| Metric | SPY | GONIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 95.0% |
| Cumulative Return | 6.48% | 8.7% |
| CAGR﹪ | 13.27% | 18.0% |
| Sharpe | 0.78 | 2.37 |
| Prob. Sharpe Ratio | 70.87% | 95.18% |
| Smart Sharpe | 0.75 | 2.13 |
| Sortino | 1.14 | 3.68 |
| Smart Sortino | 1.09 | 3.31 |
| Sortino/√2 | 0.8 | 2.6 |
| Smart Sortino/√2 | 0.77 | 2.34 |
| Omega | 1.19 | 1.62 |
| Max Drawdown | -4.49% | -2.23% |
| Max DD Date | 2026-06-10 | 2026-08-11 |
| Max DD Period Start | 2026-06-03 | 2026-07-30 |
| Max DD Period End | 2026-07-31 | 2026-09-24 |
| Longest DD Days | 59 | 57 |
| Volatility (ann.) | 12.4% | 5.56% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | 0.02 | 0.02 |
| Calmar | 2.95 | 8.06 |
| Skew | -0.15 | -0.13 |
| Kurtosis | 0.59 | 0.14 |
| Ulcer Performance Index | 3.89 | 11.94 |
| Risk-Adjusted Return | 13.27% | 18.95% |
| Risk-Return Ratio | 0.07 | 0.19 |
| Avg. Return | 0.07% | 0.07% |
| Avg. Win | 0.58% | 0.33% |
| Avg. Loss | -0.69% | -0.29% |
| Win/Loss Ratio | 0.84 | 1.13 |
| Profit Ratio | 1.15 | 0.52 |
| Expected Daily | 0.05% | 0.07% |
| Expected Monthly | 0.9% | 1.2% |
| Expected Yearly | 6.48% | 8.7% |
| Kelly Criterion | -8.59% | 27.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -0.51% |
| Expected Shortfall (cVaR) | -1.63% | -0.64% |
| Max Consecutive Wins | 4 | 7 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.19 | 0.62 |
| Gain/Pain (1M) | 3.26 | 4.5 |
| Payoff Ratio | 0.84 | 1.13 |
| Profit Factor | 1.19 | 1.62 |
| Common Sense Ratio | 1.47 | 1.95 |
| CPC Index | 0.5 | 1.13 |
| Tail Ratio | 1.23 | 1.2 |
| Outlier Win Ratio | 2.66 | 3.17 |
| Outlier Loss Ratio | 3.07 | 2.43 |
| MTD | 1.47% | 1.28% |
| 3M | 1.46% | 4.89% |
| 6M | 6.48% | 8.7% |
| YTD | 6.48% | 8.7% |
| 1Y | 6.48% | 8.7% |
| 3Y (ann.) | 13.27% | 18.0% |
| 5Y (ann.) | 13.27% | 18.0% |
| 10Y (ann.) | 13.27% | 18.0% |
| All-time (ann.) | 13.27% | 18.0% |
| Best Day | 1.8% | 0.9% |
| Worst Day | -2.58% | -0.89% |
| Best Month | 4.52% | 4.91% |
| Worst Month | -1.03% | -1.3% |
| Best Year | 6.48% | 8.7% |
| Worst Year | 6.48% | 8.7% |
| Avg. Drawdown | -1.57% | -0.84% |
| Avg. Drawdown Days | 17 | 12 |
| Recovery Factor | 1.48 | 3.77 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 0.91 | 2.27 |
| Avg. Up Month | 2.01% | 2.2% |
| Avg. Down Month | -1.03% | -1.3% |
| Win Days | 50.39% | 61.67% |
| Win Month | 57.14% | 71.43% |
| Win Quarter | 100.0% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.03 |
| Alpha | - | 0.16 |
| Correlation | - | 7.8% |
| Treynor Ratio | - | 248.77% |
| Year | SPY | GONIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 6.48 | 8.70 | 1.34 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-07-30 | 2026-09-24 | -2.23 | 57 |
| 2026-06-17 | 2026-07-06 | -1.83 | 20 |
| 2026-05-08 | 2026-05-28 | -1.30 | 21 |
| 2026-06-02 | 2026-06-12 | -1.09 | 11 |
| 2026-10-28 | 2026-11-03 | -0.95 | 7 |
| 2026-10-06 | 2026-10-13 | -0.84 | 8 |
| 2026-07-23 | 2026-07-23 | -0.33 | 1 |
| 2026-10-16 | 2026-10-19 | -0.26 | 4 |
| 2026-07-17 | 2026-07-20 | -0.20 | 4 |
| 2026-05-06 | 2026-05-06 | -0.14 | 1 |