Return week to date
-0.1%
Updated through 2 Oct 2026
- vs S&P 500
- +0.2%
- Sharpe ratio
- -11.52
- Max drawdown
- -0.1%
- Realized vol
- 0%
Performance
- Systematic
- S&P 500 (SPY)
Methodology
Growth of 100 invested on 25 Sep 2026. Daily time-weighted returns from the account's net asset value in USD, with deposits counted at the start of the day, net of all commissions and fees. Benchmark: SPY with dividends reinvested.
Monthly returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | 2026 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Systematic | 0.0% | -0.1% | -0.1% | ||||||||||
| S&P 500 (SPY) | -1.1% | +0.9% | -0.2% | ||||||||||
| Difference | +1.1% | -1.0% | +0.2% |
Return by strategy
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | 2026 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Strategy 1 · since 10 Jun 2026 | 0.0% | ||||||||||||
| Strategy 2 · inactive · 18 Aug – 25 Sep 2026 | 0.0% | ||||||||||||
| Cash, FX & fees | 0.0% | -0.1% | -0.1% | ||||||||||
| Total | 0.0% | -0.1% | -0.1% |
Methodology
Each strategy's contribution to the account's return: its daily profit and loss, net of commissions, over the account's value at the start of the day. The parts add up to the total.
Log
Setting Strategy 3 active. Event-driven. Modest but robust positive expectancy in backtest and OOS. Gap risk, so sized accordingly.
Strategy 2 moved back to dry-run. Its losing days in live trading came more often, and cut deeper, than the model expected. I have made some changes, and it runs on paper for now.