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

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Commodities Momentum Core

ActiveFuturesMT5

taro.iqConnected·Commodities momentum · daysView trader

Return (all)

+10.3%

230 days of history

Max drawdown

12.4%

Current 7.5%

Sortino

1.22

Sharpe 0.86 · PSR 0.75

Compliance

6/7

86% of Epochs kept

Risk score

41 · Medium

Capacity used

73%

218/300 seats · $900k

Performance

Strategy NAV vs. realized follower results

Return 1Y: +10.3%
CAGR: +16.8%
Sharpe: 0.86
Volatility: 20.5%
Max drawdown: 12.4%
Best / worst day: +3.5% / −3.9%
Up days: 53%
vs BTC: −15.8%

Oct 6, 2026Strategy+10.30%NAV1.1030Followers+10.27%Day+0.23%

Time-weighted return (cash-flow adjusted NAV) · bars = daily return · followers shown after slippage & fees

Equity curve

Growth of a starting balance, with high-water mark and time below peak

Final equity: $11,030
Net profit: +$1,030
Peak equity: $11,925
Max drawdown ($): −$1,479

Equity High-water mark Below peak

Drawdown

Underwater curve with the current contract's max drawdown limit

Daily P&L

Every trading day's result — browse month by month

Profitable days: 53%
Avg up / down day: +0.82% / −0.81%
Best / worst day: +3.51% / −3.85%
Longest up / down streak: 9 / 4 days

Sep 2026

Month +4.9%15/30 up daysAvg +0.17%

MoMon	TuTue	WeWed	ThThu	FrFri	SaSat	SuSun	Wk
	1 −0.2%	2 −1.3%	3 +1.1%	4 −0.6%	5 −2.0%	6 −0.5%	−3.6%
7 +1.3%	8 −1.4%	9 +3.5%	10 −0.1%	11 −0.1%	12 +0.5%	13 +1.3%	+5.0%
14 +0.3%	15 +0.7%	16 −0.0%	17 +0.1%	18 +1.7%	19 −0.4%	20 −0.0%	+2.3%
21 −0.6%	22 −2.1%	23 +0.6%	24 −1.2%	25 −0.2%	26 +0.5%	27 +1.1%	−2.0%
28 +2.5%	29 +0.4%	30 +0.3%					+3.3%

Daily time-weighted returns in %. Color intensity clamped at ±3%. Days with no data are greyed out.

Monthly returns

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	—	−1.6	+4.6	+11.3	−0.8	+2.2	−10.0	+5.3	+4.9	−4.4	—	—	+10.3%

Monthly returns in %, color clamped at ±10%.

About this strategy

Momentum in energy and metals with inventory-report blackout windows.

Style: Commodities momentum · days
Instruments: UKOIL, USOIL, COPPER
Avg holding time: 3.1 days
Live since: Feb 18, 2026

Risk flags

Behavior detection on the full trade history

No risk flags detected