| Metric | SCJ | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 27.08% | 53.08% |
| CAGR﹪ | 27.08% | 53.08% |
| Sharpe | 1.54 | 2.28 |
| Prob. Sharpe Ratio | 93.88% | 98.82% |
| Smart Sharpe | 1.36 | 2.02 |
| Sortino | 2.35 | 3.59 |
| Smart Sortino | 2.08 | 3.17 |
| Sortino/√2 | 1.66 | 2.54 |
| Smart Sortino/√2 | 1.47 | 2.24 |
| Omega | 1.3 | 1.46 |
| Max Drawdown | -12.35% | -9.72% |
| Max DD Date | 2026-03-20 | 2026-03-30 |
| Max DD Period Start | 2026-03-02 | 2026-03-02 |
| Max DD Period End | 2026-06-22 | 2026-05-05 |
| Longest DD Days | 113 | 65 |
| Volatility (ann.) | 16.41% | 19.5% |
| R^2 | 0.46 | 0.46 |
| Information Ratio | 0.08 | 0.08 |
| Calmar | 2.19 | 5.46 |
| Skew | 0.08 | -0.08 |
| Kurtosis | 1.62 | 1.09 |
| Ulcer Performance Index | 6.98 | 18.32 |
| Risk-Adjusted Return | 27.08% | 53.08% |
| Risk-Return Ratio | 0.1 | 0.14 |
| Avg. Return | 0.1% | 0.18% |
| Avg. Win | 0.9% | 1.11% |
| Avg. Loss | -0.88% | -1.0% |
| Win/Loss Ratio | 1.02 | 1.11 |
| Profit Ratio | 0.88 | 0.85 |
| Expected Daily | 0.1% | 0.17% |
| Expected Monthly | 1.86% | 3.33% |
| Expected Yearly | 12.73% | 23.72% |
| Kelly Criterion | 10.35% | 17.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -1.84% |
| Expected Shortfall (cVaR) | -2.26% | -2.93% |
| Max Consecutive Wins | 5 | 6 |
| Max Consecutive Losses | 5 | 4 |
| Gain/Pain Ratio | 0.3 | 0.46 |
| Gain/Pain (1M) | 2.18 | 5.16 |
| Payoff Ratio | 1.02 | 1.11 |
| Profit Factor | 1.3 | 1.46 |
| Common Sense Ratio | 1.54 | 1.79 |
| CPC Index | 0.72 | 0.92 |
| Tail Ratio | 1.19 | 1.22 |
| Outlier Win Ratio | 3.15 | 3.22 |
| Outlier Loss Ratio | 3.78 | 3.65 |
| MTD | 1.0% | 3.21% |
| 3M | 13.12% | 13.94% |
| 6M | 15.24% | 22.82% |
| YTD | 14.83% | 22.04% |
| 1Y | 28.34% | 53.59% |
| 3Y (ann.) | 27.08% | 53.08% |
| 5Y (ann.) | 27.08% | 53.08% |
| 10Y (ann.) | 27.08% | 53.08% |
| All-time (ann.) | 27.08% | 53.08% |
| Best Day | 4.59% | 4.19% |
| Worst Day | -3.12% | -3.81% |
| Best Month | 9.97% | 11.26% |
| Worst Month | -9.47% | -7.82% |
| Best Year | 14.83% | 25.43% |
| Worst Year | 10.68% | 22.04% |
| Avg. Drawdown | -1.81% | -1.88% |
| Avg. Drawdown Days | 15 | 9 |
| Recovery Factor | 2.05 | 4.58 |
| Ulcer Index | 0.04 | 0.03 |
| Serenity Index | 0.73 | 2.69 |
| Avg. Up Month | 3.71% | 4.64% |
| Avg. Down Month | -5.68% | -4.34% |
| Win Days | 54.76% | 56.75% |
| Win Month | 76.92% | 84.62% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.81 |
| Alpha | - | 0.24 |
| Correlation | - | 68.18% |
| Treynor Ratio | - | 65.5% |
| Year | SCJ | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 10.68 | 25.43 | 2.38 | + |
| 2026 | 14.83 | 22.04 | 1.49 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-02 | 2026-05-05 | -9.72 | 65 |
| 2026-06-02 | 2026-06-16 | -5.29 | 15 |
| 2025-08-13 | 2025-09-10 | -4.89 | 29 |
| 2025-10-28 | 2025-11-11 | -4.26 | 15 |
| 2025-09-24 | 2025-10-24 | -3.79 | 31 |
| 2026-05-15 | 2026-05-29 | -3.67 | 15 |
| 2025-12-01 | 2025-12-18 | -3.19 | 18 |
| 2025-12-30 | 2026-01-08 | -2.66 | 10 |
| 2025-07-10 | 2025-07-16 | -2.38 | 7 |
| 2025-11-18 | 2025-11-24 | -2.35 | 7 |