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Momentum

ActiveStocksMT5

nora.bqVerified+·Momentum · swingView trader

Return (all)

+12.8%

255 days of history

Max drawdown

8.5%

Current 0.7%

Sortino

2.18

Sharpe 1.44 · PSR 0.88

Compliance

7/8

88% of Epochs kept

Risk score

38 · Low

Capacity used

52%

158/306 seats · $920k

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.69%

median 0.65% · max 0.89%

Avg planned R:R

1 : 2.07

target distance ÷ stop distance

Realized R:R

1 : 1.94

avg win +1.71R · avg loss −0.89R

Expectancy

+0.33R

per trade

SQN

1.32

Poor

Kelly fraction

19.1%

optimal f · use ¼–½ in practice

Win rate

46.7%

profit factor 1.69

Consecutive W / L

3 / 4

longest streaks

Largest win / loss

+2.4R / −1.3R

Avg hold

7.2d / 4.4d

winners / losers

Avg MAE / MFE

0.65R / 1.30R

adverse / favorable excursion

Capture ratio

81%

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 +9.8R

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	15	15
Win rate	53%	40%
Expectancy	+0.49R	+0.16R
Total R	+7.4R	+2.4R
Equity PnL	+6.3%	+0.9%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 25, 04:30	NFLX long	0.65%	1:1.6	−1.28R	3.7h
Aug 27, 01:00	NFLX long	0.60%	1:2.2	−0.83R	2.0d
Aug 14, 05:58	AMZN long	0.62%	1:1.8	+1.54R	2.1d
Aug 14, 03:33	AMZN short	0.56%	1:2.1	+1.53R	1.8d
Aug 10, 21:25	NFLX long	0.71%	1:2.3	−0.73R	14.3d
Jul 28, 18:06	AMZN long	0.81%	1:2.0	−0.94R	2.0d
Jul 27, 14:20	NFLX short	0.56%	1:2.3	+2.42R	12.9h
Jul 17, 02:48	NFLX short	0.86%	1:1.9	−0.79R	2.3d
Jul 7, 21:33	AMZN short	0.72%	1:1.9	−0.82R	4.2d
Jul 3, 04:52	NFLX long	0.88%	1:2.2	+2.27R	12.5d
Jun 24, 11:58	AMZN short	0.68%	1:2.2	−1.02R	3.2d
Jun 8, 10:43	NFLX long	0.88%	1:1.9	+2.02R	1.2d

Performance statistics

Based on 30 trades over 255 days. Metric set v1.4 · recomputable from raw exchange data.Thin sample — treat with caution

Trailing returns

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

Period	1W	1M	3M	6M	YTD	All
Strategy	+0.9%	+4.7%	+4.7%	+14.1%	+12.8%	+12.8%
Followers	+0.9%	+4.7%	+4.7%	+14.0%	+12.8%	+12.8%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+27.9%	+27.9%
Excess vs BTC	+0.5%	+3.7%	−6.6%	−57.1%	−15.1%	−15.1%

Returns

Return 1m: +4.7%
Return 3m: +4.7%
Return 12m: Insufficient data
Return since start: +12.8%
CAGR: +18.8%

Risk

Max drawdown: 8.5%
Volatility (ann.): 12.5%
Downside deviation: 8.3%
Ulcer index: 3.98%
VaR / CVaR 95% (daily): 1.01% / 1.27%
VaR / CVaR 99% (daily): 1.42% / 1.77%
Longest time under water: 126 days
Max / avg leverage: 2.1x / 1x
Top-3 trades share of PnL: 16%

Risk-adjusted

Sharpe: 1.44
Sortino: 2.18
Calmar: 2.21
Recovery factor: 1.51
Probabilistic Sharpe (PSR): 0.88
Omega ratio: 1.21
Gain-to-pain: 0.21

Trades

Trades: 30
Win rate: 47%
Payoff ratio: 1.85
Profit factor: 1.64
Expectancy: 7 bps
Tail ratio: 2.5
Avg holding time: 7.4 d

Consistency

Profitable months: 90%
Equity curve R²: 0.53
Longest losing streak: 10 days
Skew / kurtosis: 0.03 / 3.0
Consistency score: 71/100

Benchmark (vs BTC)

Beta: 0.05
Alpha (ann.): +15.5%
Correlation / R²: 0.22 / 0.05
Up / down capture: 7% / 3%
Tracking error: 56.7%
Information ratio: -0.60

Strategy vs BTC

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

Daily return pair255 daysFit · β0.05

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.03Correlation0.11

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d1.52Volatility 90d13.7%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.01%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−8.5%	Feb 28, 2026	May 22, 2026	Jul 5, 2026	83 d	44 d
2	−5.8%	Jul 9, 2026	Aug 3, 2026	Aug 19, 2026	25 d	16 d
3	−2.7%	Aug 20, 2026	Aug 24, 2026	Sep 11, 2026	4 d	18 d
4	−2.5%	Sep 14, 2026	Sep 22, 2026	Sep 25, 2026	8 d	3 d
5	−1.5%	Feb 1, 2026	Feb 5, 2026	Feb 10, 2026	4 d	5 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

46%

54%

47%

50%

61%

53%

49%

Exposure

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

Gross exposure65% of equityPeak131%

Average share of exposure

AMZN53% · 41.9%
NFLX47% · 37.1%

Performance by instrument

Share of net PnL