| Metric | SPY | GONIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 92.0% |
| Cumulative Return | 17.98% | 2.64% |
| CAGR﹪ | 18.29% | 2.68% |
| Sharpe | 1.05 | -0.2 |
| Prob. Sharpe Ratio | 84.97% | 42.31% |
| Smart Sharpe | 1.03 | -0.19 |
| Sortino | 1.53 | -0.27 |
| Smart Sortino | 1.5 | -0.27 |
| Sortino/√2 | 1.08 | -0.19 |
| Smart Sortino/√2 | 1.06 | -0.19 |
| Omega | 1.25 | 1.08 |
| Max Drawdown | -8.88% | -4.26% |
| Max DD Date | 2026-03-30 | 2026-05-14 |
| Max DD Period Start | 2026-01-28 | 2025-12-31 |
| Max DD Period End | 2026-04-13 | 2026-07-23 |
| Longest DD Days | 76 | 205 |
| Volatility (ann.) | 13.03% | 5.84% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.07 | -0.07 |
| Calmar | 2.06 | 0.63 |
| Skew | -0.15 | -0.27 |
| Kurtosis | 1.03 | 0.78 |
| Ulcer Performance Index | 8.32 | 1.44 |
| Risk-Adjusted Return | 18.29% | 2.91% |
| Risk-Return Ratio | 0.09 | 0.03 |
| Avg. Return | 0.07% | 0.01% |
| Avg. Win | 0.68% | 0.31% |
| Avg. Loss | -0.68% | -0.36% |
| Win/Loss Ratio | 0.99 | 0.85 |
| Profit Ratio | 0.94 | 0.58 |
| Expected Daily | 0.07% | 0.01% |
| Expected Monthly | 1.28% | 0.2% |
| Expected Yearly | 8.62% | 1.31% |
| Kelly Criterion | 6.79% | -0.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.59% |
| Expected Shortfall (cVaR) | -1.72% | -0.79% |
| Max Consecutive Wins | 7 | 5 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.25 | 0.08 |
| Gain/Pain (1M) | 2.62 | 0.48 |
| Payoff Ratio | 0.99 | 0.85 |
| Profit Factor | 1.25 | 1.08 |
| Common Sense Ratio | 1.24 | 1.29 |
| CPC Index | 0.66 | 0.5 |
| Tail Ratio | 0.99 | 1.19 |
| Outlier Win Ratio | 2.87 | 3.16 |
| Outlier Loss Ratio | 3.19 | 2.64 |
| MTD | 1.08% | 0.66% |
| 3M | 3.82% | 4.11% |
| 6M | 19.96% | 1.67% |
| YTD | 14.4% | 0.92% |
| 1Y | 17.98% | 2.64% |
| 3Y (ann.) | 18.29% | 2.68% |
| 5Y (ann.) | 18.29% | 2.68% |
| 10Y (ann.) | 18.29% | 2.68% |
| All-time (ann.) | 18.29% | 2.68% |
| Best Day | 2.91% | 0.89% |
| Worst Day | -2.7% | -1.55% |
| Best Month | 10.51% | 4.91% |
| Worst Month | -4.94% | -1.89% |
| Best Year | 14.4% | 1.7% |
| Worst Year | 3.13% | 0.92% |
| Avg. Drawdown | -1.77% | -2.1% |
| Avg. Drawdown Days | 14 | 70 |
| Recovery Factor | 1.95 | 0.65 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 1.17 | 0.15 |
| Avg. Up Month | 1.35% | 1.63% |
| Avg. Down Month | -1.03% | -1.3% |
| Win Days | 53.63% | 53.95% |
| Win Month | 76.92% | 53.85% |
| Win Quarter | 80.0% | 40.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.04 |
| Alpha | - | 0.02 |
| Correlation | - | 8.49% |
| Treynor Ratio | - | 69.25% |
| Year | SPY | GONIX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 1.70 | 0.54 | - |
| 2026 | 14.40 | 0.92 | 0.06 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-12-31 | 2026-07-23 | -4.26 | 205 |
| 2026-07-30 | 2026-09-22 | -2.23 | 55 |
| 2025-09-24 | 2025-10-20 | -1.62 | 27 |
| 2025-10-23 | 2025-11-07 | -1.35 | 16 |
| 2025-11-14 | 2025-12-29 | -1.06 | 46 |