| Metric | SPY | EMEQ |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 18.6% | 43.7% |
| CAGR﹪ | 40.67% | 106.49% |
| Sharpe | 2.32 | 1.63 |
| Prob. Sharpe Ratio | 95.04% | 86.99% |
| Smart Sharpe | 2.3 | 1.47 |
| Sortino | 3.78 | 2.4 |
| Smart Sortino | 3.75 | 2.16 |
| Sortino/√2 | 2.67 | 1.7 |
| Smart Sortino/√2 | 2.65 | 1.53 |
| Omega | 1.54 | 1.33 |
| Max Drawdown | -4.49% | -26.25% |
| Max DD Date | 2026-06-10 | 2026-07-29 |
| Max DD Period Start | 2026-06-03 | 2026-06-23 |
| Max DD Period End | 2026-07-31 | 2026-09-22 |
| Longest DD Days | 59 | 92 |
| Volatility (ann.) | 13.55% | 49.96% |
| R^2 | 0.5 | 0.5 |
| Information Ratio | 0.08 | 0.08 |
| Calmar | 9.05 | 4.06 |
| Skew | 0.1 | -0.38 |
| Kurtosis | 1.12 | 1.46 |
| Ulcer Performance Index | 11.86 | 3.52 |
| Risk-Adjusted Return | 40.67% | 106.49% |
| Risk-Return Ratio | 0.16 | 0.11 |
| Avg. Return | 0.14% | 0.34% |
| Avg. Win | 0.8% | 2.69% |
| Avg. Loss | -0.65% | -2.76% |
| Win/Loss Ratio | 1.24 | 0.98 |
| Profit Ratio | 1.12 | 0.66 |
| Expected Daily | 0.14% | 0.29% |
| Expected Monthly | 2.47% | 5.32% |
| Expected Yearly | 18.6% | 43.7% |
| Kelly Criterion | 16.97% | 16.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -4.84% |
| Expected Shortfall (cVaR) | -1.77% | -6.82% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 6 |
| Gain/Pain Ratio | 0.54 | 0.33 |
| Gain/Pain (1M) | 10.92 | 2.06 |
| Payoff Ratio | 1.24 | 0.98 |
| Profit Factor | 1.54 | 1.33 |
| Common Sense Ratio | 2.01 | 1.35 |
| CPC Index | 1.03 | 0.76 |
| Tail Ratio | 1.3 | 1.01 |
| Outlier Win Ratio | 3.21 | 3.41 |
| Outlier Loss Ratio | 3.16 | 3.24 |
| MTD | 1.08% | 6.21% |
| 3M | 3.82% | -9.1% |
| 6M | 18.6% | 43.7% |
| YTD | 18.6% | 43.7% |
| 1Y | 18.6% | 43.7% |
| 3Y (ann.) | 40.67% | 106.49% |
| 5Y (ann.) | 40.67% | 106.49% |
| 10Y (ann.) | 40.67% | 106.49% |
| All-time (ann.) | 40.67% | 106.49% |
| Best Day | 2.91% | 8.82% |
| Worst Day | -2.58% | -11.57% |
| Best Month | 10.51% | 24.41% |
| Worst Month | -1.03% | -15.17% |
| Best Year | 18.6% | 43.7% |
| Worst Year | 18.6% | 43.7% |
| Avg. Drawdown | -1.13% | -6.24% |
| Avg. Drawdown Days | 9 | 13 |
| Recovery Factor | 3.9 | 1.62 |
| Ulcer Index | 0.02 | 0.12 |
| Serenity Index | 2.75 | 0.43 |
| Avg. Up Month | 4.88% | 13.98% |
| Avg. Down Month | -0.77% | -5.5% |
| Win Days | 53.97% | 58.73% |
| Win Month | 71.43% | 71.43% |
| Win Quarter | 66.67% | 33.33% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 2.6 |
| Alpha | - | -0.06 |
| Correlation | - | 70.53% |
| Treynor Ratio | - | 16.8% |
| Year | SPY | EMEQ | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.60 | 43.70 | 2.35 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-23 | 2026-09-22 | -26.25 | 92 |
| 2026-06-03 | 2026-06-17 | -14.27 | 15 |
| 2026-03-24 | 2026-04-07 | -9.40 | 15 |
| 2026-05-12 | 2026-05-22 | -8.74 | 11 |
| 2026-04-20 | 2026-04-21 | -2.49 | 2 |
| 2026-04-23 | 2026-04-23 | -2.14 | 1 |
| 2026-05-07 | 2026-05-07 | -2.09 | 1 |
| 2026-04-28 | 2026-04-29 | -1.27 | 2 |
| 2026-04-09 | 2026-04-10 | -0.86 | 2 |
| 2026-05-29 | 2026-05-29 | -0.82 | 1 |