Track Record
Track record is updated daily (weekdays) at 8am ET using time-weighted returns and reflects performance through the most recent trading day.
Performance period: November 14, 2025 — May 28, 2026 (195 days)
Cumulative Return
+32.8%
195 days
YTD Return
+26.4%
CAGR
+70.2%
Max Drawdown
-38.3%
Benchmark Comparison
Strategy performance compared to the S&P 500 (SPY) over the same period.
| Metric | Strategy | S&P 500 | Difference |
|---|---|---|---|
| Cumulative Return | +32.83% | +12.28% | +20.54% |
| CAGR | +70.18% | +24.24% | +45.94% |
| Max Drawdown | -38.34% | -9.13% | -29.21% |
Monthly Returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | — | — | — | — | — | — | — | — | — | — | +1.06% | +4.01% | +5.10% |
| 2026 | -8.62% | +23.54% | -33.52% | +38.15% | +21.89% | — | — | — | — | — | — | — | +26.37% |
Performance Summary
Strategy PeriodNov 14, 2025 — May 28, 2026
Strategy Length195 days (0.53 years)
Cumulative Return+32.83%
CAGR+70.18%
Max Drawdown-38.34%
Sharpe Ratio1.15
Avg Monthly Return+6.64%
Best Month+38.15% (Apr 2026)
Worst Month-33.52% (Mar 2026)
% Up Months71.43%
Gain to Pain Ratio2.1
Profit Factor2.01
Equity Curve
TWR-based equity curve, $100,000 baseline
Trade History
| # | Regime | Entry | Exit | Symbol | Qty | Entry $ | Exit $ | P&L | Equity | Return |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | — | — | — | — | — | — | $250,000.00 | 0.00% |
| 1 | Bearish | Nov 21, '25 | Jan 9, '26 | MGC | 10 | $4,111 | $4,512 | $40,062.60 | $290,062.60 | +16.03% |
| 2 | Bullish | Jan 9, '26 | Jan 20, '26 | MNQ | 20 | $25,941 | $25,125 | -$32,664.80 | $257,397.80 | +2.96% |
| 3 | Bearish | Jan 20, '26 | Mar 25, '26 | MGC | 10 | $4,759 | $4,528 | -$26,974.80 | $230,423.00 | -7.83% |
| 4 | Bullish | Mar 25, '26 | Mar 30, '26 | MNQ | 10 | $24,386 | $23,121 | -$25,297.40 | $205,125.60 | -17.95% |
| 5 | Bearish | Mar 30, '26 | Apr 2, '26 | 1OZ | 40 | $4,546 | $4,700 | $8,641.50 | $213,767.10 | -14.49% |
| 6 | Bullish | Apr 2, '26 | — | MNQ | 10 | $24,217 | $30,339 | $122,440.00(Unrealized) | — | — |
Starting Equity
Equity:$250,000.00
Cumulative Return:0.00%
Trade #1Bearish
Symbol:MGC
Contracts:10
Entry:Nov 21, '25
Exit:Jan 9, '26
Entry Price:$4,111.30
Exit Price:$4,512.10
P&L:$40,062.60
Equity:$290,062.60
Cumulative Return:+16.03%
Trade #2Bullish
Symbol:MNQ
Contracts:20
Entry:Jan 9, '26
Exit:Jan 20, '26
Entry Price:$25,940.75
Exit Price:$25,124.75
P&L:-$32,664.80
Equity:$257,397.80
Cumulative Return:+2.96%
Trade #3Bearish
Symbol:MGC
Contracts:10
Entry:Jan 20, '26
Exit:Mar 25, '26
Entry Price:$4,758.80
Exit Price:$4,528.00
P&L:-$26,974.80
Equity:$230,423.00
Cumulative Return:-7.83%
Trade #4Bullish
Symbol:MNQ
Contracts:10
Entry:Mar 25, '26
Exit:Mar 30, '26
Entry Price:$24,385.50
Exit Price:$23,121.25
P&L:-$25,297.40
Equity:$205,125.60
Cumulative Return:-17.95%
Trade #5Bearish
Symbol:1OZ
Contracts:40
Entry:Mar 30, '26
Exit:Apr 2, '26
Entry Price:$4,546.00
Exit Price:$4,699.50
P&L:$8,641.50
Equity:$213,767.10
Cumulative Return:-14.49%
Trade #6Bullish
Symbol:MNQ
Contracts:10
Entry:Apr 2, '26
Exit:—
Entry Price:$24,216.50
Current Price:$30,338.50
P&L:$122,440.00(Unrealized)
Equity:—
Cumulative Return:—
Disclaimer
Past performance is not indicative of future results. All returns shown are time-weighted and net of any applicable fees. This information is provided for informational purposes only and does not constitute investment advice or a recommendation to buy or sell any securities. The author is not a registered investment advisor, broker, or financial planner.