| Metric | SPY | GONIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 93.0% |
| Cumulative Return | 14.49% | 7.01% |
| CAGR﹪ | 14.74% | 7.13% |
| Sharpe | 0.85 | 0.58 |
| Prob. Sharpe Ratio | 79.91% | 71.49% |
| Smart Sharpe | 0.83 | 0.57 |
| Sortino | 1.24 | 0.81 |
| Smart Sortino | 1.22 | 0.81 |
| Sortino/√2 | 0.88 | 0.58 |
| Smart Sortino/√2 | 0.86 | 0.57 |
| Omega | 1.2 | 1.21 |
| 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.) | 12.9% | 5.92% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 1.66 | 1.68 |
| Skew | -0.02 | -0.3 |
| Kurtosis | 0.76 | 0.85 |
| Ulcer Performance Index | 6.7 | 3.87 |
| Risk-Adjusted Return | 14.74% | 7.67% |
| Risk-Return Ratio | 0.07 | 0.08 |
| Avg. Return | 0.05% | 0.03% |
| Avg. Win | 0.66% | 0.32% |
| Avg. Loss | -0.67% | -0.36% |
| Win/Loss Ratio | 0.99 | 0.9 |
| Profit Ratio | 1.02 | 0.57 |
| Expected Daily | 0.05% | 0.03% |
| Expected Monthly | 1.05% | 0.52% |
| Expected Yearly | 7.0% | 3.45% |
| Kelly Criterion | 3.7% | 7.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.58% |
| Expected Shortfall (cVaR) | -1.66% | -0.78% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.2 | 0.21 |
| Gain/Pain (1M) | 1.85 | 1.3 |
| Payoff Ratio | 0.99 | 0.9 |
| Profit Factor | 1.2 | 1.21 |
| Common Sense Ratio | 1.2 | 1.37 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 0.99 | 1.13 |
| Outlier Win Ratio | 2.83 | 3.19 |
| Outlier Loss Ratio | 3.0 | 2.66 |
| MTD | 1.47% | 1.28% |
| 3M | 1.46% | 4.89% |
| 6M | 7.34% | 8.7% |
| YTD | 13.43% | 5.44% |
| 1Y | 14.49% | 7.01% |
| 3Y (ann.) | 14.74% | 7.13% |
| 5Y (ann.) | 14.74% | 7.13% |
| 10Y (ann.) | 14.74% | 7.13% |
| All-time (ann.) | 14.74% | 7.13% |
| Best Day | 2.91% | 0.9% |
| Worst Day | -2.58% | -1.55% |
| Best Month | 10.51% | 4.91% |
| Worst Month | -4.94% | -1.89% |
| Best Year | 13.43% | 5.44% |
| Worst Year | 0.94% | 1.49% |
| Avg. Drawdown | -1.8% | -1.38% |
| Avg. Drawdown Days | 14 | 47 |
| Recovery Factor | 1.62 | 1.63 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 0.95 | 0.39 |
| Avg. Up Month | 1.56% | 1.62% |
| Avg. Down Month | -1.03% | -1.3% |
| Win Days | 52.02% | 56.09% |
| Win Month | 61.54% | 69.23% |
| Win Quarter | 80.0% | 60.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.05 |
| Alpha | - | 0.06 |
| Correlation | - | 10.27% |
| Treynor Ratio | - | 149.04% |
| Year | SPY | GONIX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 1.49 | 1.59 | + |
| 2026 | 13.43 | 5.44 | 0.41 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-12-31 | 2026-07-23 | -4.26 | 205 |
| 2026-07-30 | 2026-09-24 | -2.23 | 57 |
| 2025-11-14 | 2025-12-29 | -1.06 | 46 |
| 2026-10-28 | 2026-11-03 | -0.95 | 7 |
| 2026-10-06 | 2026-10-13 | -0.84 | 8 |
| 2026-10-16 | 2026-10-19 | -0.26 | 4 |
| 2025-11-06 | 2025-11-06 | -0.07 | 1 |