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OperationalRisk Engine 14msEpoch ends in —Solanaslot —· 0.4s

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AI Leaders Momentum

ActiveStocksMT5

priya.kVerified+·Momentum · swingView trader

Return 12m

+39.2%

380 days of history

Max drawdown

14.2%

Current 1.2%

Sortino

2.56

Sharpe 1.85 · PSR 0.96

Compliance

11/12

92% of Epochs kept

Risk score

46 · Medium

Capacity used

96%

288/300 seats · $900k

Trade analytics

Last 240 closed trades · risk measured at the initial stop

Avg risk / trade

0.80%

median 0.81% · max 1.01%

Avg planned R:R

1 : 2.05

target distance ÷ stop distance

Realized R:R

1 : 2.08

avg win +1.79R · avg loss −0.86R

Expectancy

+0.50R

per trade

SQN

3.65

Excellent

Kelly fraction

27.9%

optimal f · use ¼–½ in practice

Win rate

51.2%

profit factor 2.19

Consecutive W / L

7 / 7

longest streaks

Largest win / loss

+2.8R / −1.4R

Avg hold

6.3d / 6.2d

winners / losers

Avg MAE / MFE

0.61R / 1.32R

adverse / favorable excursion

Capture ratio

84%

of MFE kept by winners

R-multiple distribution

How many trades ended at each multiple of initial risk

Cumulative R

Trade-by-trade equity in R units · total +120.0R

Risk per trade

% of equity at risk on each trade, with the average line

Performance by time

Total R by day of week or close hour (UTC)

Long vs short

	Long	Short
Trades	147	93
Win rate	54%	46%
Expectancy	+0.59R	+0.36R
Total R	+86.1R	+33.8R
Equity PnL	+65.8%	+27.6%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 2, 22:46	ARM long	0.62%	1:2.3	+2.52R	17.0d
Oct 2, 11:22	NVDA short	0.68%	1:1.9	−0.79R	14.7d
Oct 2, 20:21	NVDA long	0.79%	1:1.7	−0.76R	2.4h
Oct 1, 02:23	AMD long	0.78%	1:2.2	+1.92R	14.0d
Sep 30, 22:39	TSM short	0.85%	1:2.2	−0.98R	5.7d
Sep 30, 23:37	ARM short	0.77%	1:2.0	−1.00R	4.3d
Sep 25, 01:17	NVDA long	0.83%	1:2.4	−0.71R	1.2d
Sep 24, 20:16	NVDA long	0.81%	1:2.2	−0.94R	5.7d
Sep 23, 02:10	NVDA short	0.99%	1:2.0	−0.81R	4.9d
Sep 18, 14:53	NVDA short	0.76%	1:2.5	+2.78R	7.5d
Sep 18, 04:03	TSM long	0.97%	1:2.4	+1.32R	9.1d
Sep 18, 00:12	TSM short	0.91%	1:2.1	−0.77R	1.0d

Performance statistics

Based on 240 trades over 380 days. Metric set v1.4 · recomputable from raw exchange data.

Trailing returns

Strategy NAV, realized follower results after costs, and BTC over the same windows

Period	1W	1M	3M	6M	YTD	1Y	All
Strategy	−1.2%	+3.1%	+17.9%	+10.9%	+31.7%	+39.2%	+40.0%
Followers	−1.2%	+3.1%	+17.8%	+10.8%	+31.4%	+38.7%	+39.5%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+72.5%
Excess vs BTC	−1.6%	+2.1%	+6.6%	−60.3%	−24.0%	−30.3%	−32.5%

Returns

Return 1m: +3.1%
Return 3m: +17.9%
Return 12m: +39.2%
Return since start: +40.0%
CAGR: +38.1%

Risk

Max drawdown: 14.2%
Volatility (ann.): 18.4%
Downside deviation: 13.3%
Ulcer index: 5.94%
VaR / CVaR 95% (daily): 1.39% / 2.20%
VaR / CVaR 99% (daily): 3.19% / 4.58%
Longest time under water: 133 days
Max / avg leverage: 2.3x / 1x
Top-3 trades share of PnL: 18%

Risk-adjusted

Sharpe: 1.85
Sortino: 2.56
Calmar: 2.69
Recovery factor: 2.82
Probabilistic Sharpe (PSR): 0.96
Omega ratio: 1.30
Gain-to-pain: 0.30

Trades

Trades: 240
Win rate: 49%
Payoff ratio: 1.90
Profit factor: 1.83
Expectancy: 4 bps
Tail ratio: 2.7
Avg holding time: 5.8 d

Consistency

Profitable months: 64%
Equity curve R²: 0.76
Longest losing streak: 6 days
Skew / kurtosis: -1.04 / 8.7
Consistency score: 70/100

Benchmark (vs BTC)

Beta: 0.05
Alpha (ann.): +30.3%
Correlation / R²: 0.17 / 0.03
Up / down capture: 10% / 3%
Tracking error: 56.6%
Information ratio: -0.61

Strategy vs BTC

Daily return pairs with the regression fit (slope = beta), and how beta and correlation change over time

Daily return pair365 daysFit · β0.05

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.12Correlation0.30

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d3.60Volatility 90d19.1%

Volatility (ann.)

Return distribution

Daily returns vs a fitted normal curve — bars beyond the curve are fat-tail days

Up daysDown daysNormal fitVaR 95%−1.39%

Worst drawdowns

The five deepest peak-to-trough episodes and how long recovery took

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−14.2%	Apr 5, 2026	Jun 25, 2026	Aug 17, 2026	81 d	53 d
2	−6.6%	Oct 20, 2025	Nov 16, 2025	Dec 26, 2025	27 d	40 d
3	−5.4%	Jan 6, 2026	Jan 23, 2026	Feb 1, 2026	17 d	9 d
4	−4.0%	Aug 28, 2026	Sep 19, 2026	Sep 28, 2026	22 d	9 d
5	−1.9%	Mar 14, 2026	Mar 22, 2026	Mar 25, 2026	8 d	3 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

60%

56%

59%

57%

61%

43%

69%

Exposure

Gross exposure, % of equity (last 120 days), and where it sits

Gross exposure43% of equityPeak92%

Average share of exposure

TSM34% · 20.5%
NVDA34% · 20.5%
ARM23% · 13.8%
AMD8% · 4.8%

Performance by instrument

Share of net PnL