Total Return · since inception
+639.8%
YTD +313.8% · NAV $1,139,337 · Unrealized +$110,776 · Cash Ammo 34% · CALIBRATED 2026-05-31
Win Rate (Strategy)
61.3%
114 W · 72 L of 186
Profit Factor
6.68
won 6.7× lost
Avg Win / Loss
+$8,713 / $-2,066
ratio 4.2×
Max Drawdown
-22.1%
-$26,393 peak→trough
CAGR
+882%
annualized
Sharpe Ratio
3.69
rf 4.5% · ann
Sortino Ratio
9.47
downside only
Calmar Ratio
39.92
CAGR ÷ MaxDD
Equity Curve
HWM / SMA available in Value $ mode
Expectancy / Trade
+$4,540
E[$ per strategy]
Avg Hold
21d
across 186 strategies
Trades / Month
17.7
cadence
% Positive Months
91%
11 months
Best Month
+117.4%
2026-05
Worst Month
-1.4%
2025-12
Best Trade
+$194,113
2026-05-27
Worst Trade
$-15,426
2026-03-31
Benchmarks
+882% CAGR vs the rest of the world
annualized · directional
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×
Daily P&L Heatmap · 365D
each cell = 1 day · color intensity by $ size
Drawdown · % below peak
MAX -22.1%
Monthly Returns · %
91% positive · best +117%
By Strategy
P&L share of total realized
| Strategy | N | Win Rate | Avg P&L | Total P&L | % of Total |
|---|---|---|---|---|---|
| Single | 127 | 63% 80/127 | +$6,553 | +$832,185 | 98.5% |
| Vertical Call | 4 | 75% 3/4 | +$2,144 | +$8,576 | 1.0% |
| Calendar | 1 | 100% 1/1 | +$6,231 | +$6,231 | 0.7% |
| Diagonal | 7 | 71% 5/7 | +$590 | +$4,133 | 0.5% |
| Stock | 4 | 75% 3/4 | +$583 | +$2,333 | 0.3% |
| Custom 4 Leg | 2 | 100% 2/2 | +$1,048 | +$2,096 | 0.2% |
| Custom 3 Leg | 1 | 100% 1/1 | +$1,381 | +$1,381 | 0.2% |
| Vertical Put | 39 | 49% 19/39 | $91 | $3,560 | -0.4% |
| Custom 2 Leg | 1 | 0% 0/1 | $8,868 | $8,868 | -1.1% |
Top Tickers · Contribution
top 20 by realized P&L
| Ticker | ROI ⓘ | N | Win Rate | Avg P&L | Total P&L | Bar |
|---|---|---|---|---|---|---|
| MU↗ | +381% | 21 | 67% | +$24,714 | +$518,987 | |
| SNDK↗ | +124% | 6 | 83% | +$36,665 | +$219,989 | |
| LITE↗ | +66% | 11 | 45% | +$3,146 | +$34,607 | |
| GLD↗ | +60% | 8 | 63% | +$2,742 | +$21,937 | |
| TSM↗ | +78% | 19 | 53% | +$1,146 | +$21,781 | |
| GOOG↗ | +73% | 7 | 57% | +$2,240 | +$15,678 | |
| INTC↗ | +50% | 1 | 100% | +$12,298 | +$12,298 | |
| STX↗ | +89% | 4 | 75% | +$2,647 | +$10,588 | |
| TSLA↗ | +40% | 15 | 73% | +$511 | +$7,667 | |
| APP↗ | +16% | 13 | 46% | +$287 | +$3,730 | |
| ASML↗ | +47% | 1 | 100% | +$1,762 | +$1,762 | |
| QQQ↗ | +77% | 15 | 33% | +$102 | +$1,534 | |
| SPX↗ | +14% | 5 | 60% | +$185 | +$926 | |
| GS↗ | +13% | 14 | 50% | +$64 | +$895 | |
| WDC↗ | +4% | 2 | 50% | +$406 | +$812 | |
| NVDA↗ | +8% | 16 | 56% | +$49 | +$785 | |
| SPMO↗ | +2% | 1 | 100% | +$499 | +$499 | |
| MSTR↗ | +11% | 4 | 25% | +$111 | +$443 | |
| AAPL↗ | +166% | 2 | 100% | +$207 | +$414 | |
| UNH↗ | +5% | 1 | 100% | +$86 | +$86 | |
| MSFT↗ | +0% | 20 | 40% | +$1 | +$18 | |
| WFC↗ | -0% | 1 | 0% | $6 | $6 | |
| AXTI↗ | -1% | 1 | 0% | $14 | $14 | |
| CIEN↗ | -2% | 2 | 50% | $256 | $512 | |
| PANW↗ | -100% | 2 | 0% | $333 | $666 |
Methodology
Returns: TWR chain-linked on realized P&L between cash flows. Total return calibrated against the official portfolio snapshot (includes unrealized).
Risk Metrics
Sharpe annualized from per-closure period returns, rf = 4.5%. Sortino uses downside deviation only. Calmar = CAGR / MaxDD%.
Trade Counting
A "trade" = one strategy group (e.g. a vertical spread = 1 trade). Win rate and expectancy use group-level P&L, not per leg.
Per-trade detail available to subscribers on the Trades page.