Aggressive Income AI
- hypothetical · Annual Return (Compounded)
- 115.2%
- Max Drawdown
- 26.3%
- Trades
- 205
- Win Trades
- 57.6%
- Profit Factor
- 1.60
- Win Months
- 54.5%
About this strategy
End of Oct 2025 Statistics:
Strategy start date – Aug 18, 2025
Cash deployed - $41,652
Buying power deployed - $51,152
(BP deployed is Higher than cash due to sell put activity)
Dividend received - $3580 (7.0% of Cash deployed) - Annualized dividend of 32.8%%).
Net income up to Oct 31st including income from Stock & option trades is $8,410 (16.4% of $50K investment). Annualized return generated is 78%
Email at HIPPVB@GMAIL.COM
Requirements to trade this Model:
1. Account Size/Starting Investment - $50,000 (Minimum) Reinvesting income is required
2. Account must be Option Trading enabled for calendar spreads
Portfolio Characteristics:
1. Asset Allocation: Equities with high dividend yields:
2. Risk Management & Principal Protection: Periodic rebalancing and risk monitoring to adjust allocations according to market conditions and income goals.
3. Income Focus without Guarantee:
o The portfolio aims to maximize dividend and interest income, but income levels can fluctuate with market conditions, company performance, and interest rates.
o Income is not guaranteed; dividends can be cut in adverse situations.
o The model emphasizes a balance of income with principal preservation, recognizing that aggressive income generally implies higher risk than conservative income strategies.
4. Time Horizon and Investor Profile:
o Suitable for investors comfortable with moderate fluctuations in portfolio value but who seek income more aggressively.
o Typical investors have a medium to long-term horizon to ride out volatility.
o Income may be reinvested to compound growth or taken as cash flow, depending on investor needs.
5. Portfolio Construction Process (Example Approach):
o Identify eligible income-generating assets with historical dividend/interest yield data.
o Optimize portfolio allocations to maximize targeted income subject to risk constraints and principal preservation considerations.
o Continuous review of income sources and risk/weather changes in market environments.
Such a model differs from pure growth or capital appreciation models by emphasizing dividend and interest income while still being aggressive in risk-taking relative to conservative income strategies. It consciously avoids any language suggesting income guarantees to respect the inherent market and credit risks involved in these investments.
The emphasis is on maximizing income potential with disciplined risk management rather than promising assured income or principal safety. We Strive for a 2-3% income per month
Strategy start date – Aug 18, 2025
Cash deployed - $41,652
Buying power deployed - $51,152
(BP deployed is Higher than cash due to sell put activity)
Dividend received - $3580 (7.0% of Cash deployed) - Annualized dividend of 32.8%%).
Net income up to Oct 31st including income from Stock & option trades is $8,410 (16.4% of $50K investment). Annualized return generated is 78%
Email at HIPPVB@GMAIL.COM
Requirements to trade this Model:
1. Account Size/Starting Investment - $50,000 (Minimum) Reinvesting income is required
2. Account must be Option Trading enabled for calendar spreads
Portfolio Characteristics:
1. Asset Allocation: Equities with high dividend yields:
2. Risk Management & Principal Protection: Periodic rebalancing and risk monitoring to adjust allocations according to market conditions and income goals.
3. Income Focus without Guarantee:
o The portfolio aims to maximize dividend and interest income, but income levels can fluctuate with market conditions, company performance, and interest rates.
o Income is not guaranteed; dividends can be cut in adverse situations.
o The model emphasizes a balance of income with principal preservation, recognizing that aggressive income generally implies higher risk than conservative income strategies.
4. Time Horizon and Investor Profile:
o Suitable for investors comfortable with moderate fluctuations in portfolio value but who seek income more aggressively.
o Typical investors have a medium to long-term horizon to ride out volatility.
o Income may be reinvested to compound growth or taken as cash flow, depending on investor needs.
5. Portfolio Construction Process (Example Approach):
o Identify eligible income-generating assets with historical dividend/interest yield data.
o Optimize portfolio allocations to maximize targeted income subject to risk constraints and principal preservation considerations.
o Continuous review of income sources and risk/weather changes in market environments.
Such a model differs from pure growth or capital appreciation models by emphasizing dividend and interest income while still being aggressive in risk-taking relative to conservative income strategies. It consciously avoids any language suggesting income guarantees to respect the inherent market and credit risks involved in these investments.
The emphasis is on maximizing income potential with disciplined risk management rather than promising assured income or principal safety. We Strive for a 2-3% income per month
Hedged Equity
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -1.6 | 6.1 | 0.1 | -5.4 | 0.0 | 0.0 | |||||||
| 2026 | 0.0 | 1.0 | 4.0 | -2.8 | -9.3 | 11.7 | 140.8 |
Statistics
Overview
| Strategy began | 8/17/2025 |
|---|---|
| Suggested Minimum Capital | $35,000 |
| Age | 12 months |
| C2 Rank | Top 7.1% |
| What it trades | Stocks, Options |
| # Trades | 205 |
| # Profitable | 118 |
| % Profitable | 57.6% |
| Avg trade duration | 46.0 days |
| Max peak-to-valley drawdown | 26.3% |
| drawdown period | Feb 23, 2026 - April 23, 2026 |
| Annual Return (Compounded) | 115.2% |
| Avg win | $788 |
| Avg loss | $815 |
Ratios
| W:L ratio | 1.65 |
|---|---|
| Sharpe Ratio | 0.77 |
| Sortino Ratio | 5.78 |
| Calmar Ratio | 12.75 |
CORRELATION STATISTICS
| Correlation to SP500 | -0.02 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 19.0% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | 100.6% |
Return Statistics
| Ann Return (w trading costs) | 115.2% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | 1.2% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 120.9% |
Slump
| Current Slump as Pcnt Equity | 2.8% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.5% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 0.0% |
| Percent Trades Options | 0.8% |
| Short Options - Percent Covered | 10.2% |
| Percent Trades Stocks | 0.2% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 62.5% |
|---|---|
| Chance of 20% account loss | 36.0% |
| Chance of 30% account loss | 17.5% |
| Chance of 40% account loss | 6.0% |
| 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 | 0.0% |
|---|
Popularity
| Popularity (Today) | 907 |
|---|---|
| Popularity (Last 6 weeks) | 912 |
| C2 Score | 929 |
| Popularity (7 days, Percentile 1000 scale) | 901 |
Trading Style
| Any stock shorts? 0/1 | 1 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $818 |
|---|---|
| Avg Win | $1,029 |
| # Winners | 118 |
| Sum Trade PL (losers) | $71,151 |
| Sum Trade PL (winners) | $121,414 |
| Num Months Winners | 6 |
| # Losers | 87 |
| % Winners | 57.6% |
Dividends
| Dividends Received in Model Acct | 11915 |
|---|
Age
| Num Months filled monthly returns table | 13 |
|---|
Frequency
| Avg Position Time (mins) | 66279.78 |
|---|---|
| Avg Position Time (hrs) | 1104.66 |
| Avg Trade Length | 46 |
| Last Trade Ago | 1 |
Leverage
| Daily leverage (average) | 1.38 |
|---|---|
| Daily leverage (max) | 4.06 |
Regression
| Alpha | 0.37 |
|---|---|
| Beta | -0.32 |
| Treynor Index | -1.14 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.01 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0 |
| MAE:Equity, average, losing trades | 0.01 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0.01 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | -314.24 |
| MAE:PL (avg, all trades) | 0.47 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.50 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.16 |
| Hold-and-Hope Ratio | 0.27 |
RATIO STATISTICS
| Mean | 1.82 |
|---|---|
| SD | 1.56 |
| Sharpe ratio (Glass type estimate) | 1.17 |
| Sharpe ratio (Hedges UMVUE) | 1.02 |
| df | 6 |
| t | 0.89 |
| p | 0.20 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.52 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 3.77 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.61 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 3.65 |
| Sortino ratio | 12.88 |
| Upside Potential Ratio | 14.91 |
| Upside part of mean | 2.11 |
| Downside part of mean | -0.29 |
| Upside SD | 1.53 |
| Downside SD | 0.14 |
| N nonnegative terms | 4 |
| N negative terms | 3 |
| N of observations | 7 |
| Mean of predictor | 0.20 |
| Mean of criterion | 1.82 |
| SD of predictor | 0.13 |
| SD of criterion | 1.56 |
| Covariance | 0.15 |
| r | 0.77 |
| b (slope, estimate of beta) | 9.50 |
| a (intercept, estimate of alpha) | -0.05 |
| Mean Square Error | 1.19 |
| DF error | 5 |
| t(b) | 2.69 |
| p(b) | 0.02 |
| t(a) | -0.03 |
| p(a) | 0.51 |
| Lowerbound of 95% confidence interval for beta | 0.42 |
| Upperbound of 95% confidence interval for beta | 18.59 |
| Lowerbound of 95% confidence interval for alpha | -4.13 |
| Upperbound of 95% confidence interval for alpha | 4.03 |
| Treynor index (mean / b) | 0.19 |
| Jensen alpha (a) | -0.05 |
| Mean | 1.13 |
| SD | 1.05 |
| Sharpe ratio (Glass type estimate) | 1.08 |
| Sharpe ratio (Hedges UMVUE) | 0.94 |
| df | 6 |
| t | 0.83 |
| p | 0.22 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.59 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 3.68 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.68 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 3.56 |
| Sortino ratio | 7.71 |
| Upside Potential Ratio | 9.73 |
| Upside part of mean | 1.43 |
| Downside part of mean | -0.30 |
| Upside SD | 1.01 |
| Downside SD | 0.15 |
| N nonnegative terms | 4 |
| N negative terms | 3 |
| N of observations | 7 |
| Mean of predictor | 0.19 |
| Mean of criterion | 1.13 |
| SD of predictor | 0.12 |
| SD of criterion | 1.05 |
| Covariance | 0.10 |
| r | 0.78 |
| b (slope, estimate of beta) | 6.64 |
| a (intercept, estimate of alpha) | -0.12 |
| Mean Square Error | 0.51 |
| DF error | 5 |
| t(b) | 2.78 |
| p(b) | 0.02 |
| t(a) | -0.11 |
| p(a) | 0.54 |
| Lowerbound of 95% confidence interval for beta | 0.51 |
| Upperbound of 95% confidence interval for beta | 12.78 |
| Lowerbound of 95% confidence interval for alpha | -2.79 |
| Upperbound of 95% confidence interval for alpha | 2.56 |
| Treynor index (mean / b) | 0.17 |
| Jensen alpha (a) | -0.12 |
| VaR(95%) | 0.33 |
| Expected Shortfall on VaR | 0.41 |
| VaR(95%) | 0.05 |
| Expected Shortfall on VaR | 0.09 |
| Mean | 2.05 |
| SD | 1.75 |
| Sharpe ratio (Glass type estimate) | 1.18 |
| Sharpe ratio (Hedges UMVUE) | 1.17 |
| df | 169 |
| t | 0.95 |
| p | 0.45 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.26 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 3.61 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.27 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 3.61 |
| Sortino ratio | 9.13 |
| Upside Potential Ratio | 16.40 |
| Upside part of mean | 3.69 |
| Downside part of mean | -1.63 |
| Upside SD | 1.73 |
| Downside SD | 0.22 |
| N nonnegative terms | 81 |
| N negative terms | 89 |
| N of observations | 170 |
| Mean of predictor | 0.25 |
| Mean of criterion | 2.05 |
| SD of predictor | 0.13 |
| SD of criterion | 1.75 |
| Covariance | -0.01 |
| r | -0.04 |
| b (slope, estimate of beta) | -0.50 |
| a (intercept, estimate of alpha) | 2.18 |
| Mean Square Error | 3.06 |
| DF error | 168 |
| t(b) | -0.50 |
| p(b) | 0.52 |
| t(a) | 1.00 |
| p(a) | 0.46 |
| Lowerbound of 95% confidence interval for beta | -2.50 |
| Upperbound of 95% confidence interval for beta | 1.50 |
| Lowerbound of 95% confidence interval for alpha | -2.14 |
| Upperbound of 95% confidence interval for alpha | 6.49 |
| Treynor index (mean / b) | -4.09 |
| Jensen alpha (a) | 2.18 |
| Mean | 1.21 |
| SD | 1.12 |
| Sharpe ratio (Glass type estimate) | 1.08 |
| Sharpe ratio (Hedges UMVUE) | 1.07 |
| df | 169 |
| t | 0.87 |
| p | 0.46 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.36 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 3.51 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.36 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 3.51 |
| Sortino ratio | 5.21 |
| Upside Potential Ratio | 12.35 |
| Upside part of mean | 2.87 |
| Downside part of mean | -1.66 |
| Upside SD | 1.10 |
| Downside SD | 0.23 |
| N nonnegative terms | 81 |
| N negative terms | 89 |
| N of observations | 170 |
| Mean of predictor | 0.24 |
| Mean of criterion | 1.21 |
| SD of predictor | 0.13 |
| SD of criterion | 1.12 |
| Covariance | -0.00 |
| r | -0.00 |
| b (slope, estimate of beta) | -0.04 |
| a (intercept, estimate of alpha) | 1.22 |
| Mean Square Error | 1.27 |
| DF error | 168 |
| t(b) | -0.06 |
| p(b) | 0.50 |
| t(a) | 0.87 |
| p(a) | 0.47 |
| Lowerbound of 95% confidence interval for beta | -1.33 |
| Upperbound of 95% confidence interval for beta | 1.25 |
| Lowerbound of 95% confidence interval for alpha | -1.56 |
| Upperbound of 95% confidence interval for alpha | 4.00 |
| Treynor index (mean / b) | -29.74 |
| Jensen alpha (a) | 1.22 |
| VaR(95%) | 0.10 |
| Expected Shortfall on VaR | 0.13 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.03 |
| Mean | 2.57 |
| SD | 1.99 |
| Sharpe ratio (Glass type estimate) | 1.29 |
| Sharpe ratio (Hedges UMVUE) | 1.29 |
| df | 130 |
| t | 0.92 |
| p | 0.46 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.48 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 4.07 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.49 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.06 |
| Sortino ratio | 10.32 |
| Upside Potential Ratio | 17.79 |
| Upside part of mean | 4.43 |
| Downside part of mean | -1.86 |
| Upside SD | 1.97 |
| Downside SD | 0.25 |
| N nonnegative terms | 60 |
| N negative terms | 71 |
| N of observations | 131 |
| Mean of predictor | 0.27 |
| Mean of criterion | 2.57 |
| SD of predictor | 0.14 |
| SD of criterion | 1.99 |
| Covariance | -0.01 |
| r | -0.05 |
| b (slope, estimate of beta) | -0.76 |
| a (intercept, estimate of alpha) | 2.77 |
| Mean Square Error | 3.97 |
| DF error | 129 |
| t(b) | -0.60 |
| p(b) | 0.53 |
| t(a) | 0.98 |
| p(a) | 0.45 |
| Lowerbound of 95% confidence interval for beta | -3.25 |
| Upperbound of 95% confidence interval for beta | 1.74 |
| Lowerbound of 95% confidence interval for alpha | -2.84 |
| Upperbound of 95% confidence interval for alpha | 8.39 |
| Treynor index (mean / b) | -3.39 |
| Jensen alpha (a) | 2.77 |
| Mean | 1.48 |
| SD | 1.28 |
| Sharpe ratio (Glass type estimate) | 1.16 |
| Sharpe ratio (Hedges UMVUE) | 1.15 |
| df | 130 |
| t | 0.82 |
| p | 0.46 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.62 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 3.93 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.62 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 3.93 |
| Sortino ratio | 5.75 |
| Upside Potential Ratio | 13.09 |
| Upside part of mean | 3.38 |
| Downside part of mean | -1.89 |
| Upside SD | 1.25 |
| Downside SD | 0.26 |
| N nonnegative terms | 60 |
| N negative terms | 71 |
| N of observations | 131 |
| Mean of predictor | 0.26 |
| Mean of criterion | 1.48 |
| SD of predictor | 0.14 |
| SD of criterion | 1.28 |
| Covariance | -0.00 |
| r | -0.02 |
| b (slope, estimate of beta) | -0.20 |
| a (intercept, estimate of alpha) | 1.54 |
| Mean Square Error | 1.64 |
| DF error | 129 |
| t(b) | -0.25 |
| p(b) | 0.51 |
| t(a) | 0.84 |
| p(a) | 0.45 |
| Lowerbound of 95% confidence interval for beta | -1.81 |
| VAR (95 Confidence Intrvl) | 0.10 |
| Upperbound of 95% confidence interval for beta | 1.41 |
| Lowerbound of 95% confidence interval for alpha | -2.08 |
| Upperbound of 95% confidence interval for alpha | 5.15 |
| Treynor index (mean / b) | -7.27 |
| Jensen alpha (a) | 1.54 |
| VaR(95%) | 0.12 |
| Expected Shortfall on VaR | 0.15 |
| VaR(95%) | 0.02 |
| Expected Shortfall on VaR | 0.03 |
ORDER STATISTICS
| Number of observations | 7 |
|---|---|
| Minimum | 0.91 |
| Quartile 1 | 0.97 |
| Median | 1.01 |
| Quartile 3 | 1.03 |
| Maximum | 2.17 |
| Mean of quarter 1 | 0.93 |
| Mean of quarter 2 | 0.99 |
| Mean of quarter 3 | 1.03 |
| Mean of quarter 4 | 1.60 |
| Inter Quartile Range | 0.06 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 1 |
| Percentage of outliers high | 0.14 |
| Mean of outliers high | 2.17 |
| 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 | 170 |
| Minimum | 0.89 |
| Quartile 1 | 0.99 |
| Median | 1.00 |
| Quartile 3 | 1.01 |
| Maximum | 2.38 |
| Mean of quarter 1 | 0.98 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.05 |
| Inter Quartile Range | 0.02 |
| Number outliers low | 4 |
| Percentage of outliers low | 0.02 |
| Mean of outliers low | 0.93 |
| Number of outliers high | 9 |
| Percentage of outliers high | 0.05 |
| Mean of outliers high | 1.20 |
| Extreme Value Index (moments method) | 0.48 |
| VaR(95%) (moments method) | 0.02 |
| Expected Shortfall (moments method) | 0.05 |
| Extreme Value Index (regression method) | 0.46 |
| VaR(95%) (regression method) | 0.02 |
| Expected Shortfall (regression method) | 0.03 |
| Number of observations | 131 |
| Minimum | 0.89 |
| Quartile 1 | 0.99 |
| Median | 1.00 |
| Quartile 3 | 1.01 |
| Maximum | 2.38 |
| Mean of quarter 1 | 0.98 |
| Mean of quarter 2 | 0.99 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.06 |
| Inter Quartile Range | 0.02 |
| Number outliers low | 4 |
| Percentage of outliers low | 0.03 |
| Mean of outliers low | 0.93 |
| Number of outliers high | 7 |
| Percentage of outliers high | 0.05 |
| Mean of outliers high | 1.24 |
| Extreme Value Index (moments method) | 0.49 |
| VaR(95%) (moments method) | 0.02 |
| Expected Shortfall (moments method) | 0.05 |
| Extreme Value Index (regression method) | 0.62 |
| VaR(95%) (regression method) | 0.02 |
| Expected Shortfall (regression method) | 0.04 |
DRAW DOWN STATISTICS
| Number of observations | 2 |
|---|---|
| Minimum | 0.04 |
| Quartile 1 | 0.06 |
| Median | 0.08 |
| Quartile 3 | 0.10 |
| Maximum | 0.11 |
| Mean of quarter 1 | 0.04 |
| Mean of quarter 2 | 0 |
| Mean of quarter 3 | 0 |
| 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 | 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 | 12 |
| Minimum | 0.00 |
| Quartile 1 | 0.01 |
| Median | 0.03 |
| Quartile 3 | 0.07 |
| Maximum | 0.19 |
| Mean of quarter 1 | 0.01 |
| Mean of quarter 2 | 0.02 |
| Mean of quarter 3 | 0.04 |
| Mean of quarter 4 | 0.14 |
| Inter Quartile Range | 0.05 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 2 |
| Percentage of outliers high | 0.17 |
| Mean of outliers high | 0.17 |
| Extreme Value Index (moments method) | -7.74 |
| VaR(95%) (moments method) | 0.16 |
| Expected Shortfall (moments method) | 0.16 |
| Extreme Value Index (regression method) | -1.17 |
| VaR(95%) (regression method) | 0.21 |
| Expected Shortfall (regression method) | 0.23 |
| Number of observations | 8 |
| Minimum | 0.00 |
| Quartile 1 | 0.03 |
| Median | 0.05 |
| Quartile 3 | 0.11 |
| Maximum | 0.19 |
| Mean of quarter 1 | 0.01 |
| Mean of quarter 2 | 0.03 |
| Mean of quarter 3 | 0.08 |
| Mean of quarter 4 | 0.17 |
| Inter Quartile Range | 0.08 |
| 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 |
| Strat Max DD how much worse than SP500 max DD during strat life? | -376270624 |
| Max Equity Drawdown (num days) | 59 |
| Last 4 Months - Pcnt Negative | 0.5% |
COMBINED STATISTICS
| Annualized return (arithmetic extrapolation) | 1.66 |
|---|---|
| Compounded annual return (geometric extrapolation) | 2.20 |
| Calmar ratio (compounded annual return / max draw down) | 19.25 |
| Compounded annual return / average of 25% largest draw downs | 19.25 |
| Compounded annual return / Expected Shortfall lognormal | 5.40 |
| j156mfCOMBRisPar | 0 |
| j157mfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 1.90 |
| Compounded annual return (geometric extrapolation) | 2.45 |
| Calmar ratio (compounded annual return / max draw down) | 12.75 |
| Compounded annual return / average of 25% largest draw downs | 16.97 |
| Compounded annual return / Expected Shortfall lognormal | 18.98 |
| j313dfCOMBRisPar | 0 |
| j314dfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 2.26 |
| Compounded annual return (geometric extrapolation) | 3.53 |
| Calmar ratio (compounded annual return / max draw down) | 18.38 |
| Compounded annual return / average of 25% largest draw downs | 20.86 |
| Compounded annual return / Expected Shortfall lognormal | 24.35 |
Trading record
Placed 390 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| DRAM2618I55 | long | 3 | Aug 12, 2026 | Aug 14, 2026 | $536 |
| XLE2628H60 | long | 2 | Jul 24, 2026 | Aug 14, 2026 | $49 |
| XLY2618I120 | long | 1 | Aug 12, 2026 | Aug 13, 2026 | ($22) |
| NUGT2618I140 | long | 1 | Aug 6, 2026 | Aug 7, 2026 | $1,378 |
| XBI2621H145 | long | 2 | Aug 3, 2026 | Aug 7, 2026 | $868 |
| XLV2628H165 | long | 2 | Jul 27, 2026 | Jul 28, 2026 | $473 |
| XLV2621H160 | long | 1 | Jun 30, 2026 | Jul 28, 2026 | $233 |
| IYR2621H103 | long | 1 | Jul 10, 2026 | Jul 21, 2026 | $187 |
| NAIL2617G55 | long | 2 | Jun 30, 2026 | Jul 18, 2026 | ($601) |
| SOFI2617G18 | long | 2 | May 29, 2026 | Jul 18, 2026 | ($379) |
| IGV2617G110 | long | 4 | Jun 1, 2026 | Jul 18, 2026 | ($2,040) |
| XLF2624G55 | long | 4 | Jun 15, 2026 | Jul 7, 2026 | $489 |
| XLV | long | 100 | Jun 27, 2026 | Jun 30, 2026 | $599 |
| XLV2626F155 | long | 2 | Jun 26, 2026 | Jun 27, 2026 | $70 |
| XBI2621H140 | long | 2 | Jun 18, 2026 | Jun 23, 2026 | $681 |
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.