History
Returns based on real market data. See methodology for regime definitions.
Total Return
+411.30%
since Jan 2019
Sharpe
2.19
research, walk-forward validated
Max Drawdown
-7.34%
Jun 2021 – Jan 2022
January 2025 +1.76% 27 trades February 2025 +1.66% 27 trades March 2025 +1.50% 29 trades April 2025 +15.29% 29 trades May 2025 +2.37% 31 trades June 2025 +1.74% 27 trades July 2025 +2.82% 27 trades August 2025 +3.37% 24 trades September 2025 -1.32% 29 trades October 2025 +3.35% 34 trades November 2025 +0.26% 31 trades December 2025 -0.63% 26 trades
January 2024 -0.07% 34 trades February 2024 -1.48% 25 trades March 2024 -0.58% 29 trades April 2024 +4.31% 32 trades May 2024 +0.38% 27 trades June 2024 +1.50% 26 trades July 2024 +5.05% 37 trades August 2024 +8.45% 30 trades September 2024 +0.85% 28 trades October 2024 +4.72% 32 trades November 2024 +4.22% 24 trades December 2024 +1.68% 26 trades
January 2023 +5.73% 30 trades February 2023 +0.10% 24 trades March 2023 -0.22% 32 trades April 2023 +2.23% 27 trades May 2023 -2.31% 26 trades June 2023 +1.47% 25 trades July 2023 -0.23% 28 trades August 2023 -0.55% 28 trades September 2023 +0.47% 26 trades October 2023 +3.02% 27 trades November 2023 +2.93% 31 trades December 2023 +1.37% 25 trades
January 2022 -0.69% 31 trades February 2022 +2.79% 23 trades March 2022 +9.78% 32 trades April 2022 +2.70% 28 trades May 2022 +5.20% 26 trades June 2022 -2.58% 25 trades July 2022 +2.34% 25 trades August 2022 -1.12% 24 trades September 2022 +3.34% 26 trades October 2022 +10.60% 27 trades November 2022 -3.42% 26 trades December 2022 +1.67% 25 trades
January 2021 -0.86% 29 trades February 2021 +1.59% 22 trades March 2021 +0.76% 33 trades April 2021 -0.27% 28 trades May 2021 +0.57% 28 trades June 2021 +1.77% 28 trades July 2021 -2.37% 30 trades August 2021 -1.03% 24 trades September 2021 +0.11% 32 trades October 2021 +0.36% 28 trades November 2021 -3.82% 27 trades December 2021 -0.07% 26 trades
January 2020 -0.39% 27 trades February 2020 -4.57% 28 trades March 2020 +18.12% 29 trades April 2020 +6.74% 22 trades May 2020 +0.78% 30 trades June 2020 +9.60% 32 trades July 2020 -2.35% 27 trades August 2020 +1.30% 30 trades September 2020 +0.41% 33 trades October 2020 +5.42% 27 trades November 2020 +8.02% 27 trades December 2020 +3.18% 30 trades
January 2019 +5.35% 32 trades February 2019 +0.71% 27 trades March 2019 +3.77% 24 trades April 2019 -0.99% 23 trades May 2019 -0.57% 33 trades June 2019 -3.37% 28 trades July 2019 +2.32% 33 trades August 2019 +5.25% 28 trades September 2019 +0.05% 26 trades October 2019 +1.20% 28 trades November 2019 +0.57% 26 trades December 2019 -0.30% 23 trades