CONVEXTRADER.COM · TRACK RECORD
640%.
Bounded downside.
Convex upside.
Not backtested. Not a paper portfolio. Not after-the-fact. An options book engineered for convexity — every position published before it executes, calibrated against the broker statement.
Total Return
+640%
YTD
+314%
Sharpe
3.69
Sortino
9.47
Profit Factor
6.68
Win Rate
61%
% Positive Months
91%
Max Drawdown
-22.1%
vs. The Rest of the World
+882% annualized.
S&P 500
+10%
long-run average
We are
88×
Hedge fund avg
+8%
HFRI composite
We are
110×
Retail trader (avg)
-1.5%
Barber & Odean studies
We are
—
They lose. We don't.
Top 1% retail
+25%
self-reported anecdotal
We are
35×
What you get
Every trade. Before I take it.
- ●Pre-trade Telegram alerts. Every position announced 30 minutes before I click the button. Front-run me if you can.
- ●Full ledger access. 259 positions · 666 fills · 198 strategy groups, all auditable on this site.
- ●Weekly recaps. What I closed, what I rolled, what I'm wrong about, what I'm positioning into.
- ●Calibrated to broker. NAV reconciled against the official broker statement. No paper trading. No backfills.
Methodology
Returns
TWR chain-linked sub-period returns between cash flows. Total return calibrated to current NAV including unrealized.
Risk Metrics
Sharpe annualized at rf 4.5%. Sortino uses downside deviation. Calmar = CAGR ÷ MaxDD%. Drawdown measured peak-to-trough.
Trade Counting
One trade = one strategy group. A vertical spread = 1 trade, not 2. Win rate reflects strategy outcomes, not leg outcomes.
Honest Disclosures
- · This is a publication, not investment advice. I never tell you what to buy. I tell you what I'm buying.
- · Past performance does not predict future returns. 91% positive months is exceptional but not guaranteed to repeat.
- · I trade options. Options can expire worthless. Position sizing is your responsibility, not mine.
- · I am long the positions disclosed. You may be buying the same expiry/strike I'm about to sell.
Numbers calibrated to portfolio snapshot · 2026-05-31