| Metric | SPY | GONIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 92.0% |
| Cumulative Return | 18.71% | 1.6% |
| CAGR﹪ | 41.7% | 3.28% |
| Sharpe | 2.36 | -0.03 |
| Prob. Sharpe Ratio | 95.19% | 49.05% |
| Smart Sharpe | 2.32 | -0.03 |
| Sortino | 3.85 | -0.05 |
| Smart Sortino | 3.78 | -0.04 |
| Sortino/√2 | 2.72 | -0.03 |
| Smart Sortino/√2 | 2.68 | -0.03 |
| Omega | 1.55 | 1.1 |
| Max Drawdown | -4.49% | -3.68% |
| Max DD Date | 2026-06-10 | 2026-05-14 |
| Max DD Period Start | 2026-06-03 | 2026-04-21 |
| Max DD Period End | 2026-07-31 | 2026-07-21 |
| Longest DD Days | 59 | 92 |
| Volatility (ann.) | 13.64% | 5.77% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.14 | -0.14 |
| Calmar | 9.28 | 0.89 |
| Skew | 0.09 | -0.19 |
| Kurtosis | 1.08 | -0.1 |
| Ulcer Performance Index | 11.84 | 0.9 |
| Risk-Adjusted Return | 41.7% | 3.56% |
| Risk-Return Ratio | 0.17 | 0.04 |
| Avg. Return | 0.14% | 0.01% |
| Avg. Win | 0.75% | 0.34% |
| Avg. Loss | -0.69% | -0.38% |
| Win/Loss Ratio | 1.08 | 0.89 |
| Profit Ratio | 1.12 | 0.54 |
| Expected Daily | 0.14% | 0.01% |
| Expected Monthly | 2.48% | 0.23% |
| Expected Yearly | 18.71% | 1.6% |
| Kelly Criterion | 11.42% | 5.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -0.58% |
| Expected Shortfall (cVaR) | -1.77% | -0.72% |
| Max Consecutive Wins | 7 | 5 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.55 | 0.1 |
| Gain/Pain (1M) | 10.98 | 0.4 |
| Payoff Ratio | 1.08 | 0.89 |
| Profit Factor | 1.55 | 1.1 |
| Common Sense Ratio | 2.03 | 1.08 |
| CPC Index | 0.9 | 0.54 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 3.2 | 2.98 |
| Outlier Loss Ratio | 3.14 | 2.58 |
| MTD | 1.08% | 0.66% |
| 3M | 3.82% | 4.11% |
| 6M | 18.71% | 1.6% |
| YTD | 18.71% | 1.6% |
| 1Y | 18.71% | 1.6% |
| 3Y (ann.) | 41.7% | 3.28% |
| 5Y (ann.) | 41.7% | 3.28% |
| 10Y (ann.) | 41.7% | 3.28% |
| All-time (ann.) | 41.7% | 3.28% |
| Best Day | 2.91% | 0.87% |
| Worst Day | -2.58% | -0.94% |
| Best Month | 10.51% | 4.91% |
| Worst Month | -1.03% | -1.89% |
| Best Year | 18.71% | 1.6% |
| Worst Year | 18.71% | 1.6% |
| Avg. Drawdown | -1.19% | -1.47% |
| Avg. Drawdown Days | 9 | 28 |
| Recovery Factor | 3.92 | 0.45 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 2.76 | 0.1 |
| Avg. Up Month | 2.16% | 1.99% |
| Avg. Down Month | -0.9% | -0.88% |
| Win Days | 54.03% | 55.26% |
| Win Month | 71.43% | 42.86% |
| Win Quarter | 66.67% | 33.33% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.03 |
| Alpha | - | 0.02 |
| Correlation | - | 8.13% |
| Treynor Ratio | - | 46.5% |
| Year | SPY | GONIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.71 | 1.60 | 0.09 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-04-21 | 2026-07-21 | -3.68 | 92 |
| 2026-07-30 | 2026-09-22 | -2.23 | 55 |
| 2026-04-09 | 2026-04-17 | -1.21 | 9 |
| 2026-03-24 | 2026-04-02 | -1.14 | 10 |
| 2026-07-23 | 2026-07-23 | -0.33 | 1 |
| 2026-04-07 | 2026-04-07 | -0.20 | 1 |