ADAIX vs SPY - 6 Months (Compounded)

17 Feb, 2026 - 11 Aug, 2026 (matched dates)

Key Performance Metrics

Metric	SPY	Strategy
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	74.0%
Cumulative Return	13.63%	2.55%
CAGR﹪	30.2%	5.35%
Sharpe	1.92	3.26
Prob. Sharpe Ratio	90.83%	98.8%
Smart Sharpe	1.85	3.15
Sortino	2.97	5.4
Smart Sortino	2.87	5.21
Sortino/√2	2.1	3.82
Smart Sortino/√2	2.03	3.69
Omega	1.37	1.72
Max Drawdown	-8.58%	-0.6%
Max DD Date	2026-03-30	2026-07-29
Max DD Period Start	2026-02-26	2026-07-16
Max DD Period End	2026-04-13	2026-08-11
Longest DD Days	59	31
Volatility (ann.)	14.28%	1.6%
R^2	0.07	0.07
Information Ratio	-0.1	-0.1
Calmar	3.52	8.88
Skew	-0.01	-0.01
Kurtosis	0.7	1.13
Ulcer Performance Index	5.34	13.85
Risk-Adjusted Return	30.2%	7.23%
Risk-Return Ratio	0.12	0.21
Avg. Return	0.08%	0.03%
Avg. Win	0.83%	0.11%
Avg. Loss	-0.85%	-0.11%
Win/Loss Ratio	0.97	0.94
Profit Ratio	0.99	0.26
Expected Daily	0.1%	0.02%
Expected Monthly	1.84%	0.36%
Expected Yearly	13.63%	2.55%
Kelly Criterion	7.01%	21.95%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.37%	-0.15%
Expected Shortfall (cVaR)	-1.67%	-0.18%
Max Consecutive Wins	7	5
Max Consecutive Losses	4	4
Gain/Pain Ratio	0.37	0.72
Gain/Pain (1M)	2.28	32.92
Payoff Ratio	0.97	0.94
Profit Factor	1.37	1.72
Common Sense Ratio	1.54	1.76
CPC Index	0.72	1.01
Tail Ratio	1.13	1.02
Outlier Win Ratio	3.21	3.31
Outlier Loss Ratio	2.76	2.05
MTD	3.15%	0.0%
3M	4.73%	0.76%
6M	13.63%	2.55%
YTD	13.63%	2.55%
1Y	13.63%	2.55%
3Y (ann.)	30.2%	5.35%
5Y (ann.)	30.2%	5.35%
10Y (ann.)	30.2%	5.35%
All-time (ann.)	30.2%	5.35%
Best Day	2.91%	0.38%
Worst Day	-2.58%	-0.31%
Best Month	10.51%	1.31%
Worst Month	-4.94%	-0.08%
Best Year	13.63%	2.55%
Worst Year	13.63%	2.55%
Avg. Drawdown	-1.4%	-0.2%
Avg. Drawdown Days	9	8
Recovery Factor	1.55	4.2
Ulcer Index	0.03	0.0
Serenity Index	0.76	3.27
Avg. Up Month	5.27%	0.77%
Avg. Down Month	-	-
Win Days	54.1%	62.22%
Win Month	71.43%	83.33%
Win Quarter	66.67%	100.0%
Win Year	100.0%	100.0%
Beta	-	0.03
Alpha	-	0.04
Correlation	-	26.96%
Treynor Ratio	-	84.51%