |
| SD of predictor | 0.12 |
| SD of criterion | 0.50 |
| Covariance | 0.02 |
| r | 0.40 |
| b (slope, estimate of beta) | 1.72 |
| a (intercept, estimate of alpha) | 2.74 |
| Mean Square Error | 0.23 |
| DF error | 9 |
| t(b) | 1.32 |
| p(b) | 0.11 |
| t(a) | 5.00 |
| p(a) | 0.00 |
| Lowerbound of 95% confidence interval for beta | -1.23 |
| Upperbound of 95% confidence interval for beta | 4.67 |
| Lowerbound of 95% confidence interval for alpha | 1.50 |
| Upperbound of 95% confidence interval for alpha | 3.98 |
| Treynor index (mean / b) | 1.75 |
| Jensen alpha (a) | 2.74 |
| VaR(95%) | -0.01 |
| Expected Shortfall on VaR | 0.04 |
| VaR(95%) | 0 |
| Expected Shortfall on VaR | 0 |
| Mean | 3.04 |
| SD | 0.40 |
| Sharpe ratio (Glass type estimate) | 7.69 |
| Sharpe ratio (Hedges UMVUE) | 7.67 |
| df | 261 |
| t | 7.69 |
| p | 0 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | 5.62 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 9.75 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | 5.60 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 9.74 |
| Sortino ratio | 13.36 |
| Upside Potential Ratio | 16.51 |
| Upside part of mean | 3.76 |
| Downside part of mean | -0.72 |
| Upside SD | 0.37 |
| Downside SD | 0.23 |
| N nonnegative terms | 167 |
| N negative terms | 95 |
| N of observations | 262 |
| Mean of predictor | 0.14 |
| Mean of criterion | 3.04 |
| SD of predictor | 0.13 |
| SD of criterion | 0.40 |
| Covariance | 0.00 |
| r | 0.05 |
| b (slope, estimate of beta) | 0.16 |
| a (intercept, estimate of alpha) | 3.02 |
| Mean Square Error | 0.16 |
| DF error | 260 |
| t(b) | 0.86 |
| p(b) | 0.20 |
| t(a) | 7.61 |
| p(a) | 0 |
| Lowerbound of 95% confidence interval for beta | -0.21 |
| Upperbound of 95% confidence interval for beta | 0.53 |
| Lowerbound of 95% confidence interval for alpha | 2.24 |
| Upperbound of 95% confidence interval for alpha | 3.80 |
| Treynor index (mean / b) | 19.08 |
| Jensen alpha (a) | 3.02 |
| Mean | 2.95 |
| SD | 0.40 |
| Sharpe ratio (Glass type estimate) | 7.44 |
| Sharpe ratio (Hedges UMVUE) | 7.41 |
| df | 261 |
| t | 7.44 |
| p | 0 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | 5.37 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 9.49 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | 5.35 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 9.47 |
| Sortino ratio | 12.27 |
| Upside Potential Ratio | 15.37 |
| Upside part of mean | 3.69 |
| Downside part of mean | -0.75 |
| Upside SD | 0.36 |
| Downside SD | 0.24 |
| N nonnegative terms | 167 |
| N negative terms | 95 |
| N of observations | 262 |
| Mean of predictor | 0.14 |
| Mean of criterion | 2.95 |
| SD of predictor | 0.13 |
| SD of criterion | 0.40 |
| Covariance | 0.00 |
| r | 0.05 |
| b (slope, estimate of beta) | 0.16 |
| a (intercept, estimate of alpha) | 2.93 |
| Mean Square Error | 0.16 |
| DF error | 260 |
| t(b) | 0.83 |
| p(b) | 0.20 |
| t(a) | 7.36 |
| p(a) | 0 |
| Lowerbound of 95% confidence interval for beta | -0.21 |
| Upperbound of 95% confidence interval for beta | 0.52 |
| Lowerbound of 95% confidence interval for alpha | 2.14 |
| Upperbound of 95% confidence interval for alpha | 3.71 |
| Treynor index (mean / b) | 18.98 |
| Jensen alpha (a) | 2.93 |
| VaR(95%) | 0.03 |
| Expected Shortfall on VaR | 0.04 |
| VaR(95%) | 0.00 |
| Expected Shortfall on VaR | 0.01 |
| Mean | 2.52 |
| SD | 0.46 |
| Sharpe ratio (Glass type estimate) | 5.46 |
| Sharpe ratio (Hedges UMVUE) | 5.43 |
| df | 130 |
| t | 3.86 |
| p | 0.34 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | 2.60 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 8.30 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.58 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 8.28 |
| Sortino ratio | 8.87 |
| Upside Potential Ratio | 12.26 |
| Upside part of mean | 3.48 |
| Downside part of mean | -0.96 |
| Upside SD | 0.39 |
| Downside SD | 0.28 |
| N nonnegative terms | 80 |
| N negative terms | 51 |
| N of observations | 131 |
| Mean of predictor | 0.24 |
| Mean of criterion | 2.52 |
| SD of predictor | 0.14 |
| SD of criterion | 0.46 |
| Covariance | 0.01 |
| r | 0.09 |
| b (slope, estimate of beta) | 0.29 |
| a (intercept, estimate of alpha) | 2.45 |
| Mean Square Error | 0.21 |
| DF error | 129 |
| t(b) | 1.02 |
| p(b) | 0.44 |
| t(a) | 3.74 |
| p(a) | 0.30 |
| Lowerbound of 95% confidence interval for beta | -0.27 |
| Upperbound of 95% confidence interval for beta | 0.84 |
| Lowerbound of 95% confidence interval for alpha | 1.15 |
| Upperbound of 95% confidence interval for alpha | 3.75 |
| Treynor index (mean / b) | 8.80 |
| Jensen alpha (a) | 2.45 |
| Mean | 2.40 |
| SD | 0.46 |
| Sharpe ratio (Glass type estimate) | 5.17 |
| Sharpe ratio (Hedges UMVUE) | 5.14 |
| df | 130 |
| t | 3.66 |
| p | 0.35 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | 2.32 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 8.01 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.30 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 7.99 |
| Sortino ratio | 7.96 |
| Upside Potential Ratio | 11.30 |
| Upside part of mean | 3.41 |
| Downside part of mean | -1.01 |
| Upside SD | 0.38 |
| Downside SD | 0.30 |
| N nonnegative terms | 80 |
| N negative terms | 51 |
| N of observations | 131 |
| Mean of predictor | 0.23 |
| Mean of criterion | 2.40 |
| SD of predictor | 0.14 |
| SD of criterion | 0.46 |
| Covariance | 0.01 |
| r | 0.09 |
| b (slope, estimate of beta) | 0.28 |
| a (intercept, estimate of alpha) | 2.34 |
| Mean Square Error | 0.22 |
| DF error | 129 |
| t(b) | 1.00 |
| p(b) | 0.44 |
| t(a) | 3.54 |
| p(a) | 0.31 |
| Lowerbound of 95% confidence interval for beta | -0.28 |
| VAR (95 Confidence Intrvl) | 0.03 |
| Upperbound of 95% confidence interval for beta | 0.84 |
| Lowerbound of 95% confidence interval for alpha | 1.03 |
| Upperbound of 95% confidence interval for alpha | 3.64 |
| Treynor index (mean / b) | 8.52 |
| Jensen alpha (a) | 2.34 |
| VaR(95%) | 0.04 |
| Expected Shortfall on VaR | 0.05 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.02 |
ORDER STATISTICS
| Number of observations | 11 |
|---|---|
| Minimum | 1.05 |
| Quartile 1 | 1.17 |
| Median | 1.22 |
| Quartile 3 | 1.40 |
| Maximum | 1.70 |
| Mean of quarter 1 | 1.11 |
| Mean of quarter 2 | 1.21 |
| Mean of quarter 3 | 1.33 |
| Mean of quarter 4 | 1.57 |
| Inter Quartile Range | 0.23 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 262 |
| Minimum | 0.86 |
| Quartile 1 | 1 |
| Median | 1.01 |
| Quartile 3 | 1.02 |
| Maximum | 1.13 |
| Mean of quarter 1 | 0.99 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.02 |
| Mean of quarter 4 | 1.04 |
| Inter Quartile Range | 0.02 |
| Number outliers low | 8 |
| Percentage of outliers low | 0.03 |
| Mean of outliers low | 0.93 |
| Number of outliers high | 10 |
| Percentage of outliers high | 0.04 |
| Mean of outliers high | 1.07 |
| Extreme Value Index (moments method) | -2.36 |
| VaR(95%) (moments method) | 0.00 |
| Expected Shortfall (moments method) | 0.00 |
| Extreme Value Index (regression method) | 0.17 |
| VaR(95%) (regression method) | 0.01 |
| Expected Shortfall (regression method) | 0.03 |
| Number of observations | 131 |
| Minimum | 0.86 |
| Quartile 1 | 1 |
| Median | 1.00 |
| Quartile 3 | 1.02 |
| Maximum | 1.13 |
| Mean of quarter 1 | 0.99 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.01 |
| Mean of quarter 4 | 1.04 |
| Inter Quartile Range | 0.02 |
| Number outliers low | 7 |
| Percentage of outliers low | 0.05 |
| Mean of outliers low | 0.94 |
| Number of outliers high | 10 |
| Percentage of outliers high | 0.08 |
| Mean of outliers high | 1.07 |
| Extreme Value Index (moments method) | -0.49 |
| VaR(95%) (moments method) | 0.00 |
| Expected Shortfall (moments method) | 0.00 |
| Extreme Value Index (regression method) | 0.35 |
| VaR(95%) (regression method) | 0.01 |
| Expected Shortfall (regression method) | 0.05 |
DRAW DOWN STATISTICS
| Number of observations | 0 |
|---|---|
| Minimum | 0 |
| Quartile 1 | 0 |
| Median | 0 |
| Quartile 3 | 0 |
| Maximum | 0 |
| Mean of quarter 1 | 0 |
| Mean of quarter 2 | 0 |
| Mean of quarter 3 | 0 |
| Mean of quarter 4 | 0 |
| Inter Quartile Range | 0 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 14 |
| Minimum | 0.00 |
| Quartile 1 | 0.01 |
| Median | 0.03 |
| Quartile 3 | 0.06 |
| Maximum | 0.18 |
| Mean of quarter 1 | 0.01 |
| Mean of quarter 2 | 0.03 |
| Mean of quarter 3 | 0.04 |
| Mean of quarter 4 | 0.11 |
| Inter Quartile Range | 0.04 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 2 |
| Percentage of outliers high | 0.14 |
| Mean of outliers high | 0.15 |
| Extreme Value Index (moments method) | -0.62 |
| VaR(95%) (moments method) | 0.12 |
| Expected Shortfall (moments method) | 0.14 |
| Extreme Value Index (regression method) | -0.07 |
| VaR(95%) (regression method) | 0.16 |
| Expected Shortfall (regression method) | 0.21 |
| Number of observations | 8 |
| Minimum | 0.00 |
| Quartile 1 | 0.01 |
| Median | 0.03 |
| Quartile 3 | 0.08 |
| Maximum | 0.18 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.02 |
| Mean of quarter 3 | 0.05 |
| Mean of quarter 4 | 0.15 |
| Inter Quartile Range | 0.07 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 1 |
| Percentage of outliers high | 0.12 |
| Mean of outliers high | 0.18 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Strat Max DD how much worse than SP500 max DD during strat life? | -401743264 |
| Max Equity Drawdown (num days) | 2 |
| Last 4 Months - Pcnt Negative | 0.0% |
COMBINED STATISTICS
| Annualized return (arithmetic extrapolation) | 16.72 |
|---|---|
| Compounded annual return (geometric extrapolation) | 20.05 |
| Calmar ratio (compounded annual return / max draw down) | 0 |
| Compounded annual return / average of 25% largest draw downs | 0 |
| Compounded annual return / Expected Shortfall lognormal | 453.03 |
| j156mfCOMBRisPar | 0 |
| j157mfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 18.60 |
| Compounded annual return (geometric extrapolation) | 18.60 |
| Calmar ratio (compounded annual return / max draw down) | 104.65 |
| Compounded annual return / average of 25% largest draw downs | 168.93 |
| Compounded annual return / Expected Shortfall lognormal | 483.50 |
| j313dfCOMBRisPar | 0 |
| j314dfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 4.73 |
| Compounded annual return (geometric extrapolation) | 10.33 |
| Calmar ratio (compounded annual return / max draw down) | 58.12 |
| Compounded annual return / average of 25% largest draw downs | 66.84 |
| Compounded annual return / Expected Shortfall lognormal | 212.29 |
Trading record
Placed 94 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| QSIL Z6 | long | 1 | Sep 10, 2026 | Sep 10, 2026 | $300 |
| QSIL Z6 | short | 1 | Sep 9, 2026 | Sep 9, 2026 | $197 |
| MNQ U6 | long | 1 | Sep 9, 2026 | Sep 9, 2026 | $63 |
| DXM U6 | long | 1 | Sep 9, 2026 | Sep 9, 2026 | $33 |
| DXM U6 | long | 1 | Sep 9, 2026 | Sep 9, 2026 | $79 |
| MNQ U6 | long | 1 | Sep 8, 2026 | Sep 8, 2026 | $88 |
| QMGC Z6 | long | 2 | Sep 4, 2026 | Sep 4, 2026 | ($41) |
| QMGC Z6 | short | 2 | Sep 3, 2026 | Sep 3, 2026 | $160 |
| QMGC Z6 | short | 2 | Sep 2, 2026 | Sep 2, 2026 | $90 |
| MNQ U6 | long | 1 | Sep 1, 2026 | Sep 1, 2026 | ($82) |
| QSIL Z6 | long | 1 | Aug 28, 2026 | Aug 28, 2026 | $368 |
| QSIL Z6 | short | 1 | Aug 28, 2026 | Aug 28, 2026 | $190 |
| QSIL Z6 | short | 1 | Aug 27, 2026 | Aug 27, 2026 | $86 |
| MNQ U6 | short | 2 | Aug 27, 2026 | Aug 27, 2026 | $145 |
| DXM U6 | short | 1 | Aug 26, 2026 | Aug 26, 2026 | $107 |
| MNQ U6 | short | 1 | Aug 25, 2026 | Aug 25, 2026 | $101 |
| QSIL U6 | short | 1 | Aug 20, 2026 | Aug 20, 2026 | $216 |
| DXM U6 | long | 1 | Aug 20, 2026 | Aug 20, 2026 | $56 |
| QMGC Z6 | short | 1 | Aug 19, 2026 | Aug 19, 2026 | $186 |
| MNQ U6 | long | 1 | Aug 18, 2026 | Aug 18, 2026 | $218 |
| QMGC Z6 | short | 2 | Aug 14, 2026 | Aug 14, 2026 | $173 |
| DXM U6 | long | 1 | Aug 12, 2026 | Aug 12, 2026 | $93 |
| MNQ U6 | long | 1 | Aug 11, 2026 | Aug 11, 2026 | $74 |
| MNQ U6 | long | 1 | Aug 11, 2026 | Aug 11, 2026 | $64 |
| DXM U6 | short | 1 | Aug 11, 2026 | Aug 11, 2026 | $84 |
| QSIL U6 | short | 1 | Aug 10, 2026 | Aug 10, 2026 | $293 |
| QSIL U6 | short | 2 | Aug 7, 2026 | Aug 7, 2026 | $758 |
| QMGC Z6 | short | 3 | Aug 5, 2026 | Aug 5, 2026 | $71 |
| QMGC Z6 | short | 2 | Aug 5, 2026 | Aug 5, 2026 | $84 |
| MNQ U6 | short | 1 | Aug 4, 2026 | Aug 4, 2026 | $22 |
Strategy family
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.