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

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Earnings Drift

ActiveStocksMT5

priya.kVerified+·Post-earnings drift · daysView trader

Return 12m

+24.8%

640 days of history

Max drawdown

9.7%

Current 3.7%

Sortino

2.39

Sharpe 1.59 · PSR 0.98

Compliance

19/20

95% of Epochs kept

Risk score

34 · Low

Capacity used

60%

361/600 seats · $1.8M

Trade analytics

Last 330 closed trades · risk measured at the initial stop

Avg risk / trade

0.66%

median 0.64% · max 0.84%

Avg planned R:R

1 : 1.83

target distance ÷ stop distance

Realized R:R

1 : 1.78

avg win +1.51R · avg loss −0.85R

Expectancy

+0.41R

per trade

SQN

3.37

Excellent

Kelly fraction

27.1%

optimal f · use ¼–½ in practice

Win rate

53.3%

profit factor 2.04

Consecutive W / L

10 / 8

longest streaks

Largest win / loss

+2.4R / −1.4R

Avg hold

3.9d / 5.2d

winners / losers

Avg MAE / MFE

0.59R / 1.16R

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 +135.5R

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	179	151
Win rate	56%	50%
Expectancy	+0.47R	+0.35R
Total R	+83.3R	+52.2R
Equity PnL	+55.4%	+33.5%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 13:00	NVDA long	0.69%	1:1.4	+1.28R	12.7h
Sep 30, 20:15	AVGO long	0.79%	1:1.6	+1.33R	9.7h
Sep 28, 10:39	AMD short	0.75%	1:2.2	−0.92R	9.2d
Sep 25, 01:15	NVDA long	0.64%	1:1.9	+1.55R	4.3h
Sep 25, 05:25	AMD long	0.84%	1:1.9	−0.67R	4.0d
Sep 22, 08:11	AVGO long	0.54%	1:2.1	−0.92R	5.6d
Sep 18, 09:10	NVDA long	0.73%	1:1.8	+1.11R	10.1d
Sep 18, 20:36	NVDA short	0.73%	1:1.7	−1.02R	2.1d
Sep 14, 17:13	CRM long	0.79%	1:1.5	+1.60R	1.1d
Sep 9, 18:15	AVGO short	0.59%	1:1.5	−0.76R	2.8d
Sep 9, 05:09	NVDA short	0.84%	1:2.0	+1.97R	2.9d
Sep 7, 00:44	NVDA short	0.65%	1:1.4	+1.40R	1.6d

Performance statistics

Based on 330 trades over 640 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	−2.7%	−2.8%	+2.0%	+16.6%	+21.1%	+24.8%	+42.0%
Followers	−2.7%	−2.8%	+1.9%	+16.5%	+20.9%	+24.5%	+41.4%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+208.9%
Excess vs BTC	−3.1%	−3.8%	−9.3%	−54.6%	−34.6%	−44.7%	−166.9%

Returns

Return 1m: −2.8%
Return 3m: +2.0%
Return 12m: +24.8%
Return since start: +42.0%
CAGR: +22.2%

Risk

Max drawdown: 9.7%
Volatility (ann.): 13.1%
Downside deviation: 8.7%
Ulcer index: 3.39%
VaR / CVaR 95% (daily): 0.97% / 1.39%
VaR / CVaR 99% (daily): 1.63% / 2.34%
Longest time under water: 134 days
Max / avg leverage: 2x / 0.9x
Top-3 trades share of PnL: 15%

Risk-adjusted

Sharpe: 1.59
Sortino: 2.39
Calmar: 2.28
Recovery factor: 4.33
Probabilistic Sharpe (PSR): 0.98
Omega ratio: 1.24
Gain-to-pain: 0.24

Trades

Trades: 330
Win rate: 53%
Payoff ratio: 1.70
Profit factor: 1.92
Expectancy: 3 bps
Tail ratio: 2.4
Avg holding time: 4.6 d

Consistency

Profitable months: 59%
Equity curve R²: 0.78
Longest losing streak: 7 days
Skew / kurtosis: -0.21 / 5.2
Consistency score: 74/100

Benchmark (vs BTC)

Beta: 0.04
Alpha (ann.): +17.3%
Correlation / R²: 0.19 / 0.04
Up / down capture: 7% / 3%
Tracking error: 54.8%
Information ratio: -1.08

Strategy vs BTC

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

Daily return pair365 daysFit · β0.04

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.01Correlation0.05

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d0.68Volatility 90d12.9%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.97%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−9.7%	Aug 16, 2025	Nov 24, 2025	Dec 29, 2025	100 d	35 d
2	−6.9%	Apr 15, 2025	May 27, 2025	Jul 11, 2025	42 d	45 d
3	−6.1%	Jun 14, 2026	Jul 5, 2026	Aug 28, 2026	21 d	54 d
4	−5.9%	Jan 15, 2026	Jan 29, 2026	Mar 21, 2026	14 d	51 d
5	−4.3%	Aug 31, 2026	Sep 13, 2026	Ongoing	13 d	—

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

59%

55%

45%

59%

56%

52%

49%

Exposure

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

Gross exposure58% of equityPeak82%

Average share of exposure

NVDA51% · 33.2%
AMD23% · 15%
MSFT10% · 6.6%
AVGO10% · 6.5%
CRM5% · 3.4%

Performance by instrument

Share of net PnL