| Metric | SPY | ADAIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 70.0% |
| Cumulative Return | 14.39% | 3.93% |
| CAGR﹪ | 14.51% | 3.96% |
| Sharpe | 0.83 | 0.15 |
| Prob. Sharpe Ratio | 79.61% | 55.86% |
| Smart Sharpe | 0.82 | 0.14 |
| Sortino | 1.22 | 0.21 |
| Smart Sortino | 1.2 | 0.2 |
| Sortino/√2 | 0.86 | 0.15 |
| Smart Sortino/√2 | 0.85 | 0.14 |
| Omega | 1.2 | 1.52 |
| Max Drawdown | -8.88% | -0.6% |
| Max DD Date | 2026-03-30 | 2026-07-29 |
| Max DD Period Start | 2026-01-28 | 2026-07-16 |
| Max DD Period End | 2026-04-13 | 2026-08-13 |
| Longest DD Days | 76 | 56 |
| Volatility (ann.) | 12.86% | 1.57% |
| R^2 | 0.06 | 0.06 |
| Information Ratio | -0.05 | -0.05 |
| Calmar | 1.63 | 6.58 |
| Skew | -0.02 | 0.09 |
| Kurtosis | 0.78 | 0.68 |
| Ulcer Performance Index | 6.68 | 17.81 |
| Risk-Adjusted Return | 14.51% | 5.66% |
| Risk-Return Ratio | 0.07 | 0.16 |
| Avg. Return | 0.06% | 0.02% |
| Avg. Win | 0.75% | 0.11% |
| Avg. Loss | -0.75% | -0.11% |
| Win/Loss Ratio | 1.0 | 0.96 |
| Profit Ratio | 1.02 | 0.26 |
| Expected Daily | 0.05% | 0.02% |
| Expected Monthly | 1.04% | 0.3% |
| Expected Yearly | 6.95% | 1.94% |
| Kelly Criterion | 4.05% | 14.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.15% |
| Expected Shortfall (cVaR) | -1.66% | -0.18% |
| Max Consecutive Wins | 7 | 5 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.2 | 0.52 |
| Gain/Pain (1M) | 1.83 | 10.26 |
| Payoff Ratio | 1.0 | 0.96 |
| Profit Factor | 1.2 | 1.52 |
| Common Sense Ratio | 1.19 | 1.56 |
| CPC Index | 0.63 | 0.85 |
| Tail Ratio | 0.99 | 1.03 |
| Outlier Win Ratio | 2.84 | 3.64 |
| Outlier Loss Ratio | 3.01 | 2.23 |
| MTD | 1.47% | -0.08% |
| 3M | 1.46% | -0.0% |
| 6M | 6.94% | 0.91% |
| YTD | 13.33% | 3.35% |
| 1Y | 14.39% | 3.93% |
| 3Y (ann.) | 14.51% | 3.96% |
| 5Y (ann.) | 14.51% | 3.96% |
| 10Y (ann.) | 14.51% | 3.96% |
| All-time (ann.) | 14.51% | 3.96% |
| Best Day | 2.91% | 0.38% |
| Worst Day | -2.58% | -0.31% |
| Best Month | 10.51% | 1.31% |
| Worst Month | -4.94% | -0.23% |
| Best Year | 13.33% | 3.35% |
| Worst Year | 0.94% | 0.56% |
| Avg. Drawdown | -1.74% | -0.2% |
| Avg. Drawdown Days | 14 | 10 |
| Recovery Factor | 1.61 | 6.42 |
| Ulcer Index | 0.02 | 0.0 |
| Serenity Index | 0.94 | 3.62 |
| Avg. Up Month | 2.98% | 0.54% |
| Avg. Down Month | -0.89% | -0.15% |
| Win Days | 52.0% | 58.05% |
| Win Month | 61.54% | 76.92% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.03 |
| Alpha | - | 0.03 |
| Correlation | - | 23.81% |
| Treynor Ratio | - | 135.05% |
| Year | SPY | ADAIX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 0.56 | 0.59 | - |
| 2026 | 13.33 | 3.35 | 0.25 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-07-16 | 2026-08-13 | -0.60 | 29 |
| 2026-10-07 | 2026-11-04 | -0.53 | 29 |
| 2026-02-04 | 2026-03-31 | -0.46 | 56 |
| 2026-08-28 | 2026-09-23 | -0.45 | 27 |
| 2025-11-13 | 2025-12-16 | -0.31 | 34 |
| 2026-01-28 | 2026-02-02 | -0.23 | 6 |
| 2026-06-26 | 2026-06-30 | -0.23 | 5 |
| 2026-08-17 | 2026-08-24 | -0.23 | 8 |
| 2025-12-23 | 2025-12-29 | -0.16 | 7 |
| 2026-04-27 | 2026-04-30 | -0.15 | 4 |