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

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Index Carry & Roll

ActiveFuturesMT5

nordic.quantVerified+·Carry · weeksView trader

Return 12m

+9.4%

540 days of history

Max drawdown

4.1%

Current 0.5%

Sortino

1.98

Sharpe 1.33 · PSR 0.95

Compliance

15/15

100% of Epochs kept

Risk score

14 · Low

Capacity used

29%

286/1000 seats · $3M

Performance

Strategy NAV vs. realized follower results

Return 1Y: +9.4%
CAGR: +9.4%
Sharpe: 2.02
Volatility: 4.5%
Max drawdown: 2.3%
Best / worst day: +1.0% / −1.1%
Up days: 55%
vs BTC: −60.1%

Oct 6, 2026Strategy+9.40%NAV1.0917Followers+9.33%Day−0.31%

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: $10,917
Net profit: +$917
Peak equity: $10,973
Max drawdown ($): −$420

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: 52%
Avg up / down day: +0.19% / −0.17%
Best / worst day: +1.03% / −1.09%
Longest up / down streak: 9 / 7 days

Sep 2026

Month −0.1%19/30 up daysAvg −0.00%

MoMon	TuTue	WeWed	ThThu	FrFri	SaSat	SuSun	Wk
	1 +0.1%	2 +0.0%	3 +0.2%	4 −0.2%	5 −0.4%	6 −0.0%	−0.4%
7 −0.1%	8 −0.0%	9 +0.2%	10 −0.3%	11 +0.1%	12 +0.1%	13 −0.0%	−0.0%
14 +0.3%	15 −0.1%	16 +0.1%	17 +0.1%	18 +0.2%	19 −1.1%	20 +0.0%	−0.5%
21 +0.2%	22 +0.2%	23 +0.1%	24 +0.2%	25 +0.1%	26 +0.1%	27 +0.3%	+1.2%
28 −0.1%	29 +0.0%	30 −0.3%					−0.4%

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
2025	—	—	—	+1.1	−0.8	−0.1	+0.5	+0.8	−1.3	−1.0	+0.8	+0.6	+0.5%
2026	−1.8	+1.1	+1.1	+1.4	+1.6	+0.8	+2.3	+1.9	−0.1	+0.1	—	—	+8.6%

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

About this strategy

Harvests roll yield and carry on index futures with defined drawdown brakes.

Style: Carry · weeks
Instruments: US500, UK100
Avg holding time: 17.5 days
Live since: Apr 14, 2025

Risk flags

Behavior detection on the full trade history

No risk flags detected