| Metric | SPY | QSPIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 93.0% |
| Cumulative Return | 6.48% | 16.01% |
| CAGR﹪ | 13.27% | 34.26% |
| Sharpe | 0.78 | 2.79 |
| Prob. Sharpe Ratio | 70.87% | 97.61% |
| Smart Sharpe | 0.75 | 2.75 |
| Sortino | 1.14 | 4.59 |
| Smart Sortino | 1.09 | 4.53 |
| Sortino/√2 | 0.8 | 3.25 |
| Smart Sortino/√2 | 0.77 | 3.2 |
| Omega | 1.19 | 1.65 |
| Max Drawdown | -4.49% | -3.14% |
| Max DD Date | 2026-06-10 | 2026-07-02 |
| Max DD Period Start | 2026-06-03 | 2026-06-09 |
| Max DD Period End | 2026-07-31 | 2026-07-16 |
| Longest DD Days | 59 | 38 |
| Volatility (ann.) | 12.4% | 9.44% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.07 | 0.07 |
| Calmar | 2.95 | 10.9 |
| Skew | -0.15 | -0.02 |
| Kurtosis | 0.59 | -0.3 |
| Ulcer Performance Index | 3.89 | 14.32 |
| Risk-Adjusted Return | 13.27% | 36.84% |
| Risk-Return Ratio | 0.07 | 0.2 |
| Avg. Return | 0.06% | 0.13% |
| Avg. Win | 0.65% | 0.54% |
| Avg. Loss | -0.49% | -0.5% |
| Win/Loss Ratio | 1.33 | 1.07 |
| Profit Ratio | 1.15 | 0.69 |
| Expected Daily | 0.05% | 0.12% |
| Expected Monthly | 0.9% | 2.14% |
| Expected Yearly | 6.48% | 16.01% |
| Kelly Criterion | 13.13% | 18.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -0.86% |
| Expected Shortfall (cVaR) | -1.63% | -1.08% |
| Max Consecutive Wins | 4 | 6 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.19 | 0.65 |
| Gain/Pain (1M) | 3.26 | 34.09 |
| Payoff Ratio | 1.33 | 1.07 |
| Profit Factor | 1.19 | 1.65 |
| Common Sense Ratio | 1.47 | 2.01 |
| CPC Index | 0.8 | 1.02 |
| Tail Ratio | 1.23 | 1.22 |
| Outlier Win Ratio | 2.66 | 2.64 |
| Outlier Loss Ratio | 3.07 | 2.44 |
| MTD | 1.47% | -0.27% |
| 3M | 1.46% | 10.6% |
| 6M | 6.48% | 16.01% |
| YTD | 6.48% | 16.01% |
| 1Y | 6.48% | 16.01% |
| 3Y (ann.) | 13.27% | 34.26% |
| 5Y (ann.) | 13.27% | 34.26% |
| 10Y (ann.) | 13.27% | 34.26% |
| All-time (ann.) | 13.27% | 34.26% |
| Best Day | 1.8% | 1.67% |
| Worst Day | -2.58% | -1.43% |
| Best Month | 4.52% | 5.58% |
| Worst Month | -1.03% | -0.27% |
| Best Year | 6.48% | 16.01% |
| Worst Year | 6.48% | 16.01% |
| Avg. Drawdown | -1.57% | -1.1% |
| Avg. Drawdown Days | 17 | 7 |
| Recovery Factor | 1.48 | 4.8 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 0.91 | 3.17 |
| Avg. Up Month | 1.36% | 4.02% |
| Avg. Down Month | - | - |
| Win Days | 50.39% | 57.63% |
| Win Month | 57.14% | 71.43% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.05 |
| Alpha | - | 0.31 |
| Correlation | - | -6.28% |
| Treynor Ratio | - | -334.57% |
| Year | SPY | QSPIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 6.48 | 16.01 | 2.47 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-09 | 2026-07-16 | -3.14 | 38 |
| 2026-10-22 | 2026-11-04 | -2.72 | 14 |
| 2026-08-03 | 2026-08-17 | -2.35 | 15 |
| 2026-05-27 | 2026-05-29 | -1.55 | 3 |
| 2026-09-18 | 2026-09-25 | -1.45 | 8 |
| 2026-09-08 | 2026-09-11 | -1.30 | 4 |
| 2026-09-29 | 2026-10-07 | -1.08 | 9 |
| 2026-05-19 | 2026-05-22 | -1.04 | 4 |
| 2026-05-06 | 2026-05-14 | -0.94 | 9 |
| 2026-08-19 | 2026-08-20 | -0.78 | 2 |