| Metric | SPY | ATRAX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 98.0% |
| Cumulative Return | 14.39% | 0.97% |
| CAGR﹪ | 14.51% | 0.97% |
| Sharpe | 0.83 | -0.01 |
| Prob. Sharpe Ratio | 79.61% | 49.6% |
| Smart Sharpe | 0.82 | -0.01 |
| Sortino | 1.22 | -0.01 |
| Smart Sortino | 1.2 | -0.01 |
| Sortino/√2 | 0.86 | -0.01 |
| Smart Sortino/√2 | 0.85 | -0.01 |
| Omega | 1.2 | 1.03 |
| Max Drawdown | -8.88% | -22.62% |
| Max DD Date | 2026-03-30 | 2026-04-02 |
| Max DD Period Start | 2026-01-28 | 2026-01-12 |
| Max DD Period End | 2026-04-13 | 2026-09-10 |
| Longest DD Days | 76 | 242 |
| Volatility (ann.) | 12.86% | 22.23% |
| R^2 | 0.46 | 0.46 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | 1.63 | 0.04 |
| Skew | -0.02 | -0.35 |
| Kurtosis | 0.78 | 3.95 |
| Ulcer Performance Index | 6.68 | 0.12 |
| Risk-Adjusted Return | 14.51% | 0.99% |
| Risk-Return Ratio | 0.07 | 0.01 |
| Avg. Return | 0.06% | 0.01% |
| Avg. Win | 0.71% | 1.03% |
| Avg. Loss | -0.72% | -1.21% |
| Win/Loss Ratio | 1.0 | 0.85 |
| Profit Ratio | 1.02 | 0.68 |
| Expected Daily | 0.05% | 0.0% |
| Expected Monthly | 1.04% | 0.07% |
| Expected Yearly | 6.95% | 0.48% |
| Kelly Criterion | 3.78% | 0.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.29% |
| Expected Shortfall (cVaR) | -1.66% | -3.51% |
| Max Consecutive Wins | 7 | 10 |
| Max Consecutive Losses | 4 | 6 |
| Gain/Pain Ratio | 0.2 | 0.03 |
| Gain/Pain (1M) | 1.83 | 0.1 |
| Payoff Ratio | 1.0 | 0.85 |
| Profit Factor | 1.2 | 1.03 |
| Common Sense Ratio | 1.19 | 0.76 |
| CPC Index | 0.62 | 0.48 |
| Tail Ratio | 0.99 | 0.74 |
| Outlier Win Ratio | 2.84 | 4.86 |
| Outlier Loss Ratio | 3.01 | 3.91 |
| MTD | 1.47% | -2.34% |
| 3M | 1.46% | 2.22% |
| 6M | 6.94% | 9.29% |
| YTD | 13.33% | -0.05% |
| 1Y | 14.39% | 0.97% |
| 3Y (ann.) | 14.51% | 0.97% |
| 5Y (ann.) | 14.51% | 0.97% |
| 10Y (ann.) | 14.51% | 0.97% |
| All-time (ann.) | 14.51% | 0.97% |
| Best Day | 2.91% | 5.37% |
| Worst Day | -2.58% | -6.47% |
| Best Month | 10.51% | 11.0% |
| Worst Month | -4.94% | -17.11% |
| Best Year | 13.33% | 1.01% |
| Worst Year | 0.94% | -0.05% |
| Avg. Drawdown | -1.74% | -6.65% |
| Avg. Drawdown Days | 14 | 58 |
| Recovery Factor | 1.61 | 0.15 |
| Ulcer Index | 0.02 | 0.08 |
| Serenity Index | 0.94 | 0.03 |
| Avg. Up Month | 4.63% | 6.19% |
| Avg. Down Month | -2.92% | -10.66% |
| Win Days | 52.0% | 54.1% |
| Win Month | 61.54% | 53.85% |
| Win Quarter | 80.0% | 60.0% |
| Win Year | 100.0% | 50.0% |
| Beta | - | 1.17 |
| Alpha | - | -0.13 |
| Correlation | - | 67.54% |
| Treynor Ratio | - | 0.83% |
| Year | SPY | ATRAX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 1.01 | 1.08 | + |
| 2026 | 13.33 | -0.05 | -0.00 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-01-12 | 2026-09-10 | -22.62 | 242 |
| 2026-09-14 | 2026-11-04 | -8.52 | 52 |
| 2025-11-06 | 2025-12-18 | -6.11 | 43 |
| 2025-12-29 | 2026-01-02 | -0.98 | 5 |
| 2026-01-07 | 2026-01-08 | -0.87 | 2 |
| 2025-12-23 | 2025-12-23 | -0.81 | 1 |